Keyword Index

A

  • Abnormal Operating Cash Flow Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]
  • Abnormal Production Costs Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]
  • Agency Theory and Mimetic Behavior The Effect of Mimetic Behavior of Peer Companies on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 143-162]
  • AHP Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]
  • Artificial neural networks The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]

B

  • Bank The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]
  • Bankruptcy Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]
  • Bayesian Inference Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]
  • Behavioral Finance Momentum Strategies and Investors` Sentiment in the Real Estate Investment Companies Listed in Stock Exchange [Volume 6, Issue 3, 2018, Pages 167-188]
  • Behavioral index Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]
  • Business Model Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]

C

  • Capital Structure The Effect of Mimetic Behavior of Peer Companies on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 143-162]
  • Cash Holding The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Christoffersen Independence Test Multiple-Step-Ahead Forecasting of Value at Risk Based on Holt-Winters Exponential Smoothing Multiplicative Method [Volume 6, Issue 1, 2018, Pages 93-114]
  • Cointegration A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Copula Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]
  • Corporate Asset Restructuring Sensitivity The Effect of Corporate Asset Restructuring Sensitivity on The Target Leverage of Companies listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 115-142]
  • Customer Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]

D

  • Data Envelop Analysis DEA The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]
  • Defensive shares The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]
  • Dividend Pay The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • DUVOL Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 11-34]

E

  • Efficiency The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]
  • Error Correction A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Excess Return The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 140-167]
  • Exchange Rate The Time-Scale Interactions between Stock Price and Exchange Rate Volatility in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 168-191]
  • Expected Returns The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns [Volume 6, Issue 1, 2018, Pages 1-24]

F

  • Family Firms The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Financial Distress Structural Equation Approach in Three-Level Analysis of Financial Distress in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 189-215]
  • Financial Leverage The Relationship between the Managerial Overconfidence and Stock Price Crash Risk in Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 192-217]
  • Financial Management Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]
  • Financial Policies Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • Financing Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]
  • Firm Characteristic The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns [Volume 6, Issue 1, 2018, Pages 1-24]
  • Firm value Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • Five-factor asset pricing model The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]
  • Funding The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Fuzzy Logic The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]

G

  • GARCH-in-mean Model The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns [Volume 6, Issue 1, 2018, Pages 1-24]
  • GMM The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]
  • Growth Opportunities The Relationship between the Managerial Overconfidence and Stock Price Crash Risk in Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 192-217]

H

I

  • Idiosyncratic Risk The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns [Volume 6, Issue 1, 2018, Pages 1-24]
  • Impulse Response Function A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Income Structure The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]
  • Industry Industry Based Style Investing and Herding Behaviour in Industry Level and Momentum Strategy Among Retail Investors [Volume 6, Issue 2, 2018, Pages 35-59]
  • Inefficiency Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]
  • Information traders Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]
  • Infrastructure Management Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]
  • Insolvency Risk The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]
  • Investment Efficiency Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • Investor’s Sentiment The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 140-167]
  • Investors Sentiment Momentum Strategies and Investors` Sentiment in the Real Estate Investment Companies Listed in Stock Exchange [Volume 6, Issue 3, 2018, Pages 167-188]
  • Isfahan city Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]
  • Islamic bonds and securities The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]

K

  • Kupiec Proportion of Failure Test Multiple-Step-Ahead Forecasting of Value at Risk Based on Holt-Winters Exponential Smoothing Multiplicative Method [Volume 6, Issue 1, 2018, Pages 93-114]

L

  • Lead-lag Effect A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Logit The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Long Term Debt The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Lopez Loss Function Test Multiple-Step-Ahead Forecasting of Value at Risk Based on Holt-Winters Exponential Smoothing Multiplicative Method [Volume 6, Issue 1, 2018, Pages 93-114]
  • Loss Distribution Approach Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]

M

  • Managers' ability Decision-Making Autonomy of Managers and Financial Performance [Volume 6, Issue 4, 2018, Pages 177-200]
  • Managers' authority Decision-Making Autonomy of Managers and Financial Performance [Volume 6, Issue 4, 2018, Pages 177-200]
  • Margin Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]
  • Market Power The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]
  • Market Value Cash Holdings Corporate Social Responsibility and Market Value of Corporate Cash Holdings [Volume 6, Issue 1, 2018, Pages 163-183]
  • Momentum Industry Based Style Investing and Herding Behaviour in Industry Level and Momentum Strategy Among Retail Investors [Volume 6, Issue 2, 2018, Pages 35-59]
  • Momentum Strategies Momentum Strategies and Investors` Sentiment in the Real Estate Investment Companies Listed in Stock Exchange [Volume 6, Issue 3, 2018, Pages 167-188]
  • Multi-Criterion Decision Making (MCDM) The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]

N

  • NCSKEW Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 11-34]
  • Net Turnover Capital Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • Neural Network The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]
  • Noise Traders Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]

O

  • Offensive shares The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]
  • Open interest Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]
  • Operational Risk Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]
  • Opportunity cost Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]

P

  • Panel Data Corporate Social Responsibility and Market Value of Corporate Cash Holdings [Volume 6, Issue 1, 2018, Pages 163-183]
  • Partial Wavelet Coherency The Time-Scale Interactions between Stock Price and Exchange Rate Volatility in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 168-191]
  • Peer Company The Effect of Mimetic Behavior of Peer Companies on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 143-162]
  • Personal Banking Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]
  • Portfolio A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Power of supervision Decision-Making Autonomy of Managers and Financial Performance [Volume 6, Issue 4, 2018, Pages 177-200]
  • PPP Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]
  • Predict Stock Prices The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]
  • Probit The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Profitability The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]

R

  • Real Earning Management Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]
  • Real Estate Investment Companies Momentum Strategies and Investors` Sentiment in the Real Estate Investment Companies Listed in Stock Exchange [Volume 6, Issue 3, 2018, Pages 167-188]
  • Retail Investor Industry Based Style Investing and Herding Behaviour in Industry Level and Momentum Strategy Among Retail Investors [Volume 6, Issue 2, 2018, Pages 35-59]
  • Return The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]
  • Risk assessment The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]
  • Risk Aversion An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Risk rating The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]
  • ROA Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • ROE Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]

S

  • Simulation An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Social responsibility Corporate Social Responsibility and Market Value of Corporate Cash Holdings [Volume 6, Issue 1, 2018, Pages 163-183]
  • Speed of Adjustment Capital Structure The Effect of Corporate Asset Restructuring Sensitivity on The Target Leverage of Companies listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 115-142]
  • Stochastic Process An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Stock Market An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Stock Price The Time-Scale Interactions between Stock Price and Exchange Rate Volatility in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 168-191]
  • Stock price crash risk The Relationship between the Managerial Overconfidence and Stock Price Crash Risk in Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 192-217]
  • Style Investing Industry Based Style Investing and Herding Behaviour in Industry Level and Momentum Strategy Among Retail Investors [Volume 6, Issue 2, 2018, Pages 35-59]
  • Systemic risk A Framework for Measuring and Predicting Systemic Risk with the Marginal Expected Shortfall Approach (MES) in Iran Capital Market [Volume 6, Issue 3, 2018, Pages 1-29]

T

  • Target Leverage Ratios The Effect of Corporate Asset Restructuring Sensitivity on The Target Leverage of Companies listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 115-142]
  • Tax avoidance Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 11-34]
  • Technical indicatiors The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Tehran Stock Exchange Structural Equation Approach in Three-Level Analysis of Financial Distress in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 189-215]
  • Tehran Stock Exchange The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Tehran Stock Exchange TSE The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]
  • The book to market ratio decomposition The Relationship between Components of the Book to Market Ratio and Stock Returns [Volume 6, Issue 4, 2018, Pages 29-60]
  • The Trading Behavior of Investors The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 140-167]
  • Transaction costs Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]

V

  • Value at Risk Multiple-Step-Ahead Forecasting of Value at Risk Based on Holt-Winters Exponential Smoothing Multiplicative Method [Volume 6, Issue 1, 2018, Pages 93-114]
  • Volume trading Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]

W

  • Wavelet The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]
  • Wavelet Correlation The Time-Scale Interactions between Stock Price and Exchange Rate Volatility in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 168-191]
  • Words Word – Based Measures and Conventional Measures of Fraud in Financial Reporting: Evidence from an Exploratory Study [Volume 6, Issue 1, 2018, Pages 73-92]
  • Working Capital Management The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]