Keyword Index

A

  • Accounting Error The Relationship between Accounting Information Quality and Firm Value with an Emphasis on controlling operating volatility [Volume 7, Issue 4, 2019, Pages 57-81]
  • Accounting Sustainability Developing a Model for Firms Survival in Iranian Capital Market: Based on the "Puteong" model [Volume 7, Issue 4, 2019, Pages 151-171]
  • Arbitrage Risk Idiosyncratic Volatility pricing by explaining arbitrage risk [Volume 7, Issue 3, 2019, Pages 1-24]
  • Artificial bee colony algorithm (ABC) Forecasting Stock Prices In Tehran Stock Exchange Using Recurrent Neural Network Optimized by Artificial Bee Colony Algorithm [Volume 7, Issue 2, 2019, Pages 195-228]
  • Asset Pricing In Pursuit of the Optimal Combination of Fama-French and Carhart Models for Iranian Capital Market [Volume 7, Issue 1, 2019, Pages 41-70]
  • Automated Portfolio Management Automatic Portfolio Rebalancing System Design Using Volatility Prediction Models and Technical Analysis Combination [Volume 7, Issue 1, 2019, Pages 145-164]

B

  • Behavioral Finance Investigating the Role of Management Characteristics On Stock Price Crash Risk in Companies Listed on Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 82-102]
  • Bias Investigating the Role of Management Characteristics On Stock Price Crash Risk in Companies Listed on Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 82-102]
  • Black Scholes Valuation of Candidate Projects Financed by Crowdfunding [Volume 7, Issue 2, 2019, Pages 33-59]

C

  • Capital Asset Pricing Investigating the Capital Asset Pricing Model with Intangible Capital: Dynamic Stochastic General Equilibrium Model [Volume 7, Issue 4, 2019, Pages 25-55]
  • Capital Assets A scheme of CAPM models considering distress risk and Firms life cycle [Volume 7, Issue 1, 2019, Pages 95-122]
  • Capital market Simulating the Linguistic Variables Interactions in Capital Market Development Process Using Fuzzy Inference System in a System Dynamic Context [Volume 7, Issue 2, 2019, Pages 229-261]
  • Capital productivity The effect of managers’ overconfidence based on investment and capital expenditure on risk indexes and capital productivity [Volume 7, Issue 4, 2019, Pages 104-124]
  • Carhart model In Pursuit of the Optimal Combination of Fama-French and Carhart Models for Iranian Capital Market [Volume 7, Issue 1, 2019, Pages 41-70]
  • Classification problems Stock portfolio selection by ELECTRE-TRI: Abilities, approaches and sensitivity analysis [Volume 7, Issue 2, 2019, Pages 1-32]
  • Concentration on customer The effect of Concentration on Customer on the Corporate dividend payout policy [Volume 7, Issue 1, 2019, Pages 71-94]
  • Corporate Governance The Role of the Dynamics of Shareholders General Meetings in the Managers Financial and Tax Performance [Volume 7, Issue 3, 2019, Pages 61-82]
  • Corporate Performance The Role of the Dynamics of Shareholders General Meetings in the Managers Financial and Tax Performance [Volume 7, Issue 3, 2019, Pages 61-82]
  • Crowdfunding Valuation of Candidate Projects Financed by Crowdfunding [Volume 7, Issue 2, 2019, Pages 33-59]
  • Crowdfunding Identifying and Analyzing the Components of Financial Succession Succeeding in Social Partnership Projects [Volume 7, Issue 3, 2019, Pages 108-133]

D

  • Data Envelopment Analysis The Role of Stock Price Synchronicity and Stock Price Informativeness on Portfolio Optimization [Volume 7, Issue 3, 2019, Pages 25-60]
  • DEMAEL Modeling Factors Affecting Startups Financing Using DEMATEL Technique [Volume 7, Issue 2, 2019, Pages 61-89]
  • Discounted Cash Flows Method Valuation of Candidate Projects Financed by Crowdfunding [Volume 7, Issue 2, 2019, Pages 33-59]
  • Discretionary accruals The Comparative Investigation of the Relationship between Initial Public Offerings and Earning Management based on Discretionary Accruals [Volume 7, Issue 2, 2019, Pages 91-122]
  • Distress Risk A scheme of CAPM models considering distress risk and Firms life cycle [Volume 7, Issue 1, 2019, Pages 95-122]
  • Dividend payment policy The effect of Concentration on Customer on the Corporate dividend payout policy [Volume 7, Issue 1, 2019, Pages 71-94]
  • Duration Comparision of predictability of fixed incomes risk measures in pricing; Case Study of Debt Securities Accepted in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 175-199]
  • Dynamics of the Assembly Shareholder Meetings The Role of the Dynamics of Shareholders General Meetings in the Managers Financial and Tax Performance [Volume 7, Issue 3, 2019, Pages 61-82]

E

  • ELECTRE-TRI Stock portfolio selection by ELECTRE-TRI: Abilities, approaches and sensitivity analysis [Volume 7, Issue 2, 2019, Pages 1-32]
  • ERM (Enterprise Risk Management) Study on Enterprise Risk Management (ERM) effect on managerial ability in order to increasing investment efficiency [Volume 7, Issue 1, 2019, Pages 1-38]

F

  • Factor Analysis Identifying and Analyzing the Components of Financial Succession Succeeding in Social Partnership Projects [Volume 7, Issue 3, 2019, Pages 108-133]
  • Fama-French model In Pursuit of the Optimal Combination of Fama-French and Carhart Models for Iranian Capital Market [Volume 7, Issue 1, 2019, Pages 41-70]
  • Fama-MacBeth method In Pursuit of the Optimal Combination of Fama-French and Carhart Models for Iranian Capital Market [Volume 7, Issue 1, 2019, Pages 41-70]
  • Family Ownership and Non-Family Ownership Investigating the Effect of Concentrated Ownership in Family and Non-Family Firms on Performance of Companies Listed in Tehran Stock Exchange [Volume 7, Issue 1, 2019, Pages 165-184]
  • FIGARCH Automatic Portfolio Rebalancing System Design Using Volatility Prediction Models and Technical Analysis Combination [Volume 7, Issue 1, 2019, Pages 145-164]
  • Financial and Nonfinancial Data The Role of Stock Price Synchronicity and Stock Price Informativeness on Portfolio Optimization [Volume 7, Issue 3, 2019, Pages 25-60]
  • Financing Modeling Factors Affecting Startups Financing Using DEMATEL Technique [Volume 7, Issue 2, 2019, Pages 61-89]
  • Firm Performance Investigating the Effect of Concentrated Ownership in Family and Non-Family Firms on Performance of Companies Listed in Tehran Stock Exchange [Volume 7, Issue 1, 2019, Pages 165-184]
  • Firm Survival Developing a Model for Firms Survival in Iranian Capital Market: Based on the "Puteong" model [Volume 7, Issue 4, 2019, Pages 151-171]
  • Firm value The Relationship between Accounting Information Quality and Firm Value with an Emphasis on controlling operating volatility [Volume 7, Issue 4, 2019, Pages 57-81]
  • Five-Factor Fama-French Model Idiosyncratic Volatility pricing by explaining arbitrage risk [Volume 7, Issue 3, 2019, Pages 1-24]
  • Fuzzy Delphi Modeling Factors Affecting Startups Financing Using DEMATEL Technique [Volume 7, Issue 2, 2019, Pages 61-89]
  • Fuzzy inference system Simulating the Linguistic Variables Interactions in Capital Market Development Process Using Fuzzy Inference System in a System Dynamic Context [Volume 7, Issue 2, 2019, Pages 229-261]

G

  • Goal Programming Optimization of Ansar bank's Customer Loan portfolio using genetic algorithm (Case study of Ansar Bank) [Volume 7, Issue 4, 2019, Pages 125-150]
  • Google Search Predicting Stock Market Activity: Role of Google Search Engine [Volume 7, Issue 4, 2019, Pages 175-200]

H

  • Herding Behavior Investigating the intensity and weakness of herding behavior with a new method Based on stock market value in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 83-107]

I

  • Idea Modeling Factors Affecting Startups Financing Using DEMATEL Technique [Volume 7, Issue 2, 2019, Pages 61-89]
  • Idiosyncratic Volatility Pricing Idiosyncratic Volatility pricing by explaining arbitrage risk [Volume 7, Issue 3, 2019, Pages 1-24]
  • Informationaly Efficient Market Investigating the intensity and weakness of herding behavior with a new method Based on stock market value in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 83-107]
  • Initial public offerings The Comparative Investigation of the Relationship between Initial Public Offerings and Earning Management based on Discretionary Accruals [Volume 7, Issue 2, 2019, Pages 91-122]
  • Innovation Managerial overconfidence and Research and Development Expenditures [Volume 7, Issue 3, 2019, Pages 157-173]
  • Intangible capital Investigating the Capital Asset Pricing Model with Intangible Capital: Dynamic Stochastic General Equilibrium Model [Volume 7, Issue 4, 2019, Pages 25-55]
  • Investment Efficiency Study on Enterprise Risk Management (ERM) effect on managerial ability in order to increasing investment efficiency [Volume 7, Issue 1, 2019, Pages 1-38]

K

  • Key Success Factors Identifying and Analyzing the Components of Financial Succession Succeeding in Social Partnership Projects [Volume 7, Issue 3, 2019, Pages 108-133]

L

  • Linear Programming Optimization of Ansar bank's Customer Loan portfolio using genetic algorithm (Case study of Ansar Bank) [Volume 7, Issue 4, 2019, Pages 125-150]
  • Linguistic variables Simulating the Linguistic Variables Interactions in Capital Market Development Process Using Fuzzy Inference System in a System Dynamic Context [Volume 7, Issue 2, 2019, Pages 229-261]
  • Loan Portfolio of the Bank's Customers Optimization of Ansar bank's Customer Loan portfolio using genetic algorithm (Case study of Ansar Bank) [Volume 7, Issue 4, 2019, Pages 125-150]
  • Logit model The effect of Concentration on Customer on the Corporate dividend payout policy [Volume 7, Issue 1, 2019, Pages 71-94]

M

  • Major Shareholder Investigating the Effect of Concentrated Ownership in Family and Non-Family Firms on Performance of Companies Listed in Tehran Stock Exchange [Volume 7, Issue 1, 2019, Pages 165-184]
  • Management Characteristics Investigating the Role of Management Characteristics On Stock Price Crash Risk in Companies Listed on Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 82-102]
  • Managerial Overconfidence Managerial overconfidence and Research and Development Expenditures [Volume 7, Issue 3, 2019, Pages 157-173]
  • Market Activity Predicting Stock Market Activity: Role of Google Search Engine [Volume 7, Issue 4, 2019, Pages 175-200]
  • Minimize Loan Risk Optimization of Ansar bank's Customer Loan portfolio using genetic algorithm (Case study of Ansar Bank) [Volume 7, Issue 4, 2019, Pages 125-150]
  • Mixed Integer optimization Enhanced Index Tracking with a Two-Stage Mixed Integer Programing Model and Pattern Search Algorithm [Volume 7, Issue 4, 2019, Pages 1-22]
  • Moving average Automatic Portfolio Rebalancing System Design Using Volatility Prediction Models and Technical Analysis Combination [Volume 7, Issue 1, 2019, Pages 145-164]
  • Multi-attribute Utility Function Sustainable Performance Assessment based on Multi-Attribute Utility Model [Volume 7, Issue 2, 2019, Pages 155-194]
  • Multi-Criteria Decision-Making Stock portfolio selection by ELECTRE-TRI: Abilities, approaches and sensitivity analysis [Volume 7, Issue 2, 2019, Pages 1-32]

O

  • Oil Simulation of the Impact of Oil and Currency Shocks on the Systematic Risk and price returns of Stock: DSGE Approach [Volume 7, Issue 2, 2019, Pages 123-154]
  • Operating Volatility The Relationship between Accounting Information Quality and Firm Value with an Emphasis on controlling operating volatility [Volume 7, Issue 4, 2019, Pages 57-81]
  • Ownership Concentration Investigating the Effect of Concentrated Ownership in Family and Non-Family Firms on Performance of Companies Listed in Tehran Stock Exchange [Volume 7, Issue 1, 2019, Pages 165-184]

P

  • Pattern Search Algorithm Enhanced Index Tracking with a Two-Stage Mixed Integer Programing Model and Pattern Search Algorithm [Volume 7, Issue 4, 2019, Pages 1-22]
  • Performance Sustainable Performance Assessment based on Multi-Attribute Utility Model [Volume 7, Issue 2, 2019, Pages 155-194]
  • Performance Component of Accruals The Relationship between Accounting Information Quality and Firm Value with an Emphasis on controlling operating volatility [Volume 7, Issue 4, 2019, Pages 57-81]
  • PLS Developing a Model for Firms Survival in Iranian Capital Market: Based on the "Puteong" model [Volume 7, Issue 4, 2019, Pages 151-171]
  • Portfolio Optimization The Role of Stock Price Synchronicity and Stock Price Informativeness on Portfolio Optimization [Volume 7, Issue 3, 2019, Pages 25-60]

R

  • Real Option Valuation of Candidate Projects Financed by Crowdfunding [Volume 7, Issue 2, 2019, Pages 33-59]
  • Recursive Neural network (RNN) Forecasting Stock Prices In Tehran Stock Exchange Using Recurrent Neural Network Optimized by Artificial Bee Colony Algorithm [Volume 7, Issue 2, 2019, Pages 195-228]
  • Research and Development Expenditures Managerial overconfidence and Research and Development Expenditures [Volume 7, Issue 3, 2019, Pages 157-173]
  • Return Simulation of the Impact of Oil and Currency Shocks on the Systematic Risk and price returns of Stock: DSGE Approach [Volume 7, Issue 2, 2019, Pages 123-154]
  • Risk Factors In Pursuit of the Optimal Combination of Fama-French and Carhart Models for Iranian Capital Market [Volume 7, Issue 1, 2019, Pages 41-70]

S

  • Search Engine Predicting Stock Market Activity: Role of Google Search Engine [Volume 7, Issue 4, 2019, Pages 175-200]
  • Shareholder Participation The Role of the Dynamics of Shareholders General Meetings in the Managers Financial and Tax Performance [Volume 7, Issue 3, 2019, Pages 61-82]
  • Social Participation Identifying and Analyzing the Components of Financial Succession Succeeding in Social Partnership Projects [Volume 7, Issue 3, 2019, Pages 108-133]
  • Startup Modeling Factors Affecting Startups Financing Using DEMATEL Technique [Volume 7, Issue 2, 2019, Pages 61-89]
  • Startup Valuation Valuation of Candidate Projects Financed by Crowdfunding [Volume 7, Issue 2, 2019, Pages 33-59]
  • Stepwise regression-correlation (SRCS) Forecasting Stock Prices In Tehran Stock Exchange Using Recurrent Neural Network Optimized by Artificial Bee Colony Algorithm [Volume 7, Issue 2, 2019, Pages 195-228]
  • Stock Portfolio selection Stock portfolio selection by ELECTRE-TRI: Abilities, approaches and sensitivity analysis [Volume 7, Issue 2, 2019, Pages 1-32]
  • Stock price crash risk Investigating the Role of Management Characteristics On Stock Price Crash Risk in Companies Listed on Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 82-102]
  • Stock price prediction Forecasting Stock Prices In Tehran Stock Exchange Using Recurrent Neural Network Optimized by Artificial Bee Colony Algorithm [Volume 7, Issue 2, 2019, Pages 195-228]
  • Stock Price Synchronicity The Role of Stock Price Synchronicity and Stock Price Informativeness on Portfolio Optimization [Volume 7, Issue 3, 2019, Pages 25-60]
  • Sustainability Sustainable Performance Assessment based on Multi-Attribute Utility Model [Volume 7, Issue 2, 2019, Pages 155-194]
  • Sustainable Bank Sustainable Performance Assessment based on Multi-Attribute Utility Model [Volume 7, Issue 2, 2019, Pages 155-194]
  • System dynamics Simulating the Linguistic Variables Interactions in Capital Market Development Process Using Fuzzy Inference System in a System Dynamic Context [Volume 7, Issue 2, 2019, Pages 229-261]

T

  • Tax avoidance The Role of the Dynamics of Shareholders General Meetings in the Managers Financial and Tax Performance [Volume 7, Issue 3, 2019, Pages 61-82]
  • Technical analysis Automatic Portfolio Rebalancing System Design Using Volatility Prediction Models and Technical Analysis Combination [Volume 7, Issue 1, 2019, Pages 145-164]
  • The bargaining power Optional trading pricing with a new analytic method for the Black Scholes equation [Volume 7, Issue 3, 2019, Pages 135-155]
  • Trading Volume Predicting Stock Market Activity: Role of Google Search Engine [Volume 7, Issue 4, 2019, Pages 175-200]
  • Two Stage portfolio performance measure Enhanced Index Tracking with a Two-Stage Mixed Integer Programing Model and Pattern Search Algorithm [Volume 7, Issue 4, 2019, Pages 1-22]