Keyword Index

A

  • Abnormal Rate of Rutern - [Volume 5, Issue 16, 2003]
  • Abnormal Return The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Abnormal Return An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
  • 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]
  • Abnormal Returns Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • 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]
  • 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]
  • Abnormal Volume Trading The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Accounting Adjustment The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • Accounting information - [Volume 8, Issue 21, 2008]
  • Accounting information The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Accounting Performance Measures Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • Accounting Ratios Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • 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 earnings management 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]
  • Accrual factor Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Accruals Evaluation of Relationship between FinancialLeverage And Income smoothing In The Stock Exchange Of Tehran [Volume 9, Issue 24, 2008]
  • Active Management Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Active Management The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • 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]
  • Actuarial approach Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [(Articles in Press)]
  • 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]
  • Adjusted Peresent Value A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods [Volume 9, Issue 24, 2008]
  • 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]
  • Adjustment probabilities Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Agency Cost The Survey of the Relation between Size of the Leasing Debts and Agency Costs in Different Economic Partsof the Country , [Volume 10, Issue 25, 2009]
  • Agency Cost 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]
  • Agency Costs Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Agency effect Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Agency theory Systematic Risk and Conditional Conservatism [Volume 15, Issue 1, 2013, Pages 109-128]
  • Agent-based modeling The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • 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]
  • Agent-based Simulation Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Agent-based Simulation Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Aggressive Stocks Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Algorithmic Trading Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • 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]
  • Algorithmic Trading Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Allocation, selectivity, manager skills Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Alternative risk transfer Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Altman’s z-score model A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • ANFIS Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Anger emotion, Fear emotion, Information search, Investors' Searching for financial and non-financial information, and managing emotions of anger and fear in investors [(Articles in Press)]
  • Annual reports Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Ant colony Algorithm Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Arbitrage - [Volume 6, Issue 2, 2004]
  • Arbitrage Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Arbitrage Pricing Theory (APT) - [Volume 5, Issue 15, 2003]
  • Arbitrage Pricing Theory (APT) - [Volume 7, Issue 1, 2006]
  • Arbitrage risk Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • Arbitrage strategy A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • ARDL Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • ARDL Method Forecasting stock price with ARDL method of one equation cumulative regression methods [Volume 9, Issue 23, 2008]
  • ARFIMA Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • ARIMA Model Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]
  • ARMA-DCC-GJR-GARCH Model Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [Volume 26, Issue 1, 2024, Pages 54-80]
  • 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]
  • Artificial market The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Artificial Neural Network Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • Artificial Neural Network Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [(Articles in Press)]
  • Artificial Neural Networks - [Volume 6, Issue 1, 2004]
  • Artificial Neural Networks - [Volume 5, Issue 15, 2003]
  • Artificial Neural Networks Predicting Daily Stock Returns of Companies listed in Tehran Stock Exchange Using Artificial Neural Networks [Volume 9, Issue 24, 2008]
  • Artificial Neural Networks Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
  • Asset Analysis of factors affecting the profitability of commercial banks (Case Study: Bank Refah) [Volume 8, Issue 21, 2008, Pages 3-26]
  • Asset The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • 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]
  • Asset Growth Anomaly Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 235-252]
  • Asset liability management Asset- Liability Management at Banking System:A proposed Optimization Model, Using a Jointly Combination of GP and AHP Approach, Case Study: KARAFARIN Private Bank [Volume 8, Issue 22, 2008]
  • Asset Management Companies The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • 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 - [Volume 5, Issue 15, 2003]
  • Asset Pricing - [Volume 7, Issue 1, 2006]
  • Asset Pricing - [Volume 8, Issue 21, 2008]
  • Asset Pricing Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • 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]
  • Asset Tangibilit Determinants of Debt Ratio: the Static Trade-off and Pecking Order Theories [Volume 10, Issue 25, 2009]
  • Asymmetric information Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Asymmetric information The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 105-129]
  • Asymmetric Market - [Volume 7, Issue 2, 2006]
  • Asymmetric Risk Premium Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Asymmetric tail dependence Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
  • 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]
  • Attraction Hypothesis Investigating the Psychology of Numbers and "Price Clustering" in Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 73-98]
  • Attributes Based on Market Information Earnings Attributes and Cost of Equity [Volume 15, Issue 1, 2013, Pages 75-94]
  • Auditing - [Volume 7, Issue 1, 2006]
  • Auditing indicators The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Auditors on External An examination of Factors Associated with Reliance of External Auditors on Internal Auditors Work [Volume 10, Issue 26, 2009]
  • Auditors Work Optimal An examination of Factors Associated with Reliance of External Auditors on Internal Auditors Work [Volume 10, Issue 26, 2009]
  • Augmented Dickey Fuller Test An Investigation On the Presence of Mean Reversion in Stock Prices in Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Auto Regressive Conditional Heteroskedasticity (ARCH) The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • 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

  • Backtest Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
  • Back-testing 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]
  • Backtesting Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Balanced score card - [Volume 7, Issue 2, 2006]
  • Balance sheet Asset- Liability Management at Banking System:A proposed Optimization Model, Using a Jointly Combination of GP and AHP Approach, Case Study: KARAFARIN Private Bank [Volume 8, Issue 22, 2008]
  • Bank Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • 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]
  • Banking System Model of managing challenges facing banking system in sanction [Volume 17, Issue 2, 2015, Pages 341-356]
  • Bank Lending Channel Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Bank risk indicators The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Bankruptcy prediction Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Basel Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Basel Committee Estimation of multi-period VaR based on the simulation and parametric methods [Volume 18, Issue 1, 2016, Pages 167-184]
  • Basel Committee statements Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
  • 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 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]
  • Bayesian approach of Markov Switching Method 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]
  • 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 Bias The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Behavioral Bias The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Behavioral Biases - [Volume 6, Issue 2, 2004]
  • Behavioral Biases Determining and Prioritizing Behavior Biases of Investors in Tehran Stock Exchange Market: a Fuzzy AHP Approach [Volume 13, Issue 31, 2012, Pages 99-120]
  • 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 - [Volume 6, Issue 1, 2004]
  • Behavioral finance - [Volume 6, Issue 2, 2004]
  • Behavioral finance - [Volume 7, Issue 2, 2006]
  • Behavioral finance Determining and Prioritizing Behavior Biases of Investors in Tehran Stock Exchange Market: a Fuzzy AHP Approach [Volume 13, Issue 31, 2012, Pages 99-120]
  • 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]
  • 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]
  • 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]
  • Behavioral finance Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Behavioral finance The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Behavioral finance Investigating Herd Behavior in Industries Listed in Tehran Stock Exchange and Crude Oil Market [Volume 24, Issue 4, 2022, Pages 505-527]
  • Behavioral Operations Research The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Behavioral preferences Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • Behavior Biases Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
  • Behavior finance Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Behavior Prediction Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • BEKK Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Best Ideas Best Ideas in Iranian Mutual Funds [(Articles in Press)]
  • Beta - [Volume 6, Issue 2, 2004]
  • Beta Comparing Methods of Beta Estimation in cases of non-synchronize trading [Volume 9, Issue 23, 2008]
  • Beta The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • Beta (B) - [Volume 5, Issue 15, 2003]
  • Beta Coefficient A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 359-371]
  • Beta Estimation - [Volume 6, Issue 1, 2004]
  • Beta Stationary - [Volume 6, Issue 1, 2004]
  • 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]
  • Bid-ask Spread Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Big Five Personality Traits The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Black-Scholes model Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • 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]
  • B/M ratio - [Volume 6, Issue 2, 2004]
  • 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]
  • Board of directors Thesis title: A Study Of The Relationship Between Board Composition and Firm Performance In TSE [Volume 9, Issue 23, 2008]
  • Bollinger Bands - [Volume 6, Issue 1, 2004]
  • Book Test of the Fama-French Three-Factor Model in Tehran Stock Exchange [Volume 9, Issue 23, 2008]
  • Book to Market Equity Ratio - [Volume 7, Issue 1, 2006]
  • Book to market ratio - [Volume 8, Issue 21, 2008]
  • Book-to-Market ratio - [Volume 5, Issue 15, 2003]
  • Book-to-Market ratio The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • Book Value The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Boom and Recession of Financial Sector 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]
  • Boom and Recession of Real Economy 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]
  • 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]
  • Bootstrap Simulation The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • 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]
  • BSC - [Volume 7, Issue 2, 2006]
  • 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 Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Business Cycle 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]
  • Business Cycle The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • 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]
  • Business Groups Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Business Risk - [Volume 5, Issue 16, 2003]
  • Buy and Hold Strategy A Model for Testing and Improving Stock Market Efficiency [Volume 8, Issue 22, 2008]
  • Buy & Hold Strategy - [Volume 5, Issue 15, 2003]

C

  • C52 Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • C53 Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Calender Return Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Candlestick charts Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Capital adequacy rate Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Capital asset pricing The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Capital Asset Pricing Model - [Volume 5, Issue 16, 2003]
  • Capital Asset Pricing Model Test of the Fama-French Three-Factor Model in Tehran Stock Exchange [Volume 9, Issue 23, 2008]
  • 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 Asset Pricing Model (CAPM) - [Volume 7, Issue 1, 2006]
  • 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 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 productivity Improving the Risk-Adjusted Return of the Portfolio by Implementing Capital Productivity in Tehran Stock Capital Productivity in Tehran Stock Exchange (2000-2007) [Volume 10, Issue 25, 2009]
  • Capital structure - [Volume 5, Issue 16, 2003]
  • Capital structure Review the Relationship between Capital Structure and Accounting and Market Performance Assessment Companies Accepted in Stock Exchange [Volume 11, Issue 28, 2010]
  • Capital structure Investigating the Impact of the Effective Factors on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 57-74]
  • Capital structure Analysis of SME's Capital Structure [Volume 9, Issue 24, 2008]
  • Capital structure A Comprehensive Trend of Capital Structure Case Study of Companies Listed In TSE [Volume 10, Issue 25, 2009]
  • Capital structure Product Diversification (Related/Unrelated) ,Ownership Structure and Capital Structure [Volume 16, Issue 2, 2014, Pages 271-288]
  • Capital structure The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • 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]
  • Capital structure Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • 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]
  • 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]
  • Capital structure Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • 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]
  • Capital Structure Determinants Determinants of Debt Ratio: the Static Trade-off and Pecking Order Theories [Volume 10, Issue 25, 2009]
  • CAPM - [Volume 7, Issue 2, 2006]
  • CAPM - [Volume 7, Issue 1, 2006]
  • CAPM. Investigating the volatility, upside risk, downside risk and Capital Asset Pricing Model: Evidences from Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • CAPM Model To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • CAPM test Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Cardinality Constraint Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • 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 The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 95-116]
  • 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]
  • 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]
  • Cash Value Added - [Volume 6, Issue 1, 2004]
  • Catastrophe bond Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Catastrophe Bonds The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • Catastrophe risk Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • 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]
  • Central bank Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Centrality based Strategy An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • CEO Power Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Change in risk taking The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • CHMSW Comparing Methods of Beta Estimation in cases of non-synchronize trading [Volume 9, Issue 23, 2008]
  • Circuit Breaker The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • Classification Algorithms Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Cluster Analysis An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Clustering Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • 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]
  • Clustering Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Clustering Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Cognitive abilities Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Cognitive Bias Modeling the relationship between cognitive abilities and returns of portfolio investors with emphasis on cognitive bias dimensions [(Articles in Press)]
  • Cognitive Capabilities Modeling the relationship between cognitive abilities and returns of portfolio investors with emphasis on cognitive bias dimensions [(Articles in Press)]
  • Co-integration Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • 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]
  • 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]
  • Collaboration Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Collateralized mortgage obligations Collateralized Mortgage Obligations Optimization [Volume 12, Issue 30, 2010, Pages 1-22]
  • Combined Debt Bond - [Volume 5, Issue 16, 2003]
  • 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]
  • 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]
  • 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]
  • Companies' performance Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Company Analysis Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • Company’s risk-taking Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • 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]
  • Comparability Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Complexity of bank operations The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • 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]
  • Conditional Dynamic Equi Correlation Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • 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]
  • 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 Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • 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 Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • 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]
  • 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]
  • 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]
  • Conditional Volatility Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2010, Pages 23-36]
  • Conditional Volatility Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Consequences Developing a Working Capital Management Model [Volume 22, Issue 4, 2020, Pages 612-641]
  • Conservatism Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]
  • Consumption Volatility The effect of Capital Market Liberalization on Economic Growth in Developing Countries [Volume 11, Issue 28, 2010]
  • 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]
  • 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]
  • Contract Law and Property Law. Jel Classification: G10 Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets [Volume 13, Issue 32, 2012, Pages 1-14]
  • Contrarian investing strategy Contrarian Strategy in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 75-94]
  • Contratum Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Copula Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2014, Pages 309-326]
  • Copula Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Copula function Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Corporate finance Corporate Policies under Transitory and Permanent Shocks of Cash Flows: An Empirical Study of Cash Management [Volume 23, Issue 3, 2021, Pages 351-376]
  • Corporate governance Studying the Effect of Ownership Structure on Performance of Companies Accepted in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Corporate governance Financial Information Transparency and Investor Behavior in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Corporate governance Thesis title: A Study Of The Relationship Between Board Composition and Firm Performance In TSE [Volume 9, Issue 23, 2008]
  • Corporate governance The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Corporate governance Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2015, Pages 357-376]
  • Corporate governance Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • 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]
  • Corporate governance Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Corporate Governance The effects of corporate governance mechanisms and financial variables on the financial restatement of the firms listed on the Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 39-58]
  • Corporate investment The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Corporate social responsibility The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Corporation age Analysis of SME's Capital Structure [Volume 9, Issue 24, 2008]
  • Corporation size Analysis of SME's Capital Structure [Volume 9, Issue 24, 2008]
  • Corrected ordinary least square - [Volume 8, Issue 21, 2008]
  • Correlation Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Correlation Matrices Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 17-30]
  • 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 Survey of the Impact of globalization on the cost of capital of listed companies in Tehran Stock Exchange: Panel Data Approach [Volume 16, Issue 2, 2014, Pages 327-344]
  • 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]
  • Cost of capital Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • CPPI Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Credit portfolio Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [(Articles in Press)]
  • Credit Rating Appraising the Use of KMV Model in Predicting Default of Companies Listed in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Credit Rating Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Cross-Autocorrelation Volume- & Size-Related Lead-Lag Effects in Stock Return & Volatility: An Empirical Investigation of the Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Cross-sectional absolute deviation Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Cross-Section of Stock Returns - [Volume 5, Issue 15, 2003]
  • Crowed sourcing Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Cryptocurrency Investigating hedging capability of cryptocurrencies in the gold and stock markets in Iran [(Articles in Press)]
  • Cryptocurrency Identifying and evaluating the profitable technical trading rules in the cryptocurrency market using a hybrid qualitative-quantitative method [(Articles in Press)]
  • 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]
  • Currency Crisis The relationship between financial leverage and financial performance with an emphasis on financial distress and currency crisis in Tehran Stock Exchange [(Articles in Press)]
  • 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]
  • Customer capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • CVaR Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]

D

  • Data Envelopment Analysis Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2015, Pages 393-414]
  • Data Mining Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • D CAPM - [Volume 7, Issue 2, 2006]
  • Deadweight loss DWL competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Debt and Economical Parties The Survey of the Relation between Size of the Leasing Debts and Agency Costs in Different Economic Partsof the Country , [Volume 10, Issue 25, 2009]
  • Debt to total assets ratio Comparative Review of Relation Between the Debt Ratio and Return on Assets in Various Industries [Volume 8, Issue 22, 2008]
  • Decision making Searching for financial and non-financial information, and managing emotions of anger and fear in investors [(Articles in Press)]
  • Decision Trees Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Deep Neural Network Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques [Volume 24, Issue 4, 2022, Pages 577-601]
  • Default Appraising the Use of KMV Model in Predicting Default of Companies Listed in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Defensive Stocks Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Deferential evolutionary algorithms Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Delfi-Fazzy Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2016, Pages 653-674]
  • DEMATEL Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Dematel approach Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Deposits composition Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Devolving Powers Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • 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]
  • Dimensionality reduction technique Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques [Volume 24, Issue 4, 2022, Pages 577-601]
  • Dimensions of Financial Information Transparency Financial Information Transparency and Investor Behavior in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Dimson Comparing Methods of Beta Estimation in cases of non-synchronize trading [Volume 9, Issue 23, 2008]
  • Direct investment Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Direction of profit changes Reviewing and matching the estimated power of Machine Learning Models and Statistical Models in Predicting Changes in Profit Components and Selecting the Optimal Model [(Articles in Press)]
  • Disclosure of non-financial information Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Disclosure of strategy Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Discounted Cash Flow A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods [Volume 9, Issue 24, 2008]
  • Discretionary accruals Evaluation of Relationship between FinancialLeverage And Income smoothing In The Stock Exchange Of Tehran [Volume 9, Issue 24, 2008]
  • Discretionary Current Accruals (DCA) Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Disposition effect The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 95-116]
  • 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]
  • Disposition effect Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Disposition effect The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Distance approach Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Diversification (Hedge) Developing a Measurement Model and Evaluating the Role of Commodities as a Hedging Tool in Investor Portfolios [(Articles in Press)]
  • 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]
  • Diversity index Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Dividend Percent The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Dividends The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Dividend Signaling Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [Volume 26, Issue 1, 2024, Pages 26-53]
  • Dividing Per Share Ownership Structure and Payout Ratio: Empirical Evidence of Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Downside - [Volume 7, Issue 2, 2006]
  • Down side beta Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Downside Beta Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta [Volume 10, Issue 26, 2009]
  • Downside Risk Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta [Volume 10, Issue 26, 2009]
  • Downside Risk The Impact of Downside Risk on Performance Appraisal of Investment Companies in the Tehran Stock Exchange(TSE). [Volume 9, Issue 24, 2008]
  • DQ Test Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • DSGE Model Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • 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]
  • Duration Dependence Test Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2012-2013, Pages 69-84]
  • Dynamic Conditional Correlation (DCC) Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Dynamic Copulas Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Dynamic GARCH models Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
  • Dynamic Hedge Ratio Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Dynamic Panel Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • 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]
  • Dynamic Programming Collateralized Mortgage Obligations Optimization [Volume 12, Issue 30, 2010, Pages 1-22]
  • Dynamic time-varying models Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • Dynamin conditional correlation Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [Volume 26, Issue 1, 2024, Pages 54-80]

E

  • Early stage Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Earning - [Volume 6, Issue 1, 2004]
  • Earning - [Volume 6, Issue 2, 2004]
  • Earning management Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Earning management Evaluation of Relationship between FinancialLeverage And Income smoothing In The Stock Exchange Of Tehran [Volume 9, Issue 24, 2008]
  • Earning Per Share Ownership Structure and Payout Ratio: Empirical Evidence of Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • Earning Risk Determinants of Debt Ratio: the Static Trade-off and Pecking Order Theories [Volume 10, Issue 25, 2009]
  • Earnings Attributes Based on Accounting Information Earnings Attributes and Cost of Equity [Volume 15, Issue 1, 2013, Pages 75-94]
  • Earnings Per Share Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2009]
  • Earnings prediction Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Earnings Price Ratio - [Volume 7, Issue 1, 2006]
  • 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]
  • Earnings-to-Price ratio - [Volume 5, Issue 15, 2003]
  • Earning-to- book equity ratio - [Volume 6, Issue 2, 2004]
  • 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]
  • Economic Performance Measures Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • Economic Uncertainty The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Economic Value Added - [Volume 6, Issue 1, 2004]
  • Economic Value Added Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2009]
  • Economic Value Added The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • Economic Value Added Economic Value Added and Stock Market Liquidity [Volume 12, Issue 30, 2010, Pages 117-132]
  • 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]
  • 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]
  • Economic Value Added Method A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods [Volume 9, Issue 24, 2008]
  • 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]
  • Effective variables on the stock price nonmetal mineral corporations Forecasting stock price with ARDL method of one equation cumulative regression methods [Volume 9, Issue 23, 2008]
  • Efficiency An Investigation On the Presence of Mean Reversion in Stock Prices in Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Efficiency Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2015, Pages 393-414]
  • Efficient Market - [Volume 7, Issue 2, 2006]
  • Efficient Market Hypothesis A Model for Testing and Improving Stock Market Efficiency [Volume 8, Issue 22, 2008]
  • Efficient Market Hypothesis. Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • El/BE ratio - [Volume 6, Issue 2, 2004]
  • Election Cycles The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • Elliott Wave Theory Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • 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]
  • Emamiyeh Jurisprudence - [Volume 7, Issue 2, 2006]
  • Emerging market rating model Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Emerging markets - [Volume 8, Issue 21, 2008]
  • EMIT - [Volume 6, Issue 1, 2004]
  • Emotional decision-making The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Empirical Studies - [Volume 7, Issue 1, 2006]
  • England Law The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Enhanced indexing Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Enhanced Index Tracker Portfolio Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Enthropy The Effect of Diversification Strategy on the Financial Performance of the Manufacturing Companies of Tehran Securities Bourse [Volume 10, Issue 25, 2009]
  • Entrepreneurship - [Volume 7, Issue 2, 2006]
  • Entropy Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • EPS - [Volume 6, Issue 2, 2004]
  • Equal risk contribution Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Equity Return - [Volume 5, Issue 15, 2003]
  • Equity Return The Relationship between “Operational Cash Flow” and “Accrual Profit” with “Equity Return” from Companies Enlisted Tehran Stock Exchange since 1378 to 1380 [Volume 9, Issue 24, 2008]
  • Error Back Propagation Predicting Daily Stock Returns of Companies listed in Tehran Stock Exchange Using Artificial Neural Networks [Volume 9, Issue 24, 2008]
  • 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]
  • Estimated Earring Per Share - [Volume 5, Issue 16, 2003]
  • Estimated Generalized Least Squares (EGLS) Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Evaluating the stability evaluating the stability of systematic risk in Tehran stock exchange [Volume 9, Issue 23, 2008]
  • Evaluation An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Evaluation Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • 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]
  • Event study The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Event study An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
  • Event study The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Evolutionary algorithm Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
  • Evolutionary algorithms Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • EVT Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • Exchange rate - [Volume 5, Issue 15, 2003]
  • 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]
  • Exchange rate Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
  • Exchange rate The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Execution cost Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Exercise Price Limit Rules The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2015, Pages 283-300]
  • 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 Rate of Return - [Volume 6, Issue 2, 2004]
  • Expected return Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2021, Pages 593-624]
  • 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]
  • Expected shortfall Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • 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]
  • 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]
  • 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]
  • Export guarantee fund of Iran Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
  • 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]
  • 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]
  • External Finance anomalies Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
  • 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]

F

  • Factor investing Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Factor Loading - [Volume 7, Issue 1, 2006]
  • Fads - [Volume 5, Issue 15, 2003]
  • 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 Test of the Fama-French Three-Factor Model in Tehran Stock Exchange [Volume 9, Issue 23, 2008]
  • 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]
  • Fama & French 3 factor model Improving the Risk-Adjusted Return of the Portfolio by Implementing Capital Productivity in Tehran Stock Capital Productivity in Tehran Stock Exchange (2000-2007) [Volume 10, Issue 25, 2009]
  • Fama-French five-factor model Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Fars province Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • FAVAR Model Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Favorable financial reporting The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • FBEKK Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • 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]
  • FF three factor model - [Volume 8, Issue 21, 2008]
  • FIGARCH Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Filter Roles - [Volume 5, Issue 15, 2003]
  • Finance - [Volume 7, Issue 1, 2006]
  • Financial Accounting - [Volume 7, Issue 1, 2006]
  • Financial advice The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Financial Agencies The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Financial Analysts Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Financial Behavior Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • Financial constraint A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Financial constraint The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Financial Constraints The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • Financial Constraints Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Financial Constraints The Impact of Company Characteristics on the relationship between working capital financing and financial performance [(Articles in Press)]
  • 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 Disclosure Financial Information Transparency and Investor Behavior in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Financial distress - [Volume 6, Issue 1, 2004]
  • Financial distress - [Volume 5, Issue 15, 2003]
  • 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 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 distress Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Financial distress The relationship between financial leverage and financial performance with an emphasis on financial distress and currency crisis in Tehran Stock Exchange [(Articles in Press)]
  • Financial distress prediction Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Financial Engineering - [Volume 5, Issue 16, 2003]
  • Financial Factors Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2009]
  • 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 Globalization Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • Financial Index The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • Financial inflexibility The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Financialization Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Financial Leverage - [Volume 6, Issue 2, 2004]
  • Financial Leverage Evaluation of Relationship between FinancialLeverage And Income smoothing In The Stock Exchange Of Tehran [Volume 9, Issue 24, 2008]
  • Financial Leverage The relationship between financial leverage and financial performance with an emphasis on financial distress and currency crisis in Tehran Stock Exchange [(Articles in Press)]
  • Financial Leverage The Impact of Company Characteristics on the relationship between working capital financing and financial performance [(Articles in Press)]
  • Financial Liberalization 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]
  • 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 market network An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • 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 markets Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • 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]
  • Financial performance The relationship between financial leverage and financial performance with an emphasis on financial distress and currency crisis in Tehran Stock Exchange [(Articles in Press)]
  • Financial performance The Impact of Company Characteristics on the relationship between working capital financing and financial performance [(Articles in Press)]
  • Financial performance evaluation model - [Volume 8, Issue 21, 2008]
  • Financial ratios - [Volume 5, Issue 15, 2003]
  • Financial ratios A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • Financial ratios Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Financial Risks The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • 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 strategies Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • 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 Structure - [Volume 5, Issue 16, 2003]
  • 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]
  • Financial Time Series Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • Financial Time Series An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Financial Time Series Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • 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 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]
  • Financing Identification of Factors Affecting Project Financing Risk [Volume 25, Issue 3, 2023, Pages 485-507]
  • Financing Modeling Factors Influencing Project Financing Risk [Volume 26, Issue 1, 2024, Pages 185-209]
  • Financing cost Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • 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]
  • Fintech Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Fintech Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Firm Characteristics The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Firm Size - [Volume 5, Issue 15, 2003]
  • Firm Size - [Volume 5, Issue 15, 2003]
  • Firm Size Determinants of Debt Ratio: the Static Trade-off and Pecking Order Theories [Volume 10, Issue 25, 2009]
  • Firm Size Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Firm's life cycle Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Firm’s Value Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Firm Value 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]
  • Fiscal Policy The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Five Factor Fama-French Model Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • Follow-the-Loser algorithm Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Forecasting Efficiency. Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • Forex Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • Fractional cointegration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-184]
  • Fractional Integration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-184]
  • Fractional stochastic volatility model Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Free Cash Flow Evaluation of Relationship between FinancialLeverage And Income smoothing In The Stock Exchange Of Tehran [Volume 9, Issue 24, 2008]
  • Free Cash Flow 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]
  • Free Cash Flow Hypothesis - [Volume 5, Issue 16, 2003]
  • Free Float Stock The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Friendly and hostile takeovers - [Volume 8, Issue 21, 2008]
  • 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]
  • Fundamental Analysis Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Fund Performance Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Funds Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Future cash flow Expectations - [Volume 6, Issue 2, 2004]
  • Future Earning Per Share The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • 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]
  • Fuzzy logistic membership function Multi-criteria fuzzy portfolio optimization with considering different levels of investor expectations [(Articles in Press)]
  • 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

  • G15 Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • G15. Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • G18 Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets [Volume 13, Issue 32, 2012, Pages 1-14]
  • GARCH Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • GARCH Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2010, Pages 23-36]
  • GARCH Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2014, Pages 309-326]
  • GARCH-DCC Model Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • 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]
  • 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]
  • Gas Turbine power plant project Identifying and classifying the critical risk factors in a power plant project in Iran [Volume 9, Issue 23, 2008]
  • GDP growth Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Generalized Autoregressive Conditional Heteroscedasticity Model Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 17-30]
  • 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]
  • Generalized Pareto Distribution The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • Genetic Algorithm Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • 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]
  • Genetic Algorithm Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • Genetic Fuzzy System (GFS) Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]
  • GJR Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2014, Pages 309-326]
  • GJR model Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • Globalization The Survey of the Impact of globalization on the cost of capital of listed companies in Tehran Stock Exchange: Panel Data Approach [Volume 16, Issue 2, 2014, Pages 327-344]
  • 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]
  • GMM in Time Series The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • GMM model 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]
  • Goal Programming Asset- Liability Management at Banking System:A proposed Optimization Model, Using a Jointly Combination of GP and AHP Approach, Case Study: KARAFARIN Private Bank [Volume 8, Issue 22, 2008]
  • 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]
  • Gold coin Investigating hedging capability of cryptocurrencies in the gold and stock markets in Iran [(Articles in Press)]
  • Gold coin futures contracts Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]
  • Gold Coins Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Gold futures market Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Gold Spot market Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • 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]
  • Gordon Model A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods [Volume 9, Issue 24, 2008]
  • Governmental Sector - [Volume 7, Issue 1, 2006]
  • Government Companies - [Volume 7, Issue 1, 2006]
  • Government Firms The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2009]
  • Granger Causality Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • 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]
  • Granger causality test Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
  • Graph Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Gray wolf Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Grey Wolf Optimizer (GWO) Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Grid matrix Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Grid Search Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model [(Articles in Press)]
  • Grounded theory Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • 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]
  • Growth stocks The Anatomy of Value and Growth Stocks Capital Gain Return and Dividend Yield in the Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 121-146]
  • Growth stocks The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • 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]
  • 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 Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • 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]
  • Harmony Search Algorithm Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • 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]
  • Herd behavior Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Herd behavior Investigating Herd Behavior in Industries Listed in Tehran Stock Exchange and Crude Oil Market [Volume 24, Issue 4, 2022, Pages 505-527]
  • Herd behavorial Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • 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]
  • Herfindahl-Hirschman Index HHI competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Heston model Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Heston Nandi model Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • 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]
  • 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]
  • 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]
  • Hierarchical Risk Parity A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • High frequency data Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • 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]
  • Hodrick Prescott filter 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]
  • 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]
  • 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]
  • Holt-Winters Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • Hot issue - [Volume 5, Issue 15, 2003]
  • House money effect The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • House money effect STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • 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]
  • Housing price The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Housing price Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • Housing price Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-25]
  • Hsiao’s Granger Causality" Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]
  • Human capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Hunting Search Algorithm Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • Hybrid Model An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Hybrid Model Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Hybrid Model Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • 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]
  • Hybrid qualitative-quantitative method Identifying and evaluating the profitable technical trading rules in the cryptocurrency market using a hybrid qualitative-quantitative method [(Articles in Press)]
  • Hyperparameters tuning Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model [(Articles in Press)]

I

  • IBP stochastic process Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Idiosyncratic - [Volume 7, Issue 1, 2006]
  • 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]
  • Ijarah Sukuk. The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Imperfect market Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Implementation Obstacles Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Income Distribution and Dividend Yield - [Volume 7, Issue 2, 2006]
  • Income standard deviation index The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Incremental Information Content - [Volume 6, Issue 1, 2004]
  • Independent t-test The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • 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 return An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression [Volume 24, Issue 1, 2022, Pages 81-103]
  • Index Stock Exchange Prediction Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Index tracking Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • 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]
  • Index tracking Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Indicators of market monitoring The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2015, Pages 283-300]
  • Individual investors Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • Individual investors Rational-Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [(Articles in Press)]
  • Individual Investors. JEL Classification: G12 Examination of Weekend Effect and Caparison of Individual and Legal Investor's Behavior During 1381-85 in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Industrial Index The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • Industry Comparative Review of Relation Between the Debt Ratio and Return on Assets in Various Industries [Volume 8, Issue 22, 2008]
  • Industry Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Informational complexity Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • 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 Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • 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]
  • 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]
  • Information Asymmetry Real Earnings Smoothing and Labor Investment Efficiency: The Role of Information Asymmetry [(Articles in Press)]
  • Information Based Models and Market Microstructure Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Information-Based Trade Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Information Content - [Volume 5, Issue 16, 2003]
  • Information Content - [Volume 7, Issue 1, 2006]
  • Information ratio Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • Information ratio Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Information releases The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Information risk The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
  • Information significant also information - [Volume 8, Issue 21, 2008]
  • Information technology projects - [Volume 5, Issue 16, 2003]
  • Informed trading Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Initial Public Offerings (IPO) Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Innovation Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Insider Information The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Insider trading Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Installment Sale - [Volume 5, Issue 16, 2003]
  • Instantaneous response functions Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Institutional investors Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • 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]
  • Institutional investors Rational-Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [(Articles in Press)]
  • Institutional Ownership Investigating the Impact of the Effective Factors on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 57-74]
  • Institutional Ownership The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Institutional Ownership Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
  • Instrumental variable The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Insurance Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2015, Pages 393-414]
  • Insurance Companies Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • 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]
  • Insurance risk securitization Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Insurance sukuk Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Intellectual Capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Intelligent Machine Learning Methods Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • 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]
  • Internal point algorithm Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Interval Optimization Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • 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]
  • 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]
  • Intraday Patterns Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Intraday transactions The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Intra-industry Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Intuitive Thinking Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Inverse volatility Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Investment The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • 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 Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • 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]
  • 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 Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Investment Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2021, Pages 593-624]
  • Investment Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • Investment anomalies Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
  • Investment companies - [Volume 7, Issue 1, 2006]
  • Investment companies The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 95-116]
  • 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]
  • Investment Efficiency Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • 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 Fund - [Volume 7, Issue 2, 2006]
  • Investment irreversibility The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • 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]
  • Investment portfolio optimization Multi-criteria fuzzy portfolio optimization with considering different levels of investor expectations [(Articles in Press)]
  • Investment returns The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 105-129]
  • Investment strategies - [Volume 8, Issue 21, 2008]
  • Investor behavior Financial Information Transparency and Investor Behavior in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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 memory Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • 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]
  • Investor preference Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Investor Returns Modeling the relationship between cognitive abilities and returns of portfolio investors with emphasis on cognitive bias dimensions [(Articles in Press)]
  • Investors - [Volume 8, Issue 21, 2008]
  • Investors The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Investors Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Investors' performance Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Investor’s Decision-making Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
  • Investors' Decisions to Sell Shares Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Investors' emotional behavior The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Investor sentiment The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Investors' herding behavior The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Investors' myopic behavior The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Investors’ sentiments Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Investors' trading behavior The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • 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 - [Volume 5, Issue 15, 2003]
  • Iran Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
  • Iran An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Iran The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Iran's banking Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • Iran cooperative development bank Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Iran law The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Iran National Innovation Fund Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Irrational Sentiments Rational-Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [(Articles in Press)]
  • Islamic banking Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2015, Pages 357-376]
  • Islamic banking system The Effects of Iran Economic Conditions on Weak Performance of Islamic Banking System in Iran [Volume 13, Issue 32, 2012, Pages 73-90]
  • Islamic disclosure Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2015, Pages 357-376]
  • Islamic financial engineering Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
  • Islamic Financial instruments A Sustainable Financial Model for the Social Banking Business [Volume 24, Issue 4, 2022, Pages 480-504]
  • Islamic Financial System - [Volume 5, Issue 16, 2003]
  • Islamic securities (Sukuk) The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Issuance Value Mutual Funds Cash Flow and Market Return: Evidences from Tehran Stock Exchange [Volume 13, Issue 32, 2012, Pages 35-56]
  • 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]
  • 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]

J

  • JEL Classification: C22 Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Joint Control Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Joint Probability Distribution Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Jump Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • Jump-Diffusion Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]

K

  • Kalman Filter The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta [Volume 17, Issue 1, 2015, Pages 1-20]
  • Kalman Filter Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
  • Kalman Filter Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • Kalman Filter Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Keywords: Call auction Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Keywords: Commodity Market Developing a Measurement Model and Evaluating the Role of Commodities as a Hedging Tool in Investor Portfolios [(Articles in Press)]
  • KMV Model Appraising the Use of KMV Model in Predicting Default of Companies Listed in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • 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]
  • Kupiec Test Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]

L

  • Labor investment efficiency Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
  • Labor investment efficiency Real Earnings Smoothing and Labor Investment Efficiency: The Role of Information Asymmetry [(Articles in Press)]
  • Lally Model To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Large Order Splitting Strategy Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Lead-Lag Effects Volume- & Size-Related Lead-Lag Effects in Stock Return & Volatility: An Empirical Investigation of the Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Learning machine Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Leasing The Survey of the Relation between Size of the Leasing Debts and Agency Costs in Different Economic Partsof the Country , [Volume 10, Issue 25, 2009]
  • Least Square Regression Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • 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]
  • Legal Investors Examination of Weekend Effect and Caparison of Individual and Legal Investor's Behavior During 1381-85 in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • 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]
  • 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 Effect Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Leverage Effect Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [Volume 26, Issue 1, 2024, Pages 54-80]
  • Leverage Effects. Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • 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]
  • Levy Process Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Liability Analysis of factors affecting the profitability of commercial banks (Case Study: Bank Refah) [Volume 8, Issue 21, 2008, Pages 3-26]
  • Liability The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Liberalization The effect of Capital Market Liberalization on Economic Growth in Developing Countries [Volume 11, Issue 28, 2010]
  • Liberalization Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Libertarianism Future Research of Startups Financing Drivers based on The Philosophical Strategies of Libertarianism (Metaphysics) of Capital Market Firms [(Articles in Press)]
  • Life Expectancy Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Life settlements Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • 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]
  • Linear and Non-linear Relation. Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • Linear programming Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Liquidity-adjusted capital asset pricing model The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [Volume 25, Issue 3, 2023, Pages 410-432]
  • Liquidity-adjusted Value-at-Risk (LVaR) Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Liquidity creation Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • 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 Asset- Liability Management at Banking System:A proposed Optimization Model, Using a Jointly Combination of GP and AHP Approach, Case Study: KARAFARIN Private Bank [Volume 8, Issue 22, 2008]
  • 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]
  • Liquidity risk Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • Liquidity risk The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach [Volume 24, Issue 4, 2022, Pages 528-576]
  • Liquidity risk Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Liquidity risk The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [Volume 25, Issue 3, 2023, Pages 410-432]
  • Liquidity risk factor Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Loan Loss Provision Determining the Relationship between Credit Risk & Profitability in Iranian Banks [Volume 15, Issue 2, 2013, Pages 229-246]
  • Local Kernel Regression Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Local Kernel Regression Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • Local Multiple Kernel Regression Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • 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]
  • Logistic Smooth-transition Model Forecasting of Stock Returns with Non linear Models and the role of Trading Volume in Improving the Performance of These Models [Volume 13, Issue 32, 2012]
  • Logit, Probit A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • Long memory Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Long memory Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Long memory Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Long memory Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Long-run Performance of Initial Public Offerings. Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Long short-term memory algorithm Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model [(Articles in Press)]
  • Long term deposit Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Loser Portfolio Contrarian Strategy in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 75-94]
  • Loss aversion STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • Loss aversion The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Loss aversion The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Loss Function Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Loss reserves Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model [(Articles in Press)]
  • Low Sequence Dependence (LTD) 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]
  • LSTM Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]

M

  • Machine learning Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Machine learning A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Machine learning Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • 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]
  • Machine learning models Reviewing and matching the estimated power of Machine Learning Models and Statistical Models in Predicting Changes in Profit Components and Selecting the Optimal Model [(Articles in Press)]
  • Macroeconomic Shocks The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach [Volume 24, Issue 4, 2022, Pages 528-576]
  • Macroeconomic variables Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • MADM - [Volume 7, Issue 2, 2006]
  • MADM Methods Mixed Method Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2012-2013, Pages 31-54]
  • Malaysia Law The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Management Accounting - [Volume 7, Issue 1, 2006]
  • 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]
  • Management characteristics Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • 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]
  • 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]
  • Managers' myopia The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • 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]
  • Mandatory disclosure - [Volume 5, Issue 16, 2003]
  • Margin Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Marginal distribution Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • 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 Estimating the impact of fundamental macroeconomic factors on the capital market (combined data approach with different frequency) [(Articles in Press)]
  • Market Anomalies - [Volume 6, Issue 1, 2004]
  • Market Anomalies - [Volume 7, Issue 2, 2006]
  • 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 efficiency - [Volume 6, Issue 2, 2004]
  • Market efficiency Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 235-252]
  • Market efficiency MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • 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 efficiency Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Market efficiency Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Market efficiency Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Market efficiency A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Market Impact Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Market Microstructure The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • 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 Microstructure Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Market Microstructure Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Market microstructure models Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Market Risk Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • Market Risk Premium (MRP) To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Market size ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
  • Market timing ability Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Market Timing Theory A Comprehensive Trend of Capital Structure Case Study of Companies Listed In TSE [Volume 10, Issue 25, 2009]
  • Market-to-book equity ratio - [Volume 6, Issue 2, 2004]
  • 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]
  • Market Value of Company Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • Market Value Proxy Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Markovitz portfolio theory Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 35-56]
  • 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]
  • Markov Switching Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • 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]
  • 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]
  • Markov Switching Model Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model [Volume 16, Issue 1, 2014, Pages 77-98]
  • 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]
  • Markowitz mean–variance model Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • 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]
  • Martingale difference sequence Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • 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 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]
  • Mean Reversion An Investigation On the Presence of Mean Reversion in Stock Prices in Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Mean reversion principle Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • 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]
  • Mean –variance Efficient Frontier The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2012-2013, Pages 1-14]
  • Mean-variance model Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • Mean-variance model Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]
  • 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]
  • Mean-variance model Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Mean Variance Model Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 17-30]
  • Median Absolute Percent Errors Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Mergers and acquisitions - [Volume 8, Issue 21, 2008]
  • Merton model Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Meta-analysis A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • 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]
  • Metaheauristic algorithms Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • 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]
  • Metaphysics Future Research of Startups Financing Drivers based on The Philosophical Strategies of Libertarianism (Metaphysics) of Capital Market Firms [(Articles in Press)]
  • Meta-synthesis approach Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Methods of financing Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • MF-DXA The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • MGARCH Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2012-2013, Pages 1-16]
  • MGARCH Models Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • Midas Estimating the impact of fundamental macroeconomic factors on the capital market (combined data approach with different frequency) [(Articles in Press)]
  • Minimax Regret Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Minimax Regret Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Minimum-Variance A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Mispricing The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2014, Pages 289-308]
  • Mispricing Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Mispricing of stocks Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Mixture Distribution Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Modeling Volatility Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2012-2013, Pages 1-16]
  • Modern Finance Theory - [Volume 6, Issue 1, 2004]
  • 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]
  • Momentarian Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • 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]
  • Monte Carlo simulation. Collateralized Mortgage Obligations Optimization [Volume 12, Issue 30, 2010, Pages 1-22]
  • Monthly stock return The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • MOPSO Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • Moral hazard Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Mortgage-Backed Securities Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Moving Average - [Volume 6, Issue 1, 2004]
  • 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]
  • 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]
  • Multi-Criteria Decision Making Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • 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]
  • Multi-criteria portfolio Multi-criteria fuzzy portfolio optimization with considering different levels of investor expectations [(Articles in Press)]
  • Multi-factor asset pricing model Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2021, Pages 593-624]
  • Multifactor asset pricing model Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • 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]
  • Multi Grounded Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
  • Multi-Objective Evolutionary Algorithms Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • Multi-objective optimization Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Multiple discriminant analysis Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Multiple Discriminate Analysis - [Volume 6, Issue 1, 2004]
  • Multi-stage Stochastic Programming Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [Volume 23, Issue 1, 2021, Pages 64-86]
  • 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]
  • Multivarite GARCH models. Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 35-56]
  • Murabaha (Interest Sale) and Mudarabah (Profit Sharing) Securities The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Musharakah contracts. The Effects of Iran Economic Conditions on Weak Performance of Islamic Banking System in Iran [Volume 13, Issue 32, 2012, Pages 73-90]
  • 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 Mutual Funds Cash Flow and Market Return: Evidences from Tehran Stock Exchange [Volume 13, Issue 32, 2012, Pages 35-56]
  • Mutual Funds Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
  • Mutual Funds An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2015, Pages 259-282]
  • Mutual Funds Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • 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]
  • Mutual Funds The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • Mutual Funds Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Mutual Funds Best Ideas in Iranian Mutual Funds [(Articles in Press)]
  • 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]
  • Mutual Funds Ranking An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2015, Pages 259-282]
  • Mutual information Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]

N

  • NARDL Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-25]
  • Neoliberalism Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • 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]
  • Neutral Stocks Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • New SBSC - [Volume 7, Issue 2, 2006]
  • New Sustainability Balanced Scorecard - [Volume 7, Issue 2, 2006]
  • Noise Trader The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Nonaccounting iInformation - [Volume 8, Issue 21, 2008]
  • 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 Discretionary Accruals Evaluation of Relationship between FinancialLeverage And Income smoothing In The Stock Exchange Of Tehran [Volume 9, Issue 24, 2008]
  • Non-dominated sorting genetic algorithm Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
  • 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]
  • Non executive directors Thesis title: A Study Of The Relationship Between Board Composition and Firm Performance In TSE [Volume 9, Issue 23, 2008]
  • Non Inferior Set Estimation Method The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2012-2013, Pages 1-14]
  • Nonlinear autoregressive neural networks 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]
  • 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]
  • Non Parametric Bootstrap Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • Non synchronized trades Comparing Methods of Beta Estimation in cases of non-synchronize trading [Volume 9, Issue 23, 2008]
  • Non-usury banking system The Effects of Iran Economic Conditions on Weak Performance of Islamic Banking System in Iran [Volume 13, Issue 32, 2012, Pages 73-90]
  • Normal Power Distribution The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • NSGA-II Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]

O

  • Oil Price Shocks Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Omega measure Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Omega Ratio Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Online portfolio selection Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Operating cash flow - [Volume 6, Issue 1, 2004]
  • Operating cash flow Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]
  • Operating cash flow A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Operational cash flow The Relationship between “Operational Cash Flow” and “Accrual Profit” with “Equity Return” from Companies Enlisted Tehran Stock Exchange since 1378 to 1380 [Volume 9, Issue 24, 2008]
  • Operational Complexity Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • 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]
  • Operational diversification 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]
  • Optimal Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Optimal Asset Portfolio Developing a Measurement Model and Evaluating the Role of Commodities as a Hedging Tool in Investor Portfolios [(Articles in Press)]
  • Optimal Portfolio Prediction Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2014, Pages 253-270]
  • Optimal weight of the portfolio Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 35-56]
  • Optimum Portfolio The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2012-2013, Pages 1-14]
  • Option contract Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets [Volume 13, Issue 32, 2012, Pages 1-14]
  • Option pricing Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Options Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Options market A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • 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]
  • Order Placement Strategy Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Ornstein-Uhlenbeck model Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • 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]
  • Overconfidence The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • 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]
  • Overinvestment Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
  • Overreaction - [Volume 5, Issue 15, 2003]
  • Overreaction Contrarian Strategy in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 75-94]
  • Overreaction Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Overreaction Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
  • Overreaction Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
  • Ownership - [Volume 7, Issue 1, 2006]
  • Ownership Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • Ownership Structure Studying the Effect of Ownership Structure on Performance of Companies Accepted in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Ownership Structure Ownership Structure and Payout Ratio: Empirical Evidence of Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Ownership Structure The effects of Ownership Structure(mix and concentration) on Firm's Return and Value in the Tehran Stock Exchange(TSE) [Volume 11, Issue 28, 2010]
  • Ownership Structure Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]

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]
  • 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]
  • Pairs Trading Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Pairs Trading Strategy Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • 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]
  • Participation Bond - [Volume 5, Issue 16, 2003]
  • Particle Swarm Optimization Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • 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]
  • Particle Swarm Optimization Algorithm Identifying and evaluating the profitable technical trading rules in the cryptocurrency market using a hybrid qualitative-quantitative method [(Articles in Press)]
  • Payout Ratio Ownership Structure and Payout Ratio: Empirical Evidence of Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • Peak-over Threshold 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]
  • Pecking order Theory - [Volume 5, Issue 16, 2003]
  • Pecking order Theory A Comprehensive Trend of Capital Structure Case Study of Companies Listed In TSE [Volume 10, Issue 25, 2009]
  • Pecking order Theory Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • 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]
  • Performance The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • Performance Criteria 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]
  • Performance Evaluation Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Performance Evaluation Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • 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]
  • Periodogram Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
  • Permanent earnings The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • 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]
  • Petrochemical Industry The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • PIN Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Polynomial Logit Analysis Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Pooled Regression with Fixed Effect and Tehran Stock Exchange Investigating the Impact of the Effective Factors on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 57-74]
  • 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 Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
  • Portfolio Investigating hedging capability of cryptocurrencies in the gold and stock markets in Iran [(Articles in Press)]
  • 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 insurance Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Portfolio Operators Modeling the relationship between cognitive abilities and returns of portfolio investors with emphasis on cognitive bias dimensions [(Articles in Press)]
  • Portfolio optimization Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • Portfolio optimization Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • 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]
  • 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 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 optimization Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Portfolio optimization Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2021, Pages 564-592]
  • Portfolio optimization Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Portfolio optimization A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Portfolio optimization Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Portfolio optimization algorithm Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Portfolio Performance A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Portfolio Performance Best Ideas in Iranian Mutual Funds [(Articles in Press)]
  • Portfolio performance measure Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Portfolio Return A Survey on the Relationship between Performance of Investment Companies and Liquidity and Profitability ratios and Dividend Per Share in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Portfolio risk measurement Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
  • Portfolio Selection Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2014, Pages 201-218]
  • Portfolio Selection Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Portfolio Selection Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Portfolio Selection An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • Portfolio Selection Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Portfolio Selection Problem. - [Volume 6, Issue 1, 2004]
  • 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]
  • Post Modern Portfolio Theory Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • 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]
  • 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]
  • Predicting - [Volume 5, Issue 15, 2003]
  • Predicting Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • 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]
  • Prediction Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • Prediction Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • Prediction The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • Predict Trend Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Price Clustering Investigating the Psychology of Numbers and "Price Clustering" in Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 73-98]
  • Price-Earnings Ratio The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2009]
  • Price impact Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • Price impact Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Price impact Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Price impact Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Price index Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2009]
  • Price index The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2012-2013, Pages 55-68]
  • Price index An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Price Indexe - [Volume 6, Issue 2, 2004]
  • Price Limit The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Price limit range The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2015, Pages 283-300]
  • 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 manipulation Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2012-2013, Pages 69-84]
  • Price manipulation Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Price manipulation Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
  • Price Prediction Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • Price to Earning Ratio Studying the Effect of Ownership Structure on Performance of Companies Accepted in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • 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]
  • Pricing error Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Principal component analysis Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • 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]
  • Privatization - [Volume 7, Issue 1, 2006]
  • Privatization - [Volume 7, Issue 1, 2006]
  • Privatization The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2009]
  • Privatization competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Privatization (SIP) An Appraisal on the Effect of Share Issue Privatization on Tehran Stock Exchange Liquidity [Volume 13, Issue 31, 2012, Pages 23-40]
  • Probability of Default Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [Volume 26, Issue 1, 2024, Pages 26-53]
  • 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]
  • Probit Regression Modeling the relationship between cognitive abilities and returns of portfolio investors with emphasis on cognitive bias dimensions [(Articles in Press)]
  • Profit - [Volume 7, Issue 2, 2006]
  • Profitability Analysis of factors affecting the profitability of commercial banks (Case Study: Bank Refah) [Volume 8, Issue 21, 2008, Pages 3-26]
  • Profitability The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Profitability Determinants of Debt Ratio: the Static Trade-off and Pecking Order Theories [Volume 10, Issue 25, 2009]
  • Profitability Determining the Relationship between Credit Risk & Profitability in Iranian Banks [Volume 15, Issue 2, 2013, Pages 229-246]
  • Profitability Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
  • Profit-Ability Ratios A Survey on the Relationship between Performance of Investment Companies and Liquidity and Profitability ratios and Dividend Per Share in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Profit declaration The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Profit/loss prediction Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • 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]
  • PSTR Models Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Psychology of Numbers Investigating the Psychology of Numbers and "Price Clustering" in Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 73-98]
  • Public Sector - [Volume 7, Issue 1, 2006]
  • Pyramidal Ownership Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]

Q

  • Quadratic Programming Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • 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

  • Random search Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model [(Articles in Press)]
  • Random Walk An Investigation On the Presence of Mean Reversion in Stock Prices in Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Random Walk Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Random Walk The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • Ranking Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2012-2013, Pages 31-54]
  • Ranking Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Ranking 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]
  • Rate of Change - [Volume 6, Issue 1, 2004]
  • 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]
  • Rational Sentiments Rational-Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [(Articles in Press)]
  • 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]
  • Real Earnings management 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]
  • Real Earnings Smoothing Real Earnings Smoothing and Labor Investment Efficiency: The Role of Information Asymmetry [(Articles in Press)]
  • Real estate/ Bank Guarantees Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Realized volatility Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • Real option 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]
  • Redemption Value. Mutual Funds Cash Flow and Market Return: Evidences from Tehran Stock Exchange [Volume 13, Issue 32, 2012, Pages 35-56]
  • Refah Bank Analysis of factors affecting the profitability of commercial banks (Case Study: Bank Refah) [Volume 8, Issue 21, 2008, Pages 3-26]
  • Refah Bank The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Regime Switching model Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Regulation Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • 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]
  • 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]
  • Relative robust approach Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Relative Strength Index - [Volume 6, Issue 1, 2004]
  • Reline of External An examination of Factors Associated with Reliance of External Auditors on Internal Auditors Work [Volume 10, Issue 26, 2009]
  • 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]
  • Reporting 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]
  • Representativeness Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Residual income The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • Resolution Hypothesis Investigating the Psychology of Numbers and "Price Clustering" in Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 73-98]
  • 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 The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Return The effects of Ownership Structure(mix and concentration) on Firm's Return and Value in the Tehran Stock Exchange(TSE) [Volume 11, Issue 28, 2010]
  • Return Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Return Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • 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]
  • Return Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Return Continuation The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
  • 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 on assets Comparative Review of Relation Between the Debt Ratio and Return on Assets in Various Industries [Volume 8, Issue 22, 2008]
  • Return on Equity Ratio Studying the Effect of Ownership Structure on Performance of Companies Accepted in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Return on invested capital Economic Value Added and Stock Market Liquidity [Volume 12, Issue 30, 2010, Pages 117-132]
  • Return on invested capital (ROIC) Improving the Risk-Adjusted Return of the Portfolio by Implementing Capital Productivity in Tehran Stock Capital Productivity in Tehran Stock Exchange (2000-2007) [Volume 10, Issue 25, 2009]
  • Return on Stock - [Volume 7, Issue 1, 2006]
  • Return predictability Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 235-252]
  • Return Probability Volume- & Size-Related Lead-Lag Effects in Stock Return & Volatility: An Empirical Investigation of the Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • Return stock 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]
  • Reversal Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Reward-risk stock Selection Criteria Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
  • Risk adjusted performance The Impact of Downside Risk on Performance Appraisal of Investment Companies in the Tehran Stock Exchange(TSE). [Volume 9, Issue 24, 2008]
  • Risk adjusted return Improving the Risk-Adjusted Return of the Portfolio by Implementing Capital Productivity in Tehran Stock Capital Productivity in Tehran Stock Exchange (2000-2007) [Volume 10, Issue 25, 2009]
  • Risk and Return Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Risk classification Identifying and classifying the critical risk factors in a power plant project in Iran [Volume 9, Issue 23, 2008]
  • Risk Free Rate of Return - [Volume 6, Issue 2, 2004]
  • Risk hedging Investigating hedging capability of cryptocurrencies in the gold and stock markets in Iran [(Articles in Press)]
  • Risk identification Identifying and classifying the critical risk factors in a power plant project in Iran [Volume 9, Issue 23, 2008]
  • Risk in Tehran stock exchange evaluating the stability of systematic risk in Tehran stock exchange [Volume 9, Issue 23, 2008]
  • 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]
  • Risk management effectiveness assessment indicators Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
  • Risk premium - [Volume 6, Issue 2, 2004]
  • Risk Spillover Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • ROA Review the Relationship between Capital Structure and Accounting and Market Performance Assessment Companies Accepted in Stock Exchange [Volume 11, Issue 28, 2010]
  • Robust optimization - [Volume 6, Issue 1, 2004]
  • Robust optimization Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2014, Pages 201-218]
  • 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]
  • Robust optimization Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • Robust optimization Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Robust planning Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
  • Robust Portfolio Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • 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]
  • ROE - [Volume 6, Issue 2, 2004]
  • ROE Review the Relationship between Capital Structure and Accounting and Market Performance Assessment Companies Accepted in Stock Exchange [Volume 11, Issue 28, 2010]

S

  • Safe-haven Developing a Measurement Model and Evaluating the Role of Commodities as a Hedging Tool in Investor Portfolios [(Articles in Press)]
  • Scenario analysis Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Seasonal Anomalies Examination of Weekend Effect and Caparison of Individual and Legal Investor's Behavior During 1381-85 in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Seasonal Anomalies Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • Secureties Portfolio - [Volume 6, Issue 2, 2004]
  • Securities Market Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Security Innovation - [Volume 5, Issue 16, 2003]
  • Security Selection Ability Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • 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]
  • Self-organizing Maps Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • Self – Organizing Map (SOM) Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2015, Pages 239-258]
  • Self-Regulation Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Self- Regulatory Organizations (Sros) Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Semi-Parametric Model Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Semi-Paremetric Model Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • 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]
  • Semivariance Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta [Volume 10, Issue 26, 2009]
  • Sensitive Analysis Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
  • 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]
  • 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]
  • Share Issue An Appraisal on the Effect of Share Issue Privatization on Tehran Stock Exchange Liquidity [Volume 13, Issue 31, 2012, Pages 23-40]
  • Sharp Index A Survey on the Relationship between Performance of Investment Companies and Liquidity and Profitability ratios and Dividend Per Share in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Sharp Ratio The Impact of Downside Risk on Performance Appraisal of Investment Companies in the Tehran Stock Exchange(TSE). [Volume 9, Issue 24, 2008]
  • Short-selling Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2012-2013, Pages 117-132]
  • Short term deposit Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Shrpe - [Volume 7, Issue 1, 2006]
  • Siegel Model To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Similar Firms The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2009]
  • Simulated Annealing Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]
  • Size - [Volume 6, Issue 2, 2004]
  • Size - [Volume 7, Issue 1, 2006]
  • Size - [Volume 8, Issue 21, 2008]
  • Size Test of the Fama-French Three-Factor Model in Tehran Stock Exchange [Volume 9, Issue 23, 2008]
  • Size The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • Size The Impact of Company Characteristics on the relationship between working capital financing and financial performance [(Articles in Press)]
  • Size effect - [Volume 7, Issue 1, 2006]
  • 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]
  • Skewness The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • 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]
  • Social Banking A Sustainable Financial Model for the Social Banking Business [Volume 24, Issue 4, 2022, Pages 480-504]
  • Social Entrepreneurship Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • 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]
  • Special Purpose Vehicle (SPV) The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • 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]
  • Spectral analysis Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
  • Speed of Dividend Adjustment - [Volume 5, Issue 15, 2003]
  • 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]
  • Spread Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • 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]
  • 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]
  • 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]
  • Standardized EVA Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2009]
  • Start-up Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • 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]
  • Startups Financing Future Research of Startups Financing Drivers based on The Philosophical Strategies of Libertarianism (Metaphysics) of Capital Market Firms [(Articles in Press)]
  • State Space Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • State space Approach Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • 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]
  • Static Trade Off Theory - [Volume 5, Issue 16, 2003]
  • Stationary An Investigation On the Presence of Mean Reversion in Stock Prices in Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Statistical models Reviewing and matching the estimated power of Machine Learning Models and Statistical Models in Predicting Changes in Profit Components and Selecting the Optimal Model [(Articles in Press)]
  • Stochastics dominance Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Stochastic Volatility Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Stochastic Volatility Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • Stochastic Volatility Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Stock exchange - [Volume 5, Issue 16, 2003]
  • Stock exchange Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2009]
  • Stock exchange A review of investors’ reaction to unexpected events in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 103-122]
  • Stock exchange Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2015, Pages 301-324]
  • 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 exchange Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Stock exchange commission of Tehran. Comparative Review of Relation Between the Debt Ratio and Return on Assets in Various Industries [Volume 8, Issue 22, 2008]
  • Stock exchange market Determining and Prioritizing Behavior Biases of Investors in Tehran Stock Exchange Market: a Fuzzy AHP Approach [Volume 13, Issue 31, 2012, Pages 99-120]
  • 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 high-low price range Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-184]
  • Stockholder's an manager's age Analysis of SME's Capital Structure [Volume 9, Issue 24, 2008]
  • Stock Index Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
  • 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 liquidity The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 105-129]
  • 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 Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • Stock market Developing a Measurement Model and Evaluating the Role of Commodities as a Hedging Tool in Investor Portfolios [(Articles in Press)]
  • Stock market cycle The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • 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 market forecasting An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Stock Market Index Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-25]
  • Stock Market Index Returns" Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]
  • Stock market liquidity. Economic Value Added and Stock Market Liquidity [Volume 12, Issue 30, 2010, Pages 117-132]
  • Stock Market Liquidiy An Appraisal on the Effect of Share Issue Privatization on Tehran Stock Exchange Liquidity [Volume 13, Issue 31, 2012, Pages 23-40]
  • Stock portfolio Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Stock portfolio optimization model Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • Stock Price Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Stock Price An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • 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]
  • Stock price informativeness Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Stock price prediction Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • Stock Return Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • Stock Return The Anatomy of Value and Growth Stocks Capital Gain Return and Dividend Yield in the Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 121-146]
  • 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]
  • 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 Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [Volume 24, Issue 4, 2022, Pages 624-654]
  • Stock Return An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • Stock Return Behavior - [Volume 5, Issue 15, 2003]
  • Stock Return Behavior Predicting Daily Stock Returns of Companies listed in Tehran Stock Exchange Using Artificial Neural Networks [Volume 9, Issue 24, 2008]
  • Stock Return Co-movement Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Stock Return Prediction Forecasting of Stock Returns with Non linear Models and the role of Trading Volume in Improving the Performance of These Models [Volume 13, Issue 32, 2012]
  • Stock Returns Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
  • Stocks Price The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2009]
  • Stock trading cost The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Strategic and financial Takeovers - [Volume 8, Issue 21, 2008]
  • Strength Pareto evolutionary algorithm Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
  • Structural Capital Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • 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]
  • Student’s t copula Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Style investing Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Style momentum strategy The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
  • Substitution effect Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-25]
  • Sukuk The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Sukuk The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • 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]
  • Support vector Machine Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2012-2013, Pages 69-84]
  • Support vector Machine Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Support vector Machine Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • Support Vector Machines Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Suspicious trades Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
  • Sustainable Business Model A Sustainable Financial Model for the Social Banking Business [Volume 24, Issue 4, 2022, Pages 480-504]
  • Sustainable Growth Rate Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Symbiotic Organisms Search Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • Symmetric - [Volume 7, Issue 2, 2006]
  • 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 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 Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • 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]
  • Systemic Risk Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • 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

  • Tabai option Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Takeover - [Volume 8, Issue 21, 2008]
  • Target capital structure 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]
  • 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]
  • Taxation Assessment Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • Tax motivated trading The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Tax Policy Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • Tax Risk 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]
  • 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]
  • Technical Analysis - [Volume 6, Issue 1, 2004]
  • Technical Analysis Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Technical Analysis Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Technical Analysis Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Technical Analysis Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Technical trading rules Identifying and evaluating the profitable technical trading rules in the cryptocurrency market using a hybrid qualitative-quantitative method [(Articles in Press)]
  • Technological SMEs Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • TEDPIX The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • TEDPIX. Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2010, Pages 23-36]
  • Tehran stock exchang - [Volume 7, Issue 2, 2006]
  • Tehran stock exchang - [Volume 8, Issue 21, 2008]
  • Tehran Stock Exchange - [Volume 5, Issue 16, 2003]
  • Tehran Stock Exchange - [Volume 6, Issue 1, 2004]
  • Tehran Stock Exchange - [Volume 5, Issue 15, 2003]
  • Tehran Stock Exchange - [Volume 5, Issue 15, 2003]
  • Tehran Stock Exchange - [Volume 5, Issue 15, 2003]
  • Tehran Stock Exchange - [Volume 5, Issue 15, 2003]
  • Tehran Stock Exchange - [Volume 6, Issue 2, 2004]
  • Tehran Stock Exchange - [Volume 7, Issue 1, 2006]
  • Tehran Stock Exchange - [Volume 7, Issue 1, 2006]
  • Tehran Stock Exchange Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Tehran Stock Exchange The Relationship between “Operational Cash Flow” and “Accrual Profit” with “Equity Return” from Companies Enlisted Tehran Stock Exchange since 1378 to 1380 [Volume 9, Issue 24, 2008]
  • Tehran Stock Exchange Predicting Daily Stock Returns of Companies listed in Tehran Stock Exchange Using Artificial Neural Networks [Volume 9, Issue 24, 2008]
  • Tehran Stock Exchange Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2012-2013, Pages 31-54]
  • Tehran Stock Exchange Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 31-46]
  • Tehran Stock Exchange A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 359-371]
  • Tehran Stock Exchange Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2014, Pages 219-234]
  • Tehran Stock Exchange The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Tehran Stock Exchange Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Tehran Stock Exchange An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2015, Pages 259-282]
  • 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]
  • Tehran Stock Exchange A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Tehran Stock Exchange Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • 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]
  • Tehran Stock Exchange Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Tehran Stock Exchange Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Tehran Stock Exchange Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange [Volume 24, Issue 4, 2022, Pages 602-623]
  • Tehran Stock Exchange Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
  • Tehran Stock Exchange Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Tehran Stock Exchange Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • Tehran Stock Exchange Market Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Tehran stock exchange (TSE). The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 95-116]
  • Tehran Stock Exchange (TSE) A Model for Testing and Improving Stock Market Efficiency [Volume 8, Issue 22, 2008]
  • Tehran stocks Investigating hedging capability of cryptocurrencies in the gold and stock markets in Iran [(Articles in Press)]
  • Tendency Effect Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Test assets Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Test Statistic An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
  • The 5-factor model of Fama - French Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • The Bid-Ask Spread The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2012-2013, Pages 85-100]
  • The Freedom of Contract Principle The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • The Prediction Error Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • The Separation Error Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • Threshold Autoregressive Model. Forecasting of Stock Returns with Non linear Models and the role of Trading Volume in Improving the Performance of These Models [Volume 13, Issue 32, 2012]
  • Threshold cointegration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-184]
  • Threshold Regression Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Tile Inequality Coefficients Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • Time series forecasting Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • 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]
  • Time-varying covariance matrix Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [Volume 12, Issue 30, 2010, Pages 35-56]
  • 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]
  • Tobin's Q ratio The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • TOIDIM Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • TOPSIS Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2009]
  • TOPSIS 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]
  • Topsiss Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2016, Pages 653-674]
  • Total index return Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Total leverage The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Total shareholder Return Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2009]
  • Tracking error Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2015, Pages 325-340]
  • Tracking error Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Tracking error Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Tracking error Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2021, Pages 564-592]
  • Trade execution strategy Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Trade off Theory A Comprehensive Trend of Capital Structure Case Study of Companies Listed In TSE [Volume 10, Issue 25, 2009]
  • Trade-off Theory Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • 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]
  • Trade Volume - [Volume 5, Issue 15, 2003]
  • 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 Costs Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • 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]
  • 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]
  • Trading mechanisms Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • 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]
  • Trading strategy Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Trading strategy Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Trading volume The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2012-2013, Pages 15-30]
  • Trading volume A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2014, Pages 359-371]
  • Trading volume An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2012-2013, Pages 103-116]
  • Trading volume An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • 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 Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • 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]
  • Transition of regimes 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]
  • Transitory earnings The Value Relevance of Dividends, Book Value and Earnings in Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Trend Analysis Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2015, Pages 219-238]
  • Treynor – Mazoy Model Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Tryner ratio The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Trynor Index A Survey on the Relationship between Performance of Investment Companies and Liquidity and Profitability ratios and Dividend Per Share in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Trynor Indexes - [Volume 7, Issue 1, 2006]
  • TSE - [Volume 6, Issue 1, 2004]
  • 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]
  • Turning points (TPs) detection Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Turn-over Velocity The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Two-stage collective machine learning Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Two Stage Least Squares (2SLS) regression The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading [Volume 24, Issue 4, 2022, Pages 655-678]
  • Two-tail mixed conditional value at risk Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • 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]

U

  • Uncertain Linear Programming - [Volume 6, Issue 1, 2004]
  • Uncertainty Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • Uncertainty modeling Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2014, Pages 201-218]
  • Underinvestment Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
  • Underreaction Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
  • 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]
  • Upside Potential Ratio The Impact of Downside Risk on Performance Appraisal of Investment Companies in the Tehran Stock Exchange(TSE). [Volume 9, Issue 24, 2008]
  • Upside Potential Ratio. Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Urban water - [Volume 8, Issue 21, 2008]
  • UTADIS Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Utilization of Internal Audit An examination of Factors Associated with Reliance of External Auditors on Internal Auditors Work [Volume 10, Issue 26, 2009]

V

  • Valuation Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2009]
  • Valuation A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods [Volume 9, Issue 24, 2008]
  • Valuation Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Value and Growth Portfolio Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Value anomaly The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • 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 Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Value-at-risk Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [Volume 23, Issue 1, 2021, Pages 64-86]
  • Value at Risk The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2012-2013, Pages 101-116]
  • Value at Risk Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • Value at Risk Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • 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]
  • 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 at Risk Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
  • Value at Risk Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
  • Value-at-Risk (VaR) Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
  • Value at Risk (VAR) Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [Volume 10, Issue 25, 2009]
  • Value at Risk (VAR) Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Value premium The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [Volume 8, Issue 22, 2008]
  • Value stocks The Anatomy of Value and Growth Stocks Capital Gain Return and Dividend Yield in the Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 121-146]
  • Value stocks The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • 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]
  • 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]
  • VAR Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • 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]
  • VARMA-BEKK-AGARCH Model Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
  • VAR Model Rational-Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [(Articles in Press)]
  • VAR (Vector Autoregressive) Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • Vasicek Comparing Methods of Beta Estimation in cases of non-synchronize trading [Volume 9, Issue 23, 2008]
  • VBPI Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Vector autoregression Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Vector Auto Regression model Investor type trading behavior and trade performance in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 21-38]
  • Vector Autoregression Model with Markov Switching (MS-VAR) The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach [Volume 24, Issue 4, 2022, Pages 528-576]
  • Venture capital - [Volume 7, Issue 2, 2006]
  • 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]
  • Volatilities Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
  • Volatility The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Volatility Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Volatility Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Volatility The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Volatility Clustering Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Volatility Feedback Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Volatility Forecasting Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2010, Pages 23-36]
  • Volatility spillover Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [Volume 26, Issue 1, 2024, Pages 54-80]
  • Volatility transmission Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2012-2013, Pages 1-16]

W

  • Wastewater Company - [Volume 8, Issue 21, 2008]
  • Wavelet transform Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
  • Weak efficiency The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • Weak form efficiency A Model for Testing and Improving Stock Market Efficiency [Volume 8,