Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Abnormal Return Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Abnormal Return The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Accrual characteristic Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Accrual earnings management Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Accrual factor Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Actual activities manipulation The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Actual activity earnings management Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Agent-based modeling The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Agent-based Simulation Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Algorithmic Trading Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Algorithmic Trading Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Artificial market The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Asymmetric information Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
B
  • Behavioral Operations Research The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Behavior finance Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
C
  • Capital structure Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Capital structure The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Cluster Analysis An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Clustering Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Commerce activities Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Comparability Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Conditional capital asset pricing model Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Corporate governance Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
D
  • DEMATEL Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Diagonal BEKK Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Diversity index Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Dynamic portfolio management Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
E
  • Earning volatility Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Entropy Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Evaluation An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Event study The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Expected shortfall Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
F
  • Feature Selection Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Feature Selection Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Financial distress Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Financial distress Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Financial distress Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Financial Time Series An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Financing Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Financing hierarchy theory Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Full rank BEKK Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Future financial performance Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Futures Contract Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
G
  • GMM Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Gold Coins Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Group method of data handling An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
H
  • Heterogeneous autoregressive model Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • Heterogeneous market hypothesis Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • High-frequency data Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • High-frequency trading Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Holding-based performance An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Hybrid Model An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Hybrid models Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
I
  • Imperfect market Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Index Stock Exchange Prediction Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Information Asymmetry Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Information Asymmetry The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Information Asymmetry Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Informed trading Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Institutional investors Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Intelligent Machine Learning Methods Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Intra-day data Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Investment Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Investment Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Investor behavior Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Investor performance Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Iran An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
J
  • Jump Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
K
  • Krill herd algorithm Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
L
  • Limited attention of investor Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Limit order book Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
M
  • Managerial myopia Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Margin Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Market depth Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Market Microstructure Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Market microstructure models Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Market transparency Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Market trend Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Metaheuristic algorithms Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Mispricing Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Multi-attribute decision-making Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Multi Criteria Decision Making Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Multivariate GARCH Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Mutual funds holdings An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
N
  • Non-Banking activities restrictions Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Non-banking financial activities Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Non-dominated sorting genetic algorithm II An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
O
  • Order Placement Strategy Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
P
  • Personality Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Portfolio diversification Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Portfolio optimization Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Portfolio optimization Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Portfolio performance measure Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Predicted financial distress Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Price index An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Price manipulation Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
Q
  • Quarterly disclosure An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
R
  • Reaction of capital market Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Realized volatility Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • Reinforcement Learning Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Return Gap An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Return standard deviation Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
S
  • Seemingly unrelated regression Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Semi-variance Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Sequential floating forward selection Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Sequential trade model Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Spoofing order Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Spread Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Stock market An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Stock market The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Stock market forecasting An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Stock portfolio Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Stock trading cost The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Structural Equation Modeling Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Structural equations Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Sukuk The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
T
  • Technical Analysis Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Tehran Stock Exchange Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • TOIDIM Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Trading frequency Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Tryner ratio The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
U
  • UTADIS Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
W
  • Working capital Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Wrapper Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]