Financial Research Journal

Keyword Index

C

Candlestick charts Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
Capital asset pricing models Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
Capital structure Adjustment Speed Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
Commodity price The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
Company value The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
Company value Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
Conditional Heteroscedasticity Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
Conditional value at Risk (CvaR) Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
Conditional Value at Risk (ΔCoVaR) Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
Consequences Developing a Working Capital Management Model [Volume 22, Issue 4, 2020, Pages 612-641]
Corporate governance Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
COSO Committee statements Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
Cost of capital The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
Cross-sectional absolute deviation Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]

E

Economic Value Added Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 568-593]
Edgeworth box Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
Expected shortfall Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
Expected shortfall of capital Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
Expense ratio The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
Expert advice Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
External corporate governance Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
External factors Developing a Working Capital Management Model [Volume 22, Issue 4, 2020, Pages 612-641]
Extreme event Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
Extreme losses values Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
Extreme value theory Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]

I

Idiosyncratic Volatility Pricing Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
IFRS Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
Informational efficiency The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
Informational efficiency Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
Information Asymmetry Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
Insider trading Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
Internal corporate governance Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
Intraday data Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
Intraday pattern Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
Investment Efficiency Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
Investment opportunity The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
Issuer Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]

M

Machine learning method The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
Manager change The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
Marginal expected shortfall Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
Marginal Expected Shortfall (MES) Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
Market Microstructure Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
Markov Switching Model Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
Mean reversion principle Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
Multi-Criteria Decision-Making Techniques Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
Multifractal Volatility Model Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
Mutual Funds The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]

S

Semi-Paremetric Model Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
Shareholders rights Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
Skewness and kurtosis adjusted Black-Scholes Model Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
Spectral analysis Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
SRISK Index Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
Startup Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
State space model with GARCH effect The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
Style momentum strategy The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
Systemic Expected Shortfall (SES) Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
Systemic Risk Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
Systemic Risk Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
Systemic Risk Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]

Financial Research Journal

Keyword Index

A

B

C

D

E

F

G

H

I

K

L

M

O

P

R

S

T

U

V

W