A
-
Abnormal Returns fluctuation
The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
-
Adjusted probability of informed trading
The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
-
Agency effect
Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
-
Agent-based Simulation
Optimal Execution Strategy:
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
-
Algorithmic Trading
Optimal Execution Strategy:
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
-
Asymmetry conditional heteroscedasticity
A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
-
Auto Regressive Conditionally Heteroscedastic (ARCH)
A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
-
Autoregressive Integrated Moving Average (ARIMA)
Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
B
-
Bank income
Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
-
Banking
Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
-
Bayesian Approach
Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
-
Bayesian learning function
Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
-
Behavioral Bias
Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
-
Behavioral finance
Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
-
Behavioral finance
Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
-
Board of director’s reward
The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
-
Business
Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
-
Business cycles synchronization
Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
C
-
Capital Asset Pricing Model
A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
-
Capital structure
Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
-
CAPM test
Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
-
CECM
Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
-
Clustering
Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
-
Co-integration
Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
-
Cointegration
Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
-
Common stochastic trend
Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
-
Conditional Value at Risk
Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
-
Conditional value at Risk (CvaR)
Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
-
Copula function
Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
-
Correlation
Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
-
Crowed sourcing
Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
-
Currency shocks or momentum
Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
D
-
Deferential evolutionary algorithms
Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
-
Deposits composition
Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
-
Direct investment
Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
-
Diversification strategy
A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
-
Down side beta
Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
E
-
Earning prediction error
The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
-
Earning quality
Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
-
Earnings response coefficient
The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
-
Enhanced indexing
Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
-
Estimate
Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
-
Evolutionary algorithms
Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
-
Exchange rate
The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
-
Execution cost
Optimal Execution Strategy:
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
-
Expected shortfall
Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
F
-
Financial constraint
A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
-
Financial depth
Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
-
Financial distress
Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
-
Financial friction
Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
-
Financial performance
A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
-
Funds
Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
-
Fuzzy random variable
Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
G
-
GARCH Model
Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
-
Genetic Algorithm
Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
-
Genetic Algorithm
Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
-
Gold coin
The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
-
Gonzalo and Granger (1995)
Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
H
-
Herding
The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
-
Herding
Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
-
Hidden cointegration
Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
-
Holding company
A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
I
-
Index of Tehran Stock Exchange (TEDPIX)
Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
-
Index residual
Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
-
Index tracking
Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
-
Index tracking
Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
-
Industry
Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
-
Information risk
The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
-
Insurance market
Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
-
Interval Optimization
Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
-
Investment
A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
-
Investment companies
The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
-
IPO returns
Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
-
Iran's banking
Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
L
-
Levenberg-Marquardt learning function
Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
-
Leverage Simulation
Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
-
Linear programming
Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
-
Long term deposit
Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
M
-
Marginal distribution
Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
-
Markov Switching Bayesian VAR
Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
-
MCMC algorithm
Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
-
Mean-variance model
Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
-
Metaheauristic algorithms
Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
-
Methods of financing
Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
-
Mixture Distribution
Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
-
Money market
Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
-
Mutual fund flows
Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
-
Mutual Funds
Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
N
-
Neural Network
Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
-
Non-linear model
The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
-
Non-parametric approach
Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
O
-
Operating cash flow
A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
-
Operational definitions of bull and bear
Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
-
Ownership
Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
P
-
Pagan-Sossonouv’s method
Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
-
Portfolio
A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
-
Portfolio optimization
Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
-
Portfolio Selection
Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
-
Possibility and necessity theory
Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
-
Predicting stock prices
Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
-
Price impact
Optimal Execution Strategy:
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
-
Probability of symmetric order shocks
The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
-
Profit sensitivity
The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
R
-
Response Surface Methodology
Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
-
Retail investor
Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
-
Return
Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
S
-
Short term deposit
Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
-
Skewedness
Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
-
Social Entrepreneurship
Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
-
Stability of Target Capital Structure
Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
-
Stock exchange market
The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
-
Stock market cycles
Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
-
Stock price index
Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
-
Style investing
Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
-
Support vector machine
Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
-
Symmetry conditional heteroscedasticity
A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
-
Systemic risk and spillover and contagion
Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
T
-
Target Leverage
Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
-
Teaching-Learning-Based Optimization (TLBO) algorithm
Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
-
Tehran Stock Exchange
A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
-
Time-varying Target Ratios Models
Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
-
Tracking error
Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
-
Trade execution strategy
Optimal Execution Strategy:
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
-
Trading partner
Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
-
Turning points
Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
V
-
Value-at-risk
Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
-
VAR
Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
W
-
Wrapper
Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
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