Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Allocation, selectivity, manager skills Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Altman’s z-score model A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • Asset Growth Anomaly Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 235-252]
B
  • Beta Coefficient A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 359-371]
  • Book-to-Market ratio The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
C
  • Capital structure Product Diversification (Related/Unrelated) ,Ownership Structure and Capital Structure [Volume 16, Issue 2, 2014, Pages 271-288]
  • Capital structure The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • Change in risk taking The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Companies' performance Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Conditional Value at Risk Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • Copula Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2014, Pages 309-326]
  • Corporate governance The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Cost of capital The Survey of the Impact of globalization on the cost of capital of listed companies in Tehran Stock Exchange: Panel Data Approach [Volume 16, Issue 2, 2014, Pages 327-344]
  • Customer capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
F
  • Financial Constraints The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • Financial ratios A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
G
  • GARCH Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2014, Pages 309-326]
  • GJR Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2014, Pages 309-326]
  • Globalization The Survey of the Impact of globalization on the cost of capital of listed companies in Tehran Stock Exchange: Panel Data Approach [Volume 16, Issue 2, 2014, Pages 327-344]
  • Growth stocks The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
H
  • House money effect The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Hsiao’s Granger Causality" Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]
  • Human capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Hunting Search Algorithm Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
I
  • Independent t-test The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Insurance Companies Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Intellectual Capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Intraday transactions The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Investment The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
L
  • Logit, Probit A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
M
  • Market efficiency Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 235-252]
  • Markov Switching Model Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model [Volume 16, Issue 1, 2014, Pages 77-98]
  • Markowitz mean–variance model Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • Mispricing The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • MOPSO Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • Multi-Criteria Decision Making Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Multi-Objective Evolutionary Algorithms Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
N
  • NSGA-II Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
O
  • Optimal Portfolio Prediction Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • Overreaction Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
P
  • Performance Evaluation Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Portfolio optimization Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • Portfolio Selection Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2014, Pages 201-218]
R
  • Ranking Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Return predictability Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 235-252]
  • Reward-risk stock Selection Criteria Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
  • Robust optimization Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2014, Pages 201-218]
S
  • Stock Market Index Returns" Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]
  • Structural Capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
T
  • Tehran Stock Exchange A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 359-371]
  • Tehran Stock Exchange Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]
  • Tehran Stock Exchange The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Tobin's Q ratio The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • Trading volume A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 359-371]
  • Treynor – Mazoy Model Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
U
  • Uncertainty modeling Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2014, Pages 201-218]
V
  • Value stocks The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
W
  • World Stock Markets" Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]