Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Accounting information The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Adjustment probabilities Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Annual reports Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Artificial Neural Networks Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
  • Asset Management Companies The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
B
  • Bank Lending Channel Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Basel Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Behavioral Bias The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Black-Scholes model Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
C
  • Capital adequacy rate Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Central bank Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Company’s risk-taking Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • Corporate social responsibility The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Cost of capital Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Credit Rating Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • CVaR Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
D
  • Decision Trees Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Dematel approach Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Disclosure of non-financial information Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Disclosure of strategy Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • DQ Test Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • DSGE Model Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Dynamic Conditional Correlation (DCC) Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Dynamic Copulas Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Dynamic Hedge Ratio Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Dynamic time-varying models Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
E
  • Emerging market rating model Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Emotional decision-making The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Exchange rate Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
  • Exchange rate The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Export guarantee fund of Iran Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
F
  • Fars province Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • FAVAR Model Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Financial Agencies The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Financial Analysts Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Financial Risks The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Financial strategies Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • Financing Identification of Factors Affecting Project Financing Risk [Volume 25, Issue 3, 2023, Pages 485-507]
  • Financing cost Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
G
  • GMM in Time Series The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
H
  • Heston model Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Heston Nandi model Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Housing price The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Housing price Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
I
  • Instantaneous response functions Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Internal point algorithm Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Investors Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Investors' Decisions to Sell Shares Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Investors' emotional behavior The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Investors' herding behavior The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Investors' myopic behavior The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Investors’ sentiments Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Iran The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Iran cooperative development bank Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
K
  • Kalman Filter Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Kupiec Test Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
L
  • Liberalization Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Life Expectancy Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Life settlements Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Liquidity-adjusted capital asset pricing model The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [Volume 25, Issue 3, 2023, Pages 410-432]
  • Liquidity-adjusted Value-at-Risk (LVaR) Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Liquidity risk Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Liquidity risk The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [Volume 25, Issue 3, 2023, Pages 410-432]
  • Loss aversion The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • LSTM Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
M
  • Macroeconomic variables Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • Management characteristics Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • Managers' myopia The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Markov Switching Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Meta-synthesis approach Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
O
  • Options Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Overconfidence The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
P
  • Pairs Trading Strategy Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Portfolio Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
  • Portfolio optimization Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Portfolio optimization algorithm Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Price manipulation Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
  • Price Prediction Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • Profit/loss prediction Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
R
  • Regulation Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Return Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Robust planning Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
S
  • Spread Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • State space Approach Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Stochastic Volatility Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • Stochastic Volatility Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Stock exchange Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Stock market Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • Stock Price An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • Stock price informativeness Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Stock Return An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • Support Vector Machines Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Suspicious trades Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
T
  • Tehran Stock Exchange Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
  • Tehran Stock Exchange Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Tendency Effect Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Time series forecasting Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • Total index return Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Trading volume An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • Two-stage collective machine learning Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
V
  • VAR Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • VARMA-BEKK-AGARCH Model Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
W
  • World Trade Organization Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • WTO Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]