Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Abnormal Return The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Abnormal Volume Trading The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Accounting Performance Measures Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • Active Management Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Agency theory Systematic Risk and Conditional Conservatism [Volume 15, Issue 1, 2013, Pages 109-128]
  • Asymmetric Risk Premium Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Attributes Based on Market Information Earnings Attributes and Cost of Equity [Volume 15, Issue 1, 2013, Pages 75-94]
  • Auto Regressive Conditional Heteroskedasticity (ARCH) The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
B
  • BEKK Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
C
D
  • Devolving Powers Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
E
  • Earnings Attributes Based on Accounting Information Earnings Attributes and Cost of Equity [Volume 15, Issue 1, 2013, Pages 75-94]
  • Economic Performance Measures Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • Election Cycles The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • Estimated Generalized Least Squares (EGLS) Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Event study The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
F
  • FBEKK Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Firm’s Value Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
G
  • Genetic Algorithm Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Granger causality test Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
I
  • Information Based Models and Market Microstructure Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Information-Based Trade Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Insider Information The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Investors The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
L
  • Leverage Effect Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Loan Loss Provision Determining the Relationship between Credit Risk & Profitability in Iranian Banks [Volume 15, Issue 2, 2013, Pages 229-246]
  • Long memory Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
M
  • Market timing ability Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Market Value of Company Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • MGARCH Models Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • Murabaha (Interest Sale) and Mudarabah (Profit Sharing) Securities The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Mutual Funds Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
O
  • Overreaction Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Ownership Structure Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
P
  • Performance Evaluation Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • PIN Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Predicting Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Profitability Determining the Relationship between Credit Risk & Profitability in Iranian Banks [Volume 15, Issue 2, 2013, Pages 229-246]
R
  • Return Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
S
  • Securities Market Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Security Selection Ability Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Self-Regulation Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Self- Regulatory Organizations (Sros) Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Special Purpose Vehicle (SPV) The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Stock Index Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
  • Stock Price Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Sukuk The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Support vector Machine Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
T
  • Technical Analysis Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • TEDPIX The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • The Freedom of Contract Principle The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
V
  • Value and Growth Portfolio Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Value at Risk Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • Volatility Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Volatility Feedback Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]