A
-
Accrual earnings management
Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 568-593]
-
Active Management
The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
-
Agency Cost
Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
-
Arbitrage risk
Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
-
Asymmetric tail dependence
Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
B
-
Back-testing
Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
-
Basel Committee statements
Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
-
Bayesian approach of Markov Switching Method
The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
-
Behavioral finance
Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
-
Boom and Recession of Financial Sector
Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
-
Boom and Recession of Real Economy
Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
-
Business Cycle
Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
C
-
Candlestick charts
Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
-
Capital asset pricing models
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
-
Capital structure Adjustment Speed
Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
-
Commodity price
The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
-
Company value
The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
-
Company value
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
-
Conditional Heteroscedasticity
Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
-
Conditional value at Risk (CvaR)
Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
-
Conditional Value at Risk (ΔCoVaR)
Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
-
Consequences
Developing a Working Capital Management Model [Volume 22, Issue 4, 2020, Pages 612-641]
-
Corporate governance
Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
-
COSO Committee statements
Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
-
Cost of capital
The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
-
Cross-sectional absolute deviation
Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
D
-
Dynamic GARCH models
Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
E
-
Economic Value Added
Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 568-593]
-
Edgeworth box
Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
-
Expected shortfall
Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
-
Expected shortfall of capital
Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
-
Expense ratio
The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
-
Expert advice
Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
-
External corporate governance
Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
-
External factors
Developing a Working Capital Management Model [Volume 22, Issue 4, 2020, Pages 612-641]
-
Extreme event
Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
-
Extreme losses values
Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
-
Extreme value theory
Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
F
-
Financial Liberalization
The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
-
Firm Value
Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 568-593]
-
Five Factor Fama-French Model
Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
-
Follow-the-Loser algorithm
Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
-
Free Cash Flow
Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 568-593]
G
-
GARCH-DCC Model
Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
-
GDP growth
Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
-
GMM model
The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
H
-
Herd behavior
Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
-
High frequency data
Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
-
Hodrick Prescott filter
Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
I
-
Idiosyncratic Volatility Pricing
Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
-
IFRS
Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
-
Informational efficiency
The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
-
Informational efficiency
Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
-
Information Asymmetry
Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
-
Insider trading
Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
-
Internal corporate governance
Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
-
Intraday data
Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
-
Intraday pattern
Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
-
Investment Efficiency
Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
-
Investment opportunity
The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
-
Issuer
Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
K
-
Kalman Filter
Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
L
-
Local Kernel Regression
Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
-
Low Sequence Dependence (LTD)
Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
M
-
Machine learning method
The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
-
Manager change
The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
-
Marginal expected shortfall
Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
-
Marginal Expected Shortfall (MES)
Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
-
Market Microstructure
Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
-
Markov Switching Model
Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
-
Mean reversion principle
Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
-
Multi-Criteria Decision-Making Techniques
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
-
Multifractal Volatility Model
Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
-
Mutual Funds
The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
O
-
Online portfolio selection
Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
-
Operational diversification
The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
-
Overreaction
Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
P
-
Peak-over Threshold Model
Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
-
Performance
The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
-
Performance Criteria
The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
-
Periodogram
Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
-
Portfolio optimization
Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
-
Portfolio risk measurement
Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
-
Price impact
Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
R
-
Ranking
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
-
Real Earnings management
Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 568-593]
-
Real option
Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
-
Reporting
Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
-
Return Continuation
The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
-
Return stock
The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
-
Risk management effectiveness assessment indicators
Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2020, Pages 496-520]
S
-
Semi-Paremetric Model
Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
-
Shareholders rights
Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
-
Skewness and kurtosis adjusted Black-Scholes Model
Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
-
Spectral analysis
Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
-
SRISK Index
Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
-
Startup
Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
-
State space model with GARCH effect
The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
-
Style momentum strategy
The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
-
Systemic Expected Shortfall (SES)
Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
-
Systemic Risk
Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
-
Systemic Risk
Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
-
Systemic Risk
Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2020, Pages 451-475]
T
-
Target capital structure
Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
-
Tax Risk
Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
-
Technical Analysis
Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
-
Tehran Stock Exchange
Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
-
Tehran Stock Exchange Market
Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
-
TOPSIS
Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
-
Transition of regimes
The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
U
-
Underreaction
Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
V
-
Value at Risk
Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2020, Pages 521-541]
-
Value at Risk
Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2020, Pages 542-567]
-
Value at Risk (VAR)
Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
-
Volatilities
Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2020, Pages 594-611]
W
-
Weak-form market efficiency
Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2020, Pages 476-495]
-
Working capital management
Developing a Working Capital Management Model [Volume 22, Issue 4, 2020, Pages 612-641]
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