Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Ant colony Algorithm Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • ARDL Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • ARMA & GARCH Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
  • Asset Allocation Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
B
  • Basel Committee Estimation of multi-period VaR based on the simulation and parametric methods [Volume 18, Issue 1, 2016, Pages 167-184]
  • Behavioral Factors Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Behavioral finance Studying the influence of psychological factors with orientation perceptual errors on Decision making process of individual investors [Volume 18, Issue 4, 2016, Pages 735-752]
  • Bootstrap Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • Bounds test Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • Box-Jenkins Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
C
  • Capital assets pricing Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Capital markets Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Capital structure Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • Capital structure Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • Cardinality Constraint Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • Cash Flow ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
  • Cash Flow Imbalance Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • Conditional Extreme Value Theory Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
  • Contextual analysis Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Continuous trading Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Cultural Values Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • Cumulative Prospect Theory The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
D
  • Deadweight loss DWL competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Delfi-Fazzy Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2016, Pages 653-674]
  • Disposition effect Investigation of the Effects of Types of Ownershipon Disposition effect of Mutual funds in Tehran Stock Exchange [Volume 18, Issue 4, 2016, Pages 675-960]
E
  • Earnings prediction Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Economic Value Added (EVA) Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • EM Algorithm Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • EVA Momentum Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • EVT Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • Expected shortfall Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
  • Extended Lexicography Goal Programming Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2016, Pages 591-612]
F
  • Fama and French five-factor Model Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
  • Fama and French three-factor model Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Financial distress prediction Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Financial Globalization Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • Financialization Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Financial literacy Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Financial Market Anomalies Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Financial Time Series Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • Fundamental Analysis Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
G
  • GARCH Model Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • Generalized Hyperbolic Skew-t distribution Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • GJR model Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • GRS Test Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
H
  • Harmony Search Algorithm Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Herd behavorial Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Herfindahl-Hirschman Index HHI competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Holt-Winters Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • House money effect STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
I
  • Individual investors Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • Information Asymmetry Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • Information releases The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Institutional investors Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • Investment Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Investment Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
  • Investment Studying the influence of psychological factors with orientation perceptual errors on Decision making process of individual investors [Volume 18, Issue 4, 2016, Pages 735-752]
  • Iran Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • Islamic financial engineering Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
  • Istisna contract Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
  • Istisna sukuk Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
K
  • Keywords: Call auction Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
L
  • Lending relationships Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
  • Liquidity risk factor Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Loss aversion STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
M
  • Market efficiency MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • Market Microstructure Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Market Microstructure Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Market size ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
  • Markov regime switching GARCH model Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • Markowitz Model Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
  • Markowitz Model Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Mean Excess Function Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • Meta-Goal Programming Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2016, Pages 591-612]
  • Monthly stock return The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Multiple discriminant analysis Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Mutual Funds Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
N
  • Neoliberalism Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
O
  • Ordered Multinomial Probit Model Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
P
  • Panel data The effect of diversification of the credit portfolio on bank’s credit risk [Volume 18, Issue 1, 2016, Pages 149-166]
  • Pareto approach Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Particle Swarm Optimization Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • Peak over threshold method Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
  • Pecking order Theory Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • Performance Evaluation Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • Portfolio optimization Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • Portfolio optimization Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Portfolio optimization Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2016, Pages 591-612]
  • Price impact Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • Pricing error Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Privatization competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Profitability Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
R
  • Rational Factors Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Risk Management Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • Robust optimization Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
S
  • Skewness The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Stock exchange Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Stock Return Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • Stock Return Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • Support vector Machine Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • Symbiotic Organisms Search Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
T
  • Tax Policy Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • Tehran Stock Exchange Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • Topsiss Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2016, Pages 653-674]
  • Trade-off Theory Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • Trading mechanisms Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Tranasaction Data Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Transaction Costs Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
  • Transaction costs of lending relationships (Coordination cost) Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
  • Types of Ownership Investigation of the Effects of Types of Ownershipon Disposition effect of Mutual funds in Tehran Stock Exchange [Volume 18, Issue 4, 2016, Pages 675-960]
V
  • Value-at-risk Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • Value at Risk Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
W
  • Wavelet transform Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]