Keyword Index

A

  • Actuarial approach Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [Volume 26, Issue 3, 2024, Pages 710-733]
  • Anger emotion Financial and Non-Financial Information Seeking: The Role of Managing Anger and Fear in Investment Strategies and Decision-making [Volume 26, Issue 3, 2024, Pages 646-666]
  • Annual adjustments Accuracy of the 'Benish' and 'Developed Benish' Models in Predicting the Probability of Restating Financial Statements in Iran's Economic Environment [Volume 26, Issue 3, 2024, Pages 547-568]
  • 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 58-86]
  • Artificial Neural Network Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [Volume 26, Issue 3, 2024, Pages 710-733]
  • Asymmetric information The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 113-139]

B

  • Banking Industry Evaluating the Relationship between Factors Enhancing the Competitiveness of Customer Foreign Currency Services in the Banking Industry [Volume 26, Issue 2, 2024, Pages 439-462]
  • Behavioral preferences Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 140-170]
  • Benish model Accuracy of the 'Benish' and 'Developed Benish' Models in Predicting the Probability of Restating Financial Statements in Iran's Economic Environment [Volume 26, Issue 3, 2024, Pages 547-568]
  • Benish's developed model Accuracy of the 'Benish' and 'Developed Benish' Models in Predicting the Probability of Restating Financial Statements in Iran's Economic Environment [Volume 26, Issue 3, 2024, Pages 547-568]
  • Best Ideas Identifying Best Ideas in Iranian Mutual Funds [Volume 26, Issue 3, 2024, Pages 595-613]
  • Blockchain Blockchain-Based Value-Added Tax System: A Systematic Review [Volume 26, Issue 2, 2024, Pages 226-247]
  • Buy order volume Investigating the Impact of Order Flow Imbalance and Information Asymmetry on Treasury Bill Price Changes [Volume 26, Issue 2, 2024, Pages 463-491]

C

  • Cognitive Bias Modeling the Relationship between Cognitive Abilities and Portfolio Managers' Investment Performance: Emphasizing Dimensions of Cognitive Bias [Volume 26, Issue 3, 2024, Pages 667-690]
  • Cognitive Capabilities Modeling the Relationship between Cognitive Abilities and Portfolio Managers' Investment Performance: Emphasizing Dimensions of Cognitive Bias [Volume 26, Issue 3, 2024, Pages 667-690]
  • Collaborative filtering Designing a Stock Recommender System Using the Collaborative Filtering Algorithm for the Tehran Stock Exchange [Volume 26, Issue 2, 2024, Pages 318-346]
  • Commodity exchange market Developing a Model for Measuring and Evaluating the Role of Commodities as Hedging Tools in Investor Portfolios [Volume 26, Issue 4, 2024, Pages 791-814]
  • Competitiveness Evaluating the Relationship between Factors Enhancing the Competitiveness of Customer Foreign Currency Services in the Banking Industry [Volume 26, Issue 2, 2024, Pages 439-462]
  • Credit portfolio Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [Volume 26, Issue 3, 2024, Pages 710-733]
  • Cryptocurrency Investigating the Hedging Capability of Cryptocurrencies in the Gold Coin and Stock Markets in Iran [Volume 26, Issue 4, 2024, Pages 815-835]
  • Cryptocurrency Identification and Evaluation of Profitable Technical Trading Rules in the Cryptocurrency Market: A Mixed Method Approach [Volume 26, Issue 3, 2024, Pages 525-546]
  • Currency Crisis The Relationship between Financial Leverage and Financial Performance: Emphasizing Financial Distress and Currency Crisis in the Tehran Stock Exchange [Volume 26, Issue 4, 2024, Pages 880-903]

D

  • Diversification (Hedge) Developing a Model for Measuring and Evaluating the Role of Commodities as Hedging Tools in Investor Portfolios [Volume 26, Issue 4, 2024, Pages 791-814]
  • Dividend Signaling Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [Volume 26, Issue 1, 2024, Pages 28-57]
  • 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 58-86]

E

  • Exchange rate Estimating the Impact of Fundamental Macroeconomic Factors on the Capital Market: A MIDAS Approach [Volume 26, Issue 3, 2024, Pages 691-709]

F

  • Fear and Greed Index Measuring Fear and Greed Index in Stock Market: Evidence from the Tehran Stock Exchange [Volume 26, Issue 2, 2024, Pages 397-414]
  • Fear emotion Financial and Non-Financial Information Seeking: The Role of Managing Anger and Fear in Investment Strategies and Decision-making [Volume 26, Issue 3, 2024, Pages 646-666]
  • Financial asset portfolios Development of a Comprehensive Model for Predicting Stock Prices in the Stock Market Using an Interpretive Structural Modeling Approach [Volume 26, Issue 3, 2024, Pages 569-594]
  • Financial Constraints The Impact of Firm Characteristics on the Relationship between Working Capital Financing and Financial Performance [Volume 26, Issue 3, 2024, Pages 492-524]
  • Financial distress The Relationship between Financial Leverage and Financial Performance: Emphasizing Financial Distress and Currency Crisis in the Tehran Stock Exchange [Volume 26, Issue 4, 2024, Pages 880-903]
  • Financial Leverage The Relationship between Financial Leverage and Financial Performance: Emphasizing Financial Distress and Currency Crisis in the Tehran Stock Exchange [Volume 26, Issue 4, 2024, Pages 880-903]
  • Financial Leverage The Impact of Firm Characteristics on the Relationship between Working Capital Financing and Financial Performance [Volume 26, Issue 3, 2024, Pages 492-524]
  • Financial performance The Relationship between Financial Leverage and Financial Performance: Emphasizing Financial Distress and Currency Crisis in the Tehran Stock Exchange [Volume 26, Issue 4, 2024, Pages 880-903]
  • Financial performance The Impact of Firm Characteristics on the Relationship between Working Capital Financing and Financial Performance [Volume 26, Issue 3, 2024, Pages 492-524]
  • Financial Reporting Models Exploring the Link between Financial Reporting Models and Earnings Characteristics among Tehran Stock Exchange Listed Companies [Volume 26, Issue 2, 2024, Pages 371-390]
  • Financing Modeling Factors Influencing Project Financing Risk [Volume 26, Issue 1, 2024, Pages 199-225]
  • Firm Value Water Risk and Mining Firms’ Stock Return [Volume 26, Issue 2, 2024, Pages 248-274]
  • Forecasting Stock Returns Optimizing Risk-based Stock Return Prediction in Tehran Stock Exchange industries: A Data Envelopment Analysis [Volume 26, Issue 2, 2024, Pages 347-370]
  • Foreign exchange services Evaluating the Relationship between Factors Enhancing the Competitiveness of Customer Foreign Currency Services in the Banking Industry [Volume 26, Issue 2, 2024, Pages 439-462]
  • Fractional cointegration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 171-198]
  • Fractional Integration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 171-198]

G

  • Genetic Algorithm Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 140-170]
  • Gold coin Investigating the Hedging Capability of Cryptocurrencies in the Gold Coin and Stock Markets in Iran [Volume 26, Issue 4, 2024, Pages 815-835]

H

  • Housing price Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-27]
  • Hybrid qualitative-quantitative method Identification and Evaluation of Profitable Technical Trading Rules in the Cryptocurrency Market: A Mixed Method Approach [Volume 26, Issue 3, 2024, Pages 525-546]
  • Hyperparameter tuning Forecasting Insurance Company Commitments with Long Short-Term Memory Models [Volume 26, Issue 4, 2024, Pages 854-879]

I

  • Individual investors Rational and Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [Volume 26, Issue 3, 2024, Pages 614-645]
  • Information Asymmetry Real Earnings Smoothing and Labor Investment Efficiency: The Role of Information Asymmetry [Volume 26, Issue 4, 2024, Pages 734-757]
  • Information Asymmetry Investigating the Impact of Order Flow Imbalance and Information Asymmetry on Treasury Bill Price Changes [Volume 26, Issue 2, 2024, Pages 463-491]
  • Information search Financial and Non-Financial Information Seeking: The Role of Managing Anger and Fear in Investment Strategies and Decision-making [Volume 26, Issue 3, 2024, Pages 646-666]
  • Institutional investors Rational and Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [Volume 26, Issue 3, 2024, Pages 614-645]
  • Insurance commitments Forecasting Insurance Company Commitments with Long Short-Term Memory Models [Volume 26, Issue 4, 2024, Pages 854-879]
  • Investing policy A Stock Dividend Model Applying the Value Creation Approach in Iran’s Capital Market: The Generalized Method of Moments [Volume 26, Issue 2, 2024, Pages 275-317]
  • Investment returns The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 113-139]
  • Investor memory Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 140-170]
  • Investor Returns Modeling the Relationship between Cognitive Abilities and Portfolio Managers' Investment Performance: Emphasizing Dimensions of Cognitive Bias [Volume 26, Issue 3, 2024, Pages 667-690]
  • Investors' behavior Financial and Non-Financial Information Seeking: The Role of Managing Anger and Fear in Investment Strategies and Decision-making [Volume 26, Issue 3, 2024, Pages 646-666]
  • Investors' decision making Financial and Non-Financial Information Seeking: The Role of Managing Anger and Fear in Investment Strategies and Decision-making [Volume 26, Issue 3, 2024, Pages 646-666]
  • Irrational Sentiments Rational and Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [Volume 26, Issue 3, 2024, Pages 614-645]

L

  • Labor investment efficiency Real Earnings Smoothing and Labor Investment Efficiency: The Role of Information Asymmetry [Volume 26, Issue 4, 2024, Pages 734-757]
  • 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 58-86]
  • Libertarianism Future Study on Drivers of Startup Financing Based on Libertarian Philosophical Strategies (Metaphysics) in Capital Market Firms [Volume 26, Issue 4, 2024, Pages 758-790]
  • Liquidity growth Development of a Comprehensive Model for Predicting Stock Prices in the Stock Market Using an Interpretive Structural Modeling Approach [Volume 26, Issue 3, 2024, Pages 569-594]
  • Long Short-Term Memory (LSTM) Forecasting Insurance Company Commitments with Long Short-Term Memory Models [Volume 26, Issue 4, 2024, Pages 854-879]

M

  • Machine learning Forecasting Insurance Company Commitments with Long Short-Term Memory Models [Volume 26, Issue 4, 2024, Pages 854-879]
  • Machine learning Option Pricing Based on Modular Neural Network [Volume 26, Issue 4, 2024, Pages 904-939]
  • Metaphysics Future Study on Drivers of Startup Financing Based on Libertarian Philosophical Strategies (Metaphysics) in Capital Market Firms [Volume 26, Issue 4, 2024, Pages 758-790]
  • Microlending Validation Indicator Identification and Customer Ranking in Microloans: A Study at Middle East Bank in Iran [Volume 26, Issue 2, 2024, Pages 415-438]
  • Midas Estimating the Impact of Fundamental Macroeconomic Factors on the Capital Market: A MIDAS Approach [Volume 26, Issue 3, 2024, Pages 691-709]
  • Modular Neural Network Option Pricing Based on Modular Neural Network [Volume 26, Issue 4, 2024, Pages 904-939]
  • Money flow index Development of a Comprehensive Model for Predicting Stock Prices in the Stock Market Using an Interpretive Structural Modeling Approach [Volume 26, Issue 3, 2024, Pages 569-594]
  • Mutual Funds Identifying Best Ideas in Iranian Mutual Funds [Volume 26, Issue 3, 2024, Pages 595-613]

N

  • NARDL Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-27]
  • Net Assets Exploring the Link between Financial Reporting Models and Earnings Characteristics among Tehran Stock Exchange Listed Companies [Volume 26, Issue 2, 2024, Pages 371-390]

O

  • Optimal Asset Portfolio Developing a Model for Measuring and Evaluating the Role of Commodities as Hedging Tools in Investor Portfolios [Volume 26, Issue 4, 2024, Pages 791-814]
  • Optimization Optimizing Risk-based Stock Return Prediction in Tehran Stock Exchange industries: A Data Envelopment Analysis [Volume 26, Issue 2, 2024, Pages 347-370]
  • Options Option Pricing Based on Modular Neural Network [Volume 26, Issue 4, 2024, Pages 904-939]
  • Order flow imbalance Investigating the Impact of Order Flow Imbalance and Information Asymmetry on Treasury Bill Price Changes [Volume 26, Issue 2, 2024, Pages 463-491]
  • Overfitting Forecasting Insurance Company Commitments with Long Short-Term Memory Models [Volume 26, Issue 4, 2024, Pages 854-879]

P

  • Particle Swarm Optimization Algorithm Identification and Evaluation of Profitable Technical Trading Rules in the Cryptocurrency Market: A Mixed Method Approach [Volume 26, Issue 3, 2024, Pages 525-546]
  • Petrochemical Industry The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 87-112]
  • Portfolio Investigating the Hedging Capability of Cryptocurrencies in the Gold Coin and Stock Markets in Iran [Volume 26, Issue 4, 2024, Pages 815-835]
  • Portfolio Operators Modeling the Relationship between Cognitive Abilities and Portfolio Managers' Investment Performance: Emphasizing Dimensions of Cognitive Bias [Volume 26, Issue 3, 2024, Pages 667-690]
  • Portfolio Performance Identifying Best Ideas in Iranian Mutual Funds [Volume 26, Issue 3, 2024, Pages 595-613]
  • Prediction The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 87-112]
  • Prediction Accuracy of the 'Benish' and 'Developed Benish' Models in Predicting the Probability of Restating Financial Statements in Iran's Economic Environment [Volume 26, Issue 3, 2024, Pages 547-568]
  • Price effect Investigating the Impact of Order Flow Imbalance and Information Asymmetry on Treasury Bill Price Changes [Volume 26, Issue 2, 2024, Pages 463-491]
  • Probability of Default Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [Volume 26, Issue 1, 2024, Pages 28-57]
  • Probit Regression Modeling the Relationship between Cognitive Abilities and Portfolio Managers' Investment Performance: Emphasizing Dimensions of Cognitive Bias [Volume 26, Issue 3, 2024, Pages 667-690]

R

  • Random Walk The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 87-112]
  • Rational Sentiments Rational and Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [Volume 26, Issue 3, 2024, Pages 614-645]
  • Real Earnings Smoothing Real Earnings Smoothing and Labor Investment Efficiency: The Role of Information Asymmetry [Volume 26, Issue 4, 2024, Pages 734-757]
  • Recommender systems Designing a Stock Recommender System Using the Collaborative Filtering Algorithm for the Tehran Stock Exchange [Volume 26, Issue 2, 2024, Pages 318-346]
  • Restatement of Financial Statements Accuracy of the 'Benish' and 'Developed Benish' Models in Predicting the Probability of Restating Financial Statements in Iran's Economic Environment [Volume 26, Issue 3, 2024, Pages 547-568]
  • Risk hedging Investigating the Hedging Capability of Cryptocurrencies in the Gold Coin and Stock Markets in Iran [Volume 26, Issue 4, 2024, Pages 815-835]
  • Root Mean Square Percentage Error Option Pricing Based on Modular Neural Network [Volume 26, Issue 4, 2024, Pages 904-939]

S

  • Safe Haven Developing a Model for Measuring and Evaluating the Role of Commodities as Hedging Tools in Investor Portfolios [Volume 26, Issue 4, 2024, Pages 791-814]
  • Sell order volume Investigating the Impact of Order Flow Imbalance and Information Asymmetry on Treasury Bill Price Changes [Volume 26, Issue 2, 2024, Pages 463-491]
  • Sentiments Measuring Fear and Greed Index in Stock Market: Evidence from the Tehran Stock Exchange [Volume 26, Issue 2, 2024, Pages 397-414]
  • Size The Impact of Firm Characteristics on the Relationship between Working Capital Financing and Financial Performance [Volume 26, Issue 3, 2024, Pages 492-524]
  • Startup financing Future Study on Drivers of Startup Financing Based on Libertarian Philosophical Strategies (Metaphysics) in Capital Market Firms [Volume 26, Issue 4, 2024, Pages 758-790]
  • Stock dividend theories A Stock Dividend Model Applying the Value Creation Approach in Iran’s Capital Market: The Generalized Method of Moments [Volume 26, Issue 2, 2024, Pages 275-317]
  • Stock high-low price range Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 171-198]
  • Stock liquidity The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [Volume 26, Issue 1, 2024, Pages 113-139]
  • Stock market Estimating the Impact of Fundamental Macroeconomic Factors on the Capital Market: A MIDAS Approach [Volume 26, Issue 3, 2024, Pages 691-709]
  • Stock market Developing a Model for Measuring and Evaluating the Role of Commodities as Hedging Tools in Investor Portfolios [Volume 26, Issue 4, 2024, Pages 791-814]
  • Stock market Development of a Comprehensive Model for Predicting Stock Prices in the Stock Market Using an Interpretive Structural Modeling Approach [Volume 26, Issue 3, 2024, Pages 569-594]
  • Stock Market Index Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-27]
  • Stock portfolio optimization model Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 140-170]
  • Stock Returns Water Risk and Mining Firms’ Stock Return [Volume 26, Issue 2, 2024, Pages 248-274]
  • Substitution effect Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-27]
  • Systematic literature review Blockchain-Based Value-Added Tax System: A Systematic Review [Volume 26, Issue 2, 2024, Pages 226-247]

T

  • Technical trading rules Identification and Evaluation of Profitable Technical Trading Rules in the Cryptocurrency Market: A Mixed Method Approach [Volume 26, Issue 3, 2024, Pages 525-546]
  • Tehran Stock Exchange Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [Volume 26, Issue 1, 2024, Pages 140-170]
  • Tehran Stock Exchange Measuring Fear and Greed Index in Stock Market: Evidence from the Tehran Stock Exchange [Volume 26, Issue 2, 2024, Pages 397-414]
  • Tehran Stock Exchange Industries Optimizing Risk-based Stock Return Prediction in Tehran Stock Exchange industries: A Data Envelopment Analysis [Volume 26, Issue 2, 2024, Pages 347-370]
  • Tehran stocks Investigating the Hedging Capability of Cryptocurrencies in the Gold Coin and Stock Markets in Iran [Volume 26, Issue 4, 2024, Pages 815-835]
  • Threshold cointegration Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [Volume 26, Issue 1, 2024, Pages 171-198]
  • Time-Varying Parameter Vector Autoregression Model (TVP-VAR) Examining the Effects of Intersectoral Uncertainty Transmission Using a Time-Varying Model [Volume 26, Issue 4, 2024, Pages 836-853]
  • Trading volume Development of a Comprehensive Model for Predicting Stock Prices in the Stock Market Using an Interpretive Structural Modeling Approach [Volume 26, Issue 3, 2024, Pages 569-594]
  • Transactional Approach Exploring the Link between Financial Reporting Models and Earnings Characteristics among Tehran Stock Exchange Listed Companies [Volume 26, Issue 2, 2024, Pages 371-390]
  • Transmission Examining the Effects of Intersectoral Uncertainty Transmission Using a Time-Varying Model [Volume 26, Issue 4, 2024, Pages 836-853]
  • Transmission effect Designing a Stock Recommender System Using the Collaborative Filtering Algorithm for the Tehran Stock Exchange [Volume 26, Issue 2, 2024, Pages 318-346]

U

  • Uncertainty Examining the Effects of Intersectoral Uncertainty Transmission Using a Time-Varying Model [Volume 26, Issue 4, 2024, Pages 836-853]

V

  • Value-added tax system Blockchain-Based Value-Added Tax System: A Systematic Review [Volume 26, Issue 2, 2024, Pages 226-247]
  • Value at Risk Water Risk and Mining Firms’ Stock Return [Volume 26, Issue 2, 2024, Pages 248-274]
  • Value-creating approach A Stock Dividend Model Applying the Value Creation Approach in Iran’s Capital Market: The Generalized Method of Moments [Volume 26, Issue 2, 2024, Pages 275-317]
  • VAR Model Rational and Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange [Volume 26, Issue 3, 2024, Pages 614-645]
  • Volatility Option Pricing Based on Modular Neural Network [Volume 26, Issue 4, 2024, Pages 904-939]
  • 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 58-86]

W

  • Water risk Water Risk and Mining Firms’ Stock Return [Volume 26, Issue 2, 2024, Pages 248-274]
  • Weak efficiency The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry [Volume 26, Issue 1, 2024, Pages 87-112]
  • Wealth effect Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index [Volume 26, Issue 1, 2024, Pages 1-27]