A
-
Abnormal stock returns
Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
-
Adaptive Network Fuzzy Inference System
Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
-
Agency Costs
Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
-
Agent-based modeling
Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
-
Algorithmic Trading
Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
-
Asset markets
The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
-
Asset pricing model
An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
-
Asset risk
What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
B
-
Bankruptcy prediction
Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
-
Bayesian Approach
Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
-
Behavioral finance
Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
-
Bias
Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
-
BMN
Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
-
Bullish and bearish market
An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
-
Business Groups
Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
C
-
Capital structure
Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
-
Case-Shiller
Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
-
Cash flow patterns
Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
-
Cash Holdings
Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
-
Claims frequency
Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
-
Claims severity
Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
-
Co-integration
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
-
Conditional Variance
Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
-
Contagion
Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
D
-
Disposition effect
Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
-
Duality of Duty
The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
E
-
Expected excess returns
The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
-
Expected shortfall
The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
F
-
Financial constraint
The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
-
Financial Constraints
Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
-
Financial inflexibility
The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
-
Financial markets
Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
-
Financial ratios
Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
-
Financial solvency ratio
Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
-
Financial stress
Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
-
Financial Systems
Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
-
Financing
Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
-
Firm's life cycle
Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
-
Fractional stochastic volatility model
Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
G
-
Granger Causality Network
Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
-
Grey Wolf Optimizer (GWO)
Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
-
Growth stocks
What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
H
-
Harmony Search
Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
-
Harvey
Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
-
Hidden Semi Markov Model
An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
-
House price index
Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
-
Hybrid Model
Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
I
-
Intraday Patterns
Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
-
Investment Efficiency
Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
-
Investment irreversibility
The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
-
Investors' performance
Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
J
-
Joint Control
Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
-
Jump-Diffusion
Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
L
-
Large Order Splitting Strategy
Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
-
Learning machine
Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
-
Left tail risk
The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
-
Leverage risk
What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
-
Liquidity measurement ratios
An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
-
Liquidity risk
An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
-
Local Kernel Regression
Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
-
Logistic harvey
Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
-
Long memory
Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
M
-
Management characteristics
Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
-
Managing Director
The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
-
Market efficiency
The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
-
Market Impact
Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
-
Markov Switching Autoregressive
Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
-
Mean-Reverting Process
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
-
Modified harvey
Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
-
MS unit root test
The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
-
Multifactor asset pricing model
Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
O
-
Option pricing
Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
-
Outliers
Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
-
Over and Under Investment
Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
-
Overconfidence
Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
-
Overconfident
The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
P
-
Pairs Trading
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
-
Particle Swarm Optimization
Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
-
Pecking order Theory
Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
-
Penalty Function
Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
-
Potential deviation ratio
Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
-
Price limits
The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
-
Price volatility
The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
-
Principle of equity
Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
-
Pyramidal Ownership
Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
R
-
Reinforcement Learning
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
-
Repeated sales indices
Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
-
Representativeness
Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
-
Robust Regression
Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
S
-
Sortino Ratio
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
-
Specific stock returns
Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
-
Standard Capital Asset Pricing Model
Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
-
Stock liquidity
Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
-
Stock Return
The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
-
Stock Return Co-movement
Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
-
Systemic Risk
Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
T
-
Tabai option
Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
-
Tehran Stock Exchange
An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
-
Test assets
Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
-
Threshold Regression
Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
-
Time Varying Correlation
Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
-
Total leverage
The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
-
Trade-off Theory
Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
-
Trading activity
The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
-
Trading halts
The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
-
Transaction Costs
Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
U
-
Unsystematic Risk
The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
V
-
Value anomaly
The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
-
Value at Risk
The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
-
Value stocks
What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
-
Variable Selection
Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
-
Venture capital
Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
-
Viterbi algorithm
An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
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