Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Abnormal Returns fluctuation The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
  • Adjusted probability of informed trading The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
  • Agency effect Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Agent-based Simulation Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Algorithmic Trading Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Asymmetry conditional heteroscedasticity A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Auto Regressive Conditionally Heteroscedastic (ARCH) A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Autoregressive Integrated Moving Average (ARIMA) Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
B
  • Bank income Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Banking Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Bayesian Approach Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Bayesian learning function Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
  • Behavioral Bias Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
  • Behavioral finance Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
  • Behavioral finance Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Board of director’s reward The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
  • Business Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Business cycles synchronization Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
C
  • Capital Asset Pricing Model A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Capital structure Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • CAPM test Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • CECM Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
  • Clustering Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Co-integration Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Cointegration Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
  • Common stochastic trend Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
  • Conditional Value at Risk Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Conditional value at Risk (CvaR) Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Copula function Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Correlation Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Crowed sourcing Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Currency shocks or momentum Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
D
  • Deferential evolutionary algorithms Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Deposits composition Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Direct investment Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Diversification strategy A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
  • Down side beta Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
E
  • Earning prediction error The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
  • Earning quality Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
  • Earnings response coefficient The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
  • Enhanced indexing Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Estimate Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Evolutionary algorithms Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Exchange rate The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
  • Execution cost Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Expected shortfall Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
F
  • Financial constraint A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Financial depth Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
  • Financial distress Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
  • Financial friction Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
  • Financial performance A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
  • Funds Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Fuzzy random variable Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
G
  • GARCH Model Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
  • Genetic Algorithm Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
  • Genetic Algorithm Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Gold coin The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
  • Gonzalo and Granger (1995) Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
H
  • Herding The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
  • Herding Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Hidden cointegration Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
  • Holding company A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
I
  • Index of Tehran Stock Exchange (TEDPIX) Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
  • Index residual Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Index tracking Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Index tracking Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Industry Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Information risk The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
  • Insurance market Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
  • Interval Optimization Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Investment A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Investment companies The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
  • IPO returns Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
  • Iran's banking Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
J
L
  • Levenberg-Marquardt learning function Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
  • Leverage Simulation Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
  • Linear programming Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Long term deposit Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
M
  • Marginal distribution Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Markov Switching Bayesian VAR Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
  • MCMC algorithm Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
  • Mean-variance model Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Metaheauristic algorithms Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Methods of financing Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Mixture Distribution Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Money market Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
  • Mutual fund flows Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
  • Mutual Funds Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
N
  • Neural Network Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Non-linear model The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
  • Non-parametric approach Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
O
  • Operating cash flow A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Operational definitions of bull and bear Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • Ownership Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
P
  • Pagan-Sossonouv’s method Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • Portfolio A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
  • Portfolio optimization Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Portfolio Selection Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Possibility and necessity theory Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Predicting stock prices Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
  • Price impact Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Probability of symmetric order shocks The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
  • Profit sensitivity The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
R
  • Response Surface Methodology Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Retail investor Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Return Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
S
  • Short term deposit Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Skewedness Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
  • Social Entrepreneurship Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Stability of Target Capital Structure Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
  • Stock exchange market The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
  • Stock market cycles Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • Stock price index Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
  • Style investing Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Support vector machine Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
  • Symmetry conditional heteroscedasticity A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Systemic risk and spillover and contagion Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
T
  • Target Leverage Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
  • Teaching-Learning-Based Optimization (TLBO) algorithm Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Tehran Stock Exchange A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Time-varying Target Ratios Models Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
  • Tracking error Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Trade execution strategy Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Trading partner Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
  • Turning points Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
V
  • Value-at-risk Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • VAR Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
W
  • Wrapper Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]