A
-
Ant colony Algorithm
Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
-
ARDL
Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
-
ARMA & GARCH
Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
-
Asset Allocation
Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
B
-
Basel Committee
Estimation of multi-period VaR based on the simulation and parametric methods [Volume 18, Issue 1, 2016, Pages 167-184]
-
Behavioral Factors
Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
-
Behavioral finance
Studying the influence of psychological factors with orientation perceptual errors on Decision making process of individual investors [Volume 18, Issue 4, 2016, Pages 735-752]
-
Bootstrap
Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
-
Bounds test
Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
-
Box-Jenkins
Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
C
-
Capital assets pricing
Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
-
Capital markets
Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
-
Capital structure
Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
-
Capital structure
Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
-
Cardinality Constraint
Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
-
Cash Flow
ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
-
Cash Flow Imbalance
Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
-
Conditional Extreme Value Theory
Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
-
Contextual analysis
Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
-
Continuous trading
Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
-
Cultural Values
Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
-
Cumulative Prospect Theory
The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
D
-
Deadweight loss DWL
competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
-
Delfi-Fazzy
Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2016, Pages 653-674]
-
Disposition effect
Investigation of the Effects of Types of Ownershipon Disposition effect of Mutual funds in Tehran Stock Exchange [Volume 18, Issue 4, 2016, Pages 675-960]
E
-
Earnings prediction
Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
-
Economic Value Added (EVA)
Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
-
EM Algorithm
Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
-
EVA Momentum
Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
-
EVT
Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
-
Expected shortfall
Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
-
Extended Lexicography Goal Programming
Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2016, Pages 591-612]
F
-
Fama and French five-factor Model
Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
-
Fama and French three-factor model
Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
-
Financial distress prediction
Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
-
Financial Globalization
Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
-
Financialization
Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
-
Financial literacy
Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
-
Financial Market Anomalies
Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
-
Financial Time Series
Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
-
Fundamental Analysis
Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
G
-
GARCH Model
Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
-
Generalized Hyperbolic Skew-t distribution
Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
-
GJR model
Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
-
GRS Test
Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
H
-
Harmony Search Algorithm
Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
-
Herd behavorial
Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure
(case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
-
Herfindahl-Hirschman Index HHI
competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
-
Holt-Winters
Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
-
House money effect
STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
I
-
Individual investors
Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
-
Information Asymmetry
Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
-
Information releases
The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
-
Institutional investors
Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
-
Investment
Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
-
Investment
Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
-
Investment
Studying the influence of psychological factors with orientation perceptual errors on Decision making process of individual investors [Volume 18, Issue 4, 2016, Pages 735-752]
-
Iran
Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
-
Islamic financial engineering
Designing Istisna Sukuk Models in Iran
Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
-
Istisna contract
Designing Istisna Sukuk Models in Iran
Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
-
Istisna sukuk
Designing Istisna Sukuk Models in Iran
Capital Market [Volume 18, Issue 4, 2016, Pages 633-652]
K
-
Keywords: Call auction
Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
L
-
Lending relationships
Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
-
Liquidity risk factor
Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
-
Loss aversion
STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
M
-
Market efficiency
MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
-
Market Microstructure
Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
-
Market Microstructure
Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure
(case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
-
Market size
ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
-
Markov regime switching GARCH model
Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
-
Markowitz Model
Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
-
Markowitz Model
Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
-
Mean Excess Function
Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
-
Meta-Goal Programming
Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2016, Pages 591-612]
-
Monthly stock return
The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
-
Multiple discriminant analysis
Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
-
Mutual Funds
Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
N
-
Neoliberalism
Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
O
-
Ordered Multinomial Probit Model
Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
P
-
Panel data
The effect of diversification of the credit portfolio on bank’s credit risk [Volume 18, Issue 1, 2016, Pages 149-166]
-
Pareto approach
Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
-
Particle Swarm Optimization
Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
-
Peak over threshold method
Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
-
Pecking order Theory
Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
-
Performance Evaluation
Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
-
Portfolio optimization
Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
-
Portfolio optimization
Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
-
Portfolio optimization
Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2016, Pages 591-612]
-
Price impact
Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
-
Pricing error
Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
-
Privatization
competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
-
Profitability
Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2016, Pages 691-714]
R
-
Rational Factors
Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
-
Risk Management
Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
-
Robust optimization
Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
S
-
Skewness
The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
-
Stock exchange
Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
-
Stock Return
Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
-
Stock Return
Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2016, Pages 715-734]
-
Support vector Machine
Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
-
Symbiotic Organisms Search
Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
T
-
Tax Policy
Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
-
Tehran Stock Exchange
Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
-
Topsiss
Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2016, Pages 653-674]
-
Trade-off Theory
Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
-
Trading mechanisms
Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
-
Tranasaction Data
Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure
(case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
-
Transaction Costs
Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
-
Transaction costs of lending relationships (Coordination cost)
Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
-
Types of Ownership
Investigation of the Effects of Types of Ownershipon Disposition effect of Mutual funds in Tehran Stock Exchange [Volume 18, Issue 4, 2016, Pages 675-960]
V
-
Value-at-risk
Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
-
Value at Risk
Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
W
-
Wavelet transform
Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2016, Pages 613-632]
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