Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Abnormal Return An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
B
  • Beta The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • Bootstrap Simulation The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
C
  • Catastrophe Bonds The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • Correlation Matrices Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 17-30]
D
  • Dividend Percent The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Duration Dependence Test Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2012-2013, Pages 69-84]
E
  • Event study An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
  • External Finance anomalies Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
F
  • Financial Index The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • Firm Characteristics The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Free Float Stock The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
G
I
  • Industrial Index The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • Investment anomalies Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
M
  • MADM Methods Mixed Method Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2012-2013, Pages 31-54]
  • Market Microstructure The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • Mean –variance Efficient Frontier The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2012-2013, Pages 1-14]
  • Mean-variance model Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • Mean Variance Model Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 17-30]
  • MF-DXA The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • MGARCH Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2012-2013, Pages 1-16]
  • Modeling Volatility Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2012-2013, Pages 1-16]
N
  • Non Inferior Set Estimation Method The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2012-2013, Pages 1-14]
  • Normal Power Distribution The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
O
  • Optimum Portfolio The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2012-2013, Pages 1-14]
P
  • Portfolio optimization Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • Price index The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • Price manipulation Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2012-2013, Pages 69-84]
Q
  • Quadratic Programming Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
R
  • Ranking Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2012-2013, Pages 31-54]
S
  • Short-selling Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • Size The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • Stock Returns Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
  • Support vector Machine Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2012-2013, Pages 69-84]
T
  • Tehran Stock Exchange Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2012-2013, Pages 31-54]
  • Tehran Stock Exchange Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
  • Test Statistic An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
  • The Bid-Ask Spread The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • Trading volume The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Trading volume An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
V
  • Value at Risk The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • Volatility transmission Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2012-2013, Pages 1-16]