Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Alternative risk transfer Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • ANFIS Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Arbitrage strategy A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Asset Pricing Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
B
  • Behavioral finance The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Behavioral finance Investigating Herd Behavior in Industries Listed in Tehran Stock Exchange and Crude Oil Market [Volume 24, Issue 4, 2022, Pages 505-527]
  • Behavior Prediction Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • Bid-ask Spread Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Big Five Personality Traits The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
C
  • Catastrophe bond Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Catastrophe risk Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Conditional Value at Risk Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Contratum Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Corporate governance Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
D
  • Deep Neural Network Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques [Volume 24, Issue 4, 2022, Pages 577-601]
  • Dimensionality reduction technique Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques [Volume 24, Issue 4, 2022, Pages 577-601]
  • Distance approach Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Dynamic Panel Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
E
  • Early stage Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Equal risk contribution Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Evaluation Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Evolutionary algorithm Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
F
  • Factor investing Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Fama-French five-factor model Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Financial advice The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Financial distress Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Financial Time Series Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Fintech Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Forex Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • Fund Performance Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
G
  • Graph Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Gray wolf Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
H
  • Herd behavior Investigating Herd Behavior in Industries Listed in Tehran Stock Exchange and Crude Oil Market [Volume 24, Issue 4, 2022, Pages 505-527]
  • Hierarchical Risk Parity A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Hybrid Model Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
I
  • Index return An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression [Volume 24, Issue 1, 2022, Pages 81-103]
  • Informational complexity Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Instrumental variable The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Insurance risk securitization Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Insurance sukuk Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Inverse volatility Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Investment Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • Investor sentiment The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Investors' trading behavior The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Iran National Innovation Fund Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Islamic Financial instruments A Sustainable Financial Model for the Social Banking Business [Volume 24, Issue 4, 2022, Pages 480-504]
K
  • Kalman Filter Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
L
  • Liquidity creation Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Liquidity risk The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach [Volume 24, Issue 4, 2022, Pages 528-576]
  • Local Multiple Kernel Regression Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
M
  • Machine learning Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Machine learning A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Machine learning Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • Macroeconomic Shocks The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach [Volume 24, Issue 4, 2022, Pages 528-576]
  • Market efficiency A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Merton model Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Meta-analysis A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Minimax Regret Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Minimax Regret Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Minimum-Variance A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Mispricing of stocks Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Momentarian Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Multi-objective optimization Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Mutual Funds Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
N
  • Noise Trader The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Non-dominated sorting genetic algorithm Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
O
  • Oil Price Shocks Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Omega Ratio Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Operational Complexity Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Optimal Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Options market A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
P
  • Pairs Trading Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Polynomial Logit Analysis Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Portfolio optimization Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Portfolio optimization A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Portfolio Performance A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Price impact Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • PSTR Models Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
R
  • Real estate/ Bank Guarantees Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Relative robust approach Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Reversal Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Robust Portfolio Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
S
  • Semi-Parametric Model Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Social Banking A Sustainable Financial Model for the Social Banking Business [Volume 24, Issue 4, 2022, Pages 480-504]
  • Start-up Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • State Space Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • Stock price prediction Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • Stock Return Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Strength Pareto evolutionary algorithm Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
  • Student’s t copula Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Sustainable Business Model A Sustainable Financial Model for the Social Banking Business [Volume 24, Issue 4, 2022, Pages 480-504]
T
  • Technological SMEs Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Tehran Stock Exchange Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Tehran Stock Exchange Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • The 5-factor model of Fama - French Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • Trading Costs Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Trading strategy Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Turning points (TPs) detection Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Two Stage Least Squares (2SLS) regression The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
U
  • Uncertainty Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
V
  • Valuation Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Vector Autoregression Model with Markov Switching (MS-VAR) The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach [Volume 24, Issue 4, 2022, Pages 528-576]
  • Volatility The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
Z
  • Z˝Altman Model Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]