Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Abnormal stock returns Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Adaptive Network Fuzzy Inference System Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Agency Costs Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Agent-based modeling Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Algorithmic Trading Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Asset markets The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Asset pricing model An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Asset risk What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
B
  • Bankruptcy prediction Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Bayesian Approach Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Behavioral finance Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Bias Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • BMN Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Bullish and bearish market An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Business Groups Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
C
  • Capital structure Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Case-Shiller Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Cash flow patterns Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Cash Holdings Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Claims frequency Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Claims severity Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Co-integration Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Conditional Variance Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Contagion Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
D
  • Disposition effect Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Duality of Duty The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
E
  • Expected excess returns The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Expected shortfall The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
F
  • Financial constraint The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Financial Constraints Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Financial inflexibility The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Financial markets Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Financial ratios Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Financial solvency ratio Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Financial stress Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Financial Systems Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Financing Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Firm's life cycle Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Fractional stochastic volatility model Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
G
  • Granger Causality Network Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Grey Wolf Optimizer (GWO) Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Growth stocks What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
H
  • Harmony Search Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Harvey Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • Hidden Semi Markov Model An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
  • House price index Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Hybrid Model Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
I
  • Intraday Patterns Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Investment Efficiency Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Investment irreversibility The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Investors' performance Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
J
  • Joint Control Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Jump-Diffusion Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
L
  • Large Order Splitting Strategy Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Learning machine Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Left tail risk The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Leverage risk What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Liquidity measurement ratios An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Liquidity risk An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Local Kernel Regression Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Logistic harvey Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • Long memory Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
M
  • Management characteristics Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Managing Director The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
  • Market efficiency The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Market Impact Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Markov Switching Autoregressive Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Mean-Reverting Process Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Modified harvey Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • MS unit root test The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Multifactor asset pricing model Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
N
O
  • Option pricing Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Outliers Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Over and Under Investment Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Overconfidence Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Overconfident The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
P
  • Pairs Trading Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Particle Swarm Optimization Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Pecking order Theory Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Penalty Function Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Potential deviation ratio Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Price limits The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
  • Price volatility The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
  • Principle of equity Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Pyramidal Ownership Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
R
  • Reinforcement Learning Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Repeated sales indices Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Representativeness Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Robust Regression Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
S
  • Sortino Ratio Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Specific stock returns Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Standard Capital Asset Pricing Model Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Stock liquidity Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Stock Return The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
  • Stock Return Co-movement Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Systemic Risk Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
T
  • Tabai option Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Tehran Stock Exchange An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
  • Test assets Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Threshold Regression Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Time Varying Correlation Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Total leverage The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Trade-off Theory Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Trading activity The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
  • Trading halts The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
  • Transaction Costs Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
U
  • Unsystematic Risk The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
V
  • Value anomaly The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Value at Risk The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Value stocks What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Variable Selection Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Venture capital Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Viterbi algorithm An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]