Keyword Index

A

  • Accruals Anomaly Examining the Performance of Accruals Trading Strategy [Volume 8, Issue 3, 2020, Pages 21-41]
  • Accumulated abnormal return The Deviation from Optimal Leverage and Abnormal Returns [Volume 8, Issue 4, 2020, Pages 135-156]
  • Adverse selection hypothesis Blockholders Ownership and Liquidity: Panel Smooth Transition Regression Model [Volume 8, Issue 3, 2020, Pages 63-86]
  • AHP model Group AHP in Ranking Intangible Assets: Study of Chemical Industry [Volume 8, Issue 1, 2020, Pages 107-116]
  • Anomalies The Evaluation of the Managed Momentum Strategy in the Listed Companies on Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 23-50]
  • ARDL The Investigation of the Long-Run and Short-Run Effects of Macroeconomic Variables on Companies Capital Cost [Volume 8, Issue 3, 2020, Pages 119-146]

B

  • Bad News Effect of Corporate Performance on the Future Stock Price Crash Risk [Volume 8, Issue 3, 2020, Pages 43-62]
  • Bank Exchange Rate Threshold Affecting Financial Stability of Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-22]
  • Banking Resource Allocation Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique) [Volume 8, Issue 2, 2020, Pages 23-40]
  • Banking System Estimation of Systemic Risk of Iranian Banking System Using MES and CoVaR Measures [Volume 8, Issue 4, 2020, Pages 235-256]
  • Bank Size Survey the Relationship between Bank Size and Capital with Systemic Risk in Banks Accepted in the Stock Exchange [Volume 8, Issue 1, 2020, Pages 163-176]
  • Basel Committee Investigating the Effect of Capital and Liquidity Measures on the Probability of Financial Distress in Banks [Volume 8, Issue 3, 2020, Pages 147-174]
  • Binary ACO Hybrid Model Binary ant ColonyAlgorithm and Support Vector Machine (BACO-SVM) for Feature Selection and Classification of Bank Customers with Case Study [Volume 8, Issue 2, 2020, Pages 71-92]
  • Blockholders ownership Blockholders Ownership and Liquidity: Panel Smooth Transition Regression Model [Volume 8, Issue 3, 2020, Pages 63-86]
  • Board's Characteristics Effect of Board's Characteristics on Earnings Informativeness by Considering the Moderating Role of Investor Sentiment [Volume 8, Issue 3, 2020, Pages 87-118]
  • Bounds Test The Investigation of the Long-Run and Short-Run Effects of Macroeconomic Variables on Companies Capital Cost [Volume 8, Issue 3, 2020, Pages 119-146]
  • Brand Value Group AHP in Ranking Intangible Assets: Study of Chemical Industry [Volume 8, Issue 1, 2020, Pages 107-116]
  • Brinnston Model Selection of Briston-Based Multi-Purpose Performance: A Case Study of the Shared Funds of the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 175-200]

C

  • Capital Survey the Relationship between Bank Size and Capital with Systemic Risk in Banks Accepted in the Stock Exchange [Volume 8, Issue 1, 2020, Pages 163-176]
  • Capital The Investigation of the Long-Run and Short-Run Effects of Macroeconomic Variables on Companies Capital Cost [Volume 8, Issue 3, 2020, Pages 119-146]
  • Capital Asset Pricing Model Financial Asset Pricing Using Price Bubble Risk [Volume 8, Issue 3, 2020, Pages 201-232]
  • Capital Budgeting A Model for Identify Uncertainty and increase Flexibility in Capital Budgeting Decisions via Real Option Approach Case Study: A photovoltaic Plant in the South of Isfahan [Volume 8, Issue 4, 2020, Pages 157-186]
  • Capital Structure Relationship Between Corporate Characteristics and Systematic Risk in Tehran Stock Exchange:Using the Fama and French three-factor model [Volume 8, Issue 2, 2020, Pages 177-196]
  • CAPM Investigating the Reverse Hypothesis of Long-run Return Trends in Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 41-60]
  • CEO's Tenure Investigating the Relationship between CEO's Tenure and Lack of Transparency in Company Information [Volume 8, Issue 1, 2020, Pages 87-106]
  • Change in Conditional Value at Risk (ΔCoVaR) Estimation of Systemic Risk of Iranian Banking System Using MES and CoVaR Measures [Volume 8, Issue 4, 2020, Pages 235-256]
  • Chemical Industry Group AHP in Ranking Intangible Assets: Study of Chemical Industry [Volume 8, Issue 1, 2020, Pages 107-116]
  • Conscientiousness The role of information sources on the association between investor personality characteristics and trading behavior in Tehran Securities Exchange [Volume 8, Issue 4, 2020, Pages 51-82]
  • Corporate Performance Effect of Corporate Performance on the Future Stock Price Crash Risk [Volume 8, Issue 3, 2020, Pages 43-62]
  • Cost Behavior Fundamental Analysis of Cost Behavior by Function and Nature and Its Impacts on Earnings Forecast Accuracy [Volume 8, Issue 4, 2020, Pages 83-110]
  • Cost elements Fundamental Analysis of Cost Behavior by Function and Nature and Its Impacts on Earnings Forecast Accuracy [Volume 8, Issue 4, 2020, Pages 83-110]
  • Cost of Capital Efficiency Evaluation of Fireflies Optimization Algorithms And vector support regression Forecast Cost of Capital [Volume 8, Issue 2, 2020, Pages 111-133]
  • Cost of Capital The Investigation of the Long-Run and Short-Run Effects of Macroeconomic Variables on Companies Capital Cost [Volume 8, Issue 3, 2020, Pages 119-146]
  • Cost signal Fundamental Analysis of Cost Behavior by Function and Nature and Its Impacts on Earnings Forecast Accuracy [Volume 8, Issue 4, 2020, Pages 83-110]
  • Cost Stickiness Fundamental Analysis of Cost Behavior by Function and Nature and Its Impacts on Earnings Forecast Accuracy [Volume 8, Issue 4, 2020, Pages 83-110]
  • CoVaR Survey the Relationship between Bank Size and Capital with Systemic Risk in Banks Accepted in the Stock Exchange [Volume 8, Issue 1, 2020, Pages 163-176]
  • Credit Rating Hybrid Model Binary ant ColonyAlgorithm and Support Vector Machine (BACO-SVM) for Feature Selection and Classification of Bank Customers with Case Study [Volume 8, Issue 2, 2020, Pages 71-92]
  • Credit Risk Hybrid Model Binary ant ColonyAlgorithm and Support Vector Machine (BACO-SVM) for Feature Selection and Classification of Bank Customers with Case Study [Volume 8, Issue 2, 2020, Pages 71-92]

D

E

  • Earnings Informativeness Effect of Board's Characteristics on Earnings Informativeness by Considering the Moderating Role of Investor Sentiment [Volume 8, Issue 3, 2020, Pages 87-118]
  • Earnings per Share Fundamental Analysis of Cost Behavior by Function and Nature and Its Impacts on Earnings Forecast Accuracy [Volume 8, Issue 4, 2020, Pages 83-110]
  • Efficient market hypothesis Examining the Performance of Accruals Trading Strategy [Volume 8, Issue 3, 2020, Pages 21-41]
  • Extraversion The role of information sources on the association between investor personality characteristics and trading behavior in Tehran Securities Exchange [Volume 8, Issue 4, 2020, Pages 51-82]

F

  • Feature Selection Hybrid Model Binary ant ColonyAlgorithm and Support Vector Machine (BACO-SVM) for Feature Selection and Classification of Bank Customers with Case Study [Volume 8, Issue 2, 2020, Pages 71-92]
  • Financial advice The role of information sources on the association between investor personality characteristics and trading behavior in Tehran Securities Exchange [Volume 8, Issue 4, 2020, Pages 51-82]
  • Financial Constraintss Investigating the effect of sensitivity of cash flows of investment thirst on companies listed in Tehran stock exchange [Volume 8, Issue 4, 2020, Pages 187-212]
  • Financial Development The Effect of Stock Market`s Development on Upper and Lower Income Deciles [Volume 8, Issue 1, 2020, Pages 117-142]
  • Financial Distress in Banks Investigating the Effect of Capital and Liquidity Measures on the Probability of Financial Distress in Banks [Volume 8, Issue 3, 2020, Pages 147-174]
  • Financial instruments Entrepreneurship Finance Conceptual Framework in Iran [Volume 8, Issue 1, 2020, Pages 1-20]
  • Financial Stability Exchange Rate Threshold Affecting Financial Stability of Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-22]
  • Financial Stability Government Debt to Commercial Banks and Financial Fragility [Volume 8, Issue 4, 2020, Pages 213-234]
  • Firefly Algorithm Efficiency Evaluation of Fireflies Optimization Algorithms And vector support regression Forecast Cost of Capital [Volume 8, Issue 2, 2020, Pages 111-133]
  • Fuzzy Logic A Model for Identify Uncertainty and increase Flexibility in Capital Budgeting Decisions via Real Option Approach Case Study: A photovoltaic Plant in the South of Isfahan [Volume 8, Issue 4, 2020, Pages 157-186]

H

  • Hedge Portfolio Examining the Performance of Accruals Trading Strategy [Volume 8, Issue 3, 2020, Pages 21-41]

I

  • Idiosyncratic Risk The Relationship Between Investor Sentiment and Idiosyncratic Risk with Stock Mispricing: Evidence from Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 65-85]
  • Income Inequality The Effect of Stock Market`s Development on Upper and Lower Income Deciles [Volume 8, Issue 1, 2020, Pages 117-142]
  • Indicator Exchange Rate Threshold Affecting Financial Stability of Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-22]
  • Industry Herding Effectiveness of Momentum based on Industry Herding : Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 157-175]
  • Interest Rate Exchange Rate Threshold Affecting Financial Stability of Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-22]
  • Internal Control Weakness Investigating the Effectiveness of Tournament incentive on Relationship between CEO Behavioral Bias with Internal Control Weakness in Companies listed in the Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 135-155]
  • Investment cash flow sensitivity Investigating the effect of sensitivity of cash flows of investment thirst on companies listed in Tehran stock exchange [Volume 8, Issue 4, 2020, Pages 187-212]
  • Investment Efficiency Investigating the Effect of Managerial Ability on Tax Avoidance and Investment Efficiency Relationship [Volume 8, Issue 4, 2020, Pages 111-134]
  • Investment Efficiency:Financial Constraint The Value of Financial Flexibility, Investment Efficiency and Adjustment Speed of Working Capital [Volume 8, Issue 1, 2020, Pages 177-196]
  • Investment Risk Empirical Evidence of The Role of Management Optimism on Stock Returns [Volume 8, Issue 1, 2020, Pages 143-162]
  • Investment thirst Investigating the effect of sensitivity of cash flows of investment thirst on companies listed in Tehran stock exchange [Volume 8, Issue 4, 2020, Pages 187-212]
  • Investor Sentiment The Relationship Between Investor Sentiment and Idiosyncratic Risk with Stock Mispricing: Evidence from Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 65-85]
  • Investor Sentiment Effect of Board's Characteristics on Earnings Informativeness by Considering the Moderating Role of Investor Sentiment [Volume 8, Issue 3, 2020, Pages 87-118]

L

  • Liquidity Dividend Policies under Liquidity Uncertainty Conditions with Real Options [Volume 8, Issue 3, 2020, Pages 1-20]
  • Liquidity Blockholders Ownership and Liquidity: Panel Smooth Transition Regression Model [Volume 8, Issue 3, 2020, Pages 63-86]
  • Liquidity Needs Liquidity Risk Loss Estimation in Commercial Banks Using Stochastic Process Approach [Volume 8, Issue 2, 2020, Pages 1-22]
  • Liquidity Risk Liquidity Risk Loss Estimation in Commercial Banks Using Stochastic Process Approach [Volume 8, Issue 2, 2020, Pages 1-22]
  • Long-Run Reversal Effect Investigating the Reverse Hypothesis of Long-run Return Trends in Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 41-60]
  • Loser Portfolio Investigating the Reverse Hypothesis of Long-run Return Trends in Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 41-60]
  • Loser Stock Effectiveness of Momentum based on Industry Herding : Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 157-175]

M

  • Macroeconomic Variables The Investigation of the Long-Run and Short-Run Effects of Macroeconomic Variables on Companies Capital Cost [Volume 8, Issue 3, 2020, Pages 119-146]
  • Managerial Myopic Investigating the Effectiveness of Tournament incentive on Relationship between CEO Behavioral Bias with Internal Control Weakness in Companies listed in the Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 135-155]
  • Marginal Expected Shortfall(MES) Estimation of Systemic Risk of Iranian Banking System Using MES and CoVaR Measures [Volume 8, Issue 4, 2020, Pages 235-256]
  • Market timing theory The Deviation from Optimal Leverage and Abnormal Returns [Volume 8, Issue 4, 2020, Pages 135-156]
  • Momentum Effectiveness of Momentum based on Industry Herding : Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 157-175]
  • Momentum Crashes The Evaluation of the Managed Momentum Strategy in the Listed Companies on Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 23-50]
  • Momentum Strategy The Evaluation of the Managed Momentum Strategy in the Listed Companies on Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 23-50]
  • Multifactor Asset Pricing Model Investigating the Reverse Hypothesis of Long-run Return Trends in Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 41-60]
  • Mutual fund Explaining Factors Affecting the Issue and Redemption of Mutual Fund Units: Comparison of the Behavior of Stock Funds and Fixed-income Funds [Volume 8, Issue 2, 2020, Pages 61-70]

N

  • Neuroticisms The role of information sources on the association between investor personality characteristics and trading behavior in Tehran Securities Exchange [Volume 8, Issue 4, 2020, Pages 51-82]
  • Non-Performing Loans Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique) [Volume 8, Issue 2, 2020, Pages 23-40]

O

  • Overconfidence CEO Investigating the Effectiveness of Tournament incentive on Relationship between CEO Behavioral Bias with Internal Control Weakness in Companies listed in the Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 135-155]
  • Overconfidence Management Empirical Evidence of The Role of Management Optimism on Stock Returns [Volume 8, Issue 1, 2020, Pages 143-162]
  • Overinvestment Investigating the effect of sensitivity of cash flows of investment thirst on companies listed in Tehran stock exchange [Volume 8, Issue 4, 2020, Pages 187-212]

P

  • Panel Data The Effect of Stock Market`s Development on Upper and Lower Income Deciles [Volume 8, Issue 1, 2020, Pages 117-142]
  • Panel smooth transition regression model and Transaction cost theory Blockholders Ownership and Liquidity: Panel Smooth Transition Regression Model [Volume 8, Issue 3, 2020, Pages 63-86]
  • Percent Accruals Strategy Examining the Performance of Accruals Trading Strategy [Volume 8, Issue 3, 2020, Pages 21-41]
  • Prediction Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network [Volume 8, Issue 1, 2020, Pages 39-64]
  • Price difference in stock trading Investigating the Relationship between CEO's Tenure and Lack of Transparency in Company Information [Volume 8, Issue 1, 2020, Pages 87-106]

R

  • R&D Expenditure Investigating the Relationship between Research and Development Expenditures and Capital Budgeting Methods in Advanced Technology Industries [Volume 8, Issue 3, 2020, Pages 232-252]
  • Real Option A Model for Identify Uncertainty and increase Flexibility in Capital Budgeting Decisions via Real Option Approach Case Study: A photovoltaic Plant in the South of Isfahan [Volume 8, Issue 4, 2020, Pages 157-186]
  • Risk-Managed Momentum The Evaluation of the Managed Momentum Strategy in the Listed Companies on Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 23-50]
  • Risk management Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique) [Volume 8, Issue 2, 2020, Pages 23-40]
  • Risk of bubble price Financial Asset Pricing Using Price Bubble Risk [Volume 8, Issue 3, 2020, Pages 201-232]

S

  • Sequential Unconstrained Optimization Technique Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique) [Volume 8, Issue 2, 2020, Pages 23-40]
  • Signalling Theory The Deviation from Optimal Leverage and Abnormal Returns [Volume 8, Issue 4, 2020, Pages 135-156]
  • Soft budget constraint Investigating the effect of sensitivity of cash flows of investment thirst on companies listed in Tehran stock exchange [Volume 8, Issue 4, 2020, Pages 187-212]
  • Stochastic Process Liquidity Risk Loss Estimation in Commercial Banks Using Stochastic Process Approach [Volume 8, Issue 2, 2020, Pages 1-22]
  • Stock Market The Effect of Stock Market`s Development on Upper and Lower Income Deciles [Volume 8, Issue 1, 2020, Pages 117-142]
  • Stock Market Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network [Volume 8, Issue 1, 2020, Pages 39-64]
  • Stock price crash risk Effect of Corporate Performance on the Future Stock Price Crash Risk [Volume 8, Issue 3, 2020, Pages 43-62]
  • Stock Return Empirical Evidence of The Role of Management Optimism on Stock Returns [Volume 8, Issue 1, 2020, Pages 143-162]
  • Support Vector Machine Hybrid Model Binary ant ColonyAlgorithm and Support Vector Machine (BACO-SVM) for Feature Selection and Classification of Bank Customers with Case Study [Volume 8, Issue 2, 2020, Pages 71-92]
  • Systematic Risk Relationship Between Corporate Characteristics and Systematic Risk in Tehran Stock Exchange:Using the Fama and French three-factor model [Volume 8, Issue 2, 2020, Pages 177-196]
  • Systematic Risk Investigation of the impact of equity duration on total and systematic risk [Volume 8, Issue 2, 2020, Pages 93-109]
  • Systemic risk Survey the Relationship between Bank Size and Capital with Systemic Risk in Banks Accepted in the Stock Exchange [Volume 8, Issue 1, 2020, Pages 163-176]
  • System risk Estimation of Systemic Risk of Iranian Banking System Using MES and CoVaR Measures [Volume 8, Issue 4, 2020, Pages 235-256]

T

  • Tax avoidance Investigating the Effect of Managerial Ability on Tax Avoidance and Investment Efficiency Relationship [Volume 8, Issue 4, 2020, Pages 111-134]
  • Tehran Stock Exchange The Relationship Between Investor Sentiment and Idiosyncratic Risk with Stock Mispricing: Evidence from Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 65-85]
  • The Value of Financial Flexibility The Value of Financial Flexibility, Investment Efficiency and Adjustment Speed of Working Capital [Volume 8, Issue 1, 2020, Pages 177-196]
  • Threshold Exchange Rate Threshold Affecting Financial Stability of Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-22]
  • Total Criteria Method Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk management (Total Criteria Approach and Sequential Unconstrained Optimization Technique) [Volume 8, Issue 2, 2020, Pages 23-40]
  • Tournament incentive Investigating the Effectiveness of Tournament incentive on Relationship between CEO Behavioral Bias with Internal Control Weakness in Companies listed in the Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 135-155]
  • Trade off theory The Deviation from Optimal Leverage and Abnormal Returns [Volume 8, Issue 4, 2020, Pages 135-156]
  • Trading Volume Investigating the Relationship between CEO's Tenure and Lack of Transparency in Company Information [Volume 8, Issue 1, 2020, Pages 87-106]
  • Traditional Accruals Strategy Examining the Performance of Accruals Trading Strategy [Volume 8, Issue 3, 2020, Pages 21-41]

U

  • Uncertainty Dividend Policies under Liquidity Uncertainty Conditions with Real Options [Volume 8, Issue 3, 2020, Pages 1-20]
  • Uncertainty A Model for Identify Uncertainty and increase Flexibility in Capital Budgeting Decisions via Real Option Approach Case Study: A photovoltaic Plant in the South of Isfahan [Volume 8, Issue 4, 2020, Pages 157-186]

V

  • Value at Risk (VaR) Liquidity Risk Loss Estimation in Commercial Banks Using Stochastic Process Approach [Volume 8, Issue 2, 2020, Pages 1-22]
  • Value at Risk (VaR) Estimation of Systemic Risk of Iranian Banking System Using MES and CoVaR Measures [Volume 8, Issue 4, 2020, Pages 235-256]
  • Vector Machine Regression Efficiency Evaluation of Fireflies Optimization Algorithms And vector support regression Forecast Cost of Capital [Volume 8, Issue 2, 2020, Pages 111-133]

W

  • Winner Portfolio Investigating the Reverse Hypothesis of Long-run Return Trends in Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 41-60]
  • Winner Stock Effectiveness of Momentum based on Industry Herding : Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 157-175]