A
-
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]
-
Auditing indicators
The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
B
-
Backtest
Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
-
Bank
Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
-
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]
-
Behavioral Bias
The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
-
Behavior Biases
Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
-
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]
C
-
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]
-
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]
-
Classification Algorithms
Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
-
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]
-
Collaboration
Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
-
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]
-
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]
-
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 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]
-
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]
D
-
Disposition effect
The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
E
-
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]
-
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]
-
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]
-
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]
F
-
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]
-
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
Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
-
Fintech
Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
-
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]
-
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]
G
-
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]
-
Granger Causality
Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
-
Grounded theory
Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
I
-
Implementation Obstacles
Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
-
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]
-
Index tracking
Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
-
Information ratio
Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
-
Innovation
Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
-
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]
-
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]
-
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]
-
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’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]
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]
-
Levy Process
Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
-
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]
-
Loss aversion
The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
M
-
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 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]
-
Martingale difference sequence
Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
-
Mean-variance model
Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
-
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]
-
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-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]
-
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]
O
-
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]
-
Ornstein-Uhlenbeck model
Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
-
Overinvestment
Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
P
-
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 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 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]
-
Predict Trend
Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
-
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]
-
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]
R
-
Random Walk
Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
-
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]
-
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]
-
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]
S
-
Scenario analysis
Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
-
Sensitive Analysis
Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
-
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]
-
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]
-
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]
T
-
Tax motivated trading
The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
-
Technical Analysis
Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
-
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]
-
Trading strategy
Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
-
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]
U
-
Underinvestment
Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
V
-
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 (VaR)
Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
-
VAR (Vector Autoregressive)
Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
-
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]
Z
-
Z-score index
The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
Your query does not match with any item