Keyword Index

A

  • 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]
  • Adjustment probabilities Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 180-204]
  • Adjustment probabilities Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • 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]

B

  • 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]
  • Behavioral Bias The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]

C

  • 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]
  • 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]
  • 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]
  • Cost of capital Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Credit Rating Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]

D

  • Dematel approach Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • 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]
  • 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 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]

E

  • Emerging market rating model Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Emotional decision-making The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • 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]

F

  • 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]
  • 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 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]
  • Financing cost Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]

I

  • Investors Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • 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]
  • 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]

K

  • 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]
  • 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

  • Life Expectancy Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 180-204]
  • 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 180-204]
  • Life settlements Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • 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 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]
  • Loss aversion The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]

M

  • Managers' myopia The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]

O

  • Overconfidence The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]

P

  • 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]
  • 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]
  • 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]

S

  • 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]
  • 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]
  • 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]
  • Stock exchange Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • 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 price informativeness Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • 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]

T

  • 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]
  • 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]

V

  • 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]
  • 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]