Keyword Index

A

  • 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]
  • Asymmetric information The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 105-129]

B

  • Behavioral preferences Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]

D

  • Dividend Signaling Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [Volume 26, Issue 1, 2024, Pages 26-53]
  • 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]

F

  • Fractional cointegration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-485]
  • Fractional Integration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-485]

G

  • Genetic Algorithm Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]

H

  • 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]

I

  • Investment returns The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 105-129]
  • Investor memory Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]

L

  • 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]

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]

P

  • Petrochemical Industry The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • Prediction The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • 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]

R

  • Random Walk The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]

S

  • Stock high-low price range Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-485]
  • 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 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 portfolio optimization model Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • 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]

T

  • Tehran Stock Exchange Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 131-158]
  • Threshold cointegration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 159-485]

V

  • 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]

W

  • Weak efficiency The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 81-104]
  • Wealth effect Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-25]