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]
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