Keyword Index

A

  • Added (EVA) The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • Added (MVA) The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • ARFIMA Evaluation of Long Memory in the Volatility of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 67-82]
  • Asset turnover ratio and Qtubin ratio The relation study of voluntary disclosure level and agency costs of listed companies of Tehran Stock Exchange [Volume 3, Issue 1, 2015, Pages 41-54]

B

  • BEKK approach in GARCH models Effects of fiscal policies on asset prices and its uncertainty in Iran [Volume 3, Issue 1, 2015, Pages 107-130]
  • Board Independence The Role some of Corporate Governance Mechanisms in Reducing the Risk of Share Price crash in Accepted Companies in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 31-50]
  • Board Size The effect of corporate governance mechanisms on the relationship between institutional investors and inventory management [Volume 3, Issue 1, 2015, Pages 75-90]

C

  • Capital market Simulating the effect of financial leverage model on company value via system dynamics approach (Case study: National Iranian copper industries company) [Volume 3, Issue 3, 2015, Pages 83-104]
  • Capital Structure The Effect of Capital Structure on Profit Efficiency of Companies Listed in Automotive and Parts Manufacturing Industry of Tehran Stock Exchange [Volume 3, Issue 1, 2015, Pages 91-106]
  • Capital Structure Simulating the effect of financial leverage model on company value via system dynamics approach (Case study: National Iranian copper industries company) [Volume 3, Issue 3, 2015, Pages 83-104]
  • Cash Conversion Cycle The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • Cash flow Dynamic Simultaneous Modeling for Corporate Financial Decisions Behavior Under Uncertainty in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 99-120]
  • Cash Flows The Investigation Effect of Investments (including cash and non-cash) in Explaining Future Performance of the Listed Companies in Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 1-20]
  • Corporate governance The Role some of Corporate Governance Mechanisms in Reducing the Risk of Share Price crash in Accepted Companies in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 31-50]
  • Corporate performance The Investigation Effect of Investments (including cash and non-cash) in Explaining Future Performance of the Listed Companies in Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 1-20]
  • Cross-Sectional Return of Stock An Anatomic Study of the Relationship between Stock Return and Idiosyncratic Volatility Evidences from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 37-48]

D

  • Data envelopment analysis and panel data The Effect of Capital Structure on Profit Efficiency of Companies Listed in Automotive and Parts Manufacturing Industry of Tehran Stock Exchange [Volume 3, Issue 1, 2015, Pages 91-106]
  • De Forecasting Stock Index with Neural Network and Wavelet Transform [Volume 3, Issue 1, 2015, Pages 55-74]
  • De-noising Forecasting Stock Index with Neural Network and Wavelet Transform [Volume 3, Issue 1, 2015, Pages 55-74]
  • Dividend Dynamic Simultaneous Modeling for Corporate Financial Decisions Behavior Under Uncertainty in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 99-120]

E

  • Economic Value The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • Economic Value-Added (EVA) The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • Equity returns A relation of the distress risk and equity returns puzzle- Empirical evidence from the Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 33-54]
  • Exchange rate Effects of fiscal policies on asset prices and its uncertainty in Iran [Volume 3, Issue 1, 2015, Pages 107-130]
  • Expected Idiosyncratic Volatility An Anatomic Study of the Relationship between Stock Return and Idiosyncratic Volatility Evidences from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 37-48]

F

  • Fama and French three Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 69-78]
  • Fama and French three-factor Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 69-78]
  • FIGARCH Evaluation of Long Memory in the Volatility of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 67-82]
  • Financial Distress A relation of the distress risk and equity returns puzzle- Empirical evidence from the Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 33-54]
  • Financial leverage Simulating the effect of financial leverage model on company value via system dynamics approach (Case study: National Iranian copper industries company) [Volume 3, Issue 3, 2015, Pages 83-104]
  • Financing The Financing Decisions and Managerial Market Timing Evidence from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 21-36]
  • Firm Growth Investigating the Non-Linear Relationship between Growth and Profitability of the Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 51-66]
  • Firm profitability Investigating the Non-Linear Relationship between Growth and Profitability of the Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 51-66]
  • Future cash flows The Comparative of Accruals Ability and Cash Flows Based on Original Figures Versus Revised Figures For Predicting Future Cash Flows [Volume 3, Issue 3, 2015, Pages 105-116]

G

  • GARCH Evaluation of Long Memory in the Volatility of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 67-82]
  • Grounded Theory Evaluation of Investment Decision Using System Dynamics and Real Options [Volume 3, Issue 1, 2015, Pages 1-22]

H

  • Housing Prices Effects of fiscal policies on asset prices and its uncertainty in Iran [Volume 3, Issue 1, 2015, Pages 107-130]

I

  • Idiosyncratic Volatility An Anatomic Study of the Relationship between Stock Return and Idiosyncratic Volatility Evidences from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 37-48]
  • Idiosyncratic Volatility The Impact of Stock Price Synchronicity and Stock Return Volatilities on the Stock Liquidity for Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 85-98]
  • Industry Ranking Of Selected Industries Of Tehran Stock Exchange Based On Fundamental Factors In Industry Using Data Envelopment Analysis [Volume 3, Issue 2, 2015, Pages 55-68]
  • Institutional Investors The effect of corporate governance mechanisms on the relationship between institutional investors and inventory management [Volume 3, Issue 1, 2015, Pages 75-90]
  • Intrinsic Company Value Simulating the effect of financial leverage model on company value via system dynamics approach (Case study: National Iranian copper industries company) [Volume 3, Issue 3, 2015, Pages 83-104]
  • Inventory Management The effect of corporate governance mechanisms on the relationship between institutional investors and inventory management [Volume 3, Issue 1, 2015, Pages 75-90]
  • Investment The Investigation Effect of Investments (including cash and non-cash) in Explaining Future Performance of the Listed Companies in Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 1-20]
  • Investment Dynamic Simultaneous Modeling for Corporate Financial Decisions Behavior Under Uncertainty in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 99-120]
  • Investment Decision Evaluation of Investment Decision Using System Dynamics and Real Options [Volume 3, Issue 1, 2015, Pages 1-22]
  • Investor’s Preferences Behavioral Preferences of Investors in Reaction to the Fundamental Variables Based on Sochastic Dominance [Volume 3, Issue 1, 2015, Pages 23-40]

K

  • Kalman filter Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 69-78]
  • Kansy analysis The use of hybrid model Kansei-SOM in risk management and stock assessment [Volume 3, Issue 4, 2015, Pages 1-14]
  • Keys: Stock assessment The use of hybrid model Kansei-SOM in risk management and stock assessment [Volume 3, Issue 4, 2015, Pages 1-14]

L

  • Long Memory Evaluation of Long Memory in the Volatility of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 67-82]

M

  • Main accruals The Comparative of Accruals Ability and Cash Flows Based on Original Figures Versus Revised Figures For Predicting Future Cash Flows [Volume 3, Issue 3, 2015, Pages 105-116]
  • Main cash flows The Comparative of Accruals Ability and Cash Flows Based on Original Figures Versus Revised Figures For Predicting Future Cash Flows [Volume 3, Issue 3, 2015, Pages 105-116]
  • Management The Financing Decisions and Managerial Market Timing Evidence from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 21-36]
  • Market Timing hypothesis The Financing Decisions and Managerial Market Timing Evidence from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 21-36]
  • Market Value The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • Market Value-Added (MVA) The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]
  • Momentum Behavioral Preferences of Investors in Reaction to the Fundamental Variables Based on Sochastic Dominance [Volume 3, Issue 1, 2015, Pages 23-40]
  • Mutual fund Effect of Some factors and Specifications in Mutual Funds on the Return of Them [Volume 3, Issue 2, 2015, Pages 79-96]
  • Mutual fund Performance Evaluation of Mutual Funds by Stochastic Dominance Criteria and comparing with Sharp Ratio and Sortino Ratio [Volume 3, Issue 4, 2015, Pages 67-84]
  • Mutual funds Optimizing Diversification of Equities in Sector Funds Portfollio [Volume 3, Issue 2, 2015, Pages 1-14]

N

  • Neural Network Forecasting Stock Index with Neural Network and Wavelet Transform [Volume 3, Issue 1, 2015, Pages 55-74]

O

  • Operating expenses to sale ratio The relation study of voluntary disclosure level and agency costs of listed companies of Tehran Stock Exchange [Volume 3, Issue 1, 2015, Pages 41-54]

P

  • Performance Evaluation Performance Evaluation of Mutual Funds by Stochastic Dominance Criteria and comparing with Sharp Ratio and Sortino Ratio [Volume 3, Issue 4, 2015, Pages 67-84]
  • Profit efficiency The Effect of Capital Structure on Profit Efficiency of Companies Listed in Automotive and Parts Manufacturing Industry of Tehran Stock Exchange [Volume 3, Issue 1, 2015, Pages 91-106]

Q

  • Q Tobin index The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]

R

  • Rank of the broker Effect of Some factors and Specifications in Mutual Funds on the Return of Them [Volume 3, Issue 2, 2015, Pages 79-96]
  • Real earnings management The Effect of Over-valuation Stock Price on Real Earnings Management in Listed Companies of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 49-66]
  • Restated accruals The Comparative of Accruals Ability and Cash Flows Based on Original Figures Versus Revised Figures For Predicting Future Cash Flows [Volume 3, Issue 3, 2015, Pages 105-116]
  • Restated cash flows The Comparative of Accruals Ability and Cash Flows Based on Original Figures Versus Revised Figures For Predicting Future Cash Flows [Volume 3, Issue 3, 2015, Pages 105-116]
  • Risk Management The use of hybrid model Kansei-SOM in risk management and stock assessment [Volume 3, Issue 4, 2015, Pages 1-14]
  • Risk share price crash The Role some of Corporate Governance Mechanisms in Reducing the Risk of Share Price crash in Accepted Companies in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 31-50]

S

  • Sectional Return of Stock An Anatomic Study of the Relationship between Stock Return and Idiosyncratic Volatility Evidences from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 37-48]
  • Sector Fund Optimizing Diversification of Equities in Sector Funds Portfollio [Volume 3, Issue 2, 2015, Pages 1-14]
  • Sharpe ratio Performance Evaluation of Mutual Funds by Stochastic Dominance Criteria and comparing with Sharp Ratio and Sortino Ratio [Volume 3, Issue 4, 2015, Pages 67-84]
  • Sortino ratio Performance Evaluation of Mutual Funds by Stochastic Dominance Criteria and comparing with Sharp Ratio and Sortino Ratio [Volume 3, Issue 4, 2015, Pages 67-84]
  • State Space Model Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 69-78]
  • Stochastic Dominance Behavioral Preferences of Investors in Reaction to the Fundamental Variables Based on Sochastic Dominance [Volume 3, Issue 1, 2015, Pages 23-40]
  • Stochastic dominance criteria Performance Evaluation of Mutual Funds by Stochastic Dominance Criteria and comparing with Sharp Ratio and Sortino Ratio [Volume 3, Issue 4, 2015, Pages 67-84]
  • Stock issue Dynamic Simultaneous Modeling for Corporate Financial Decisions Behavior Under Uncertainty in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 99-120]
  • Stock Liquidity The Impact of Stock Price Synchronicity and Stock Return Volatilities on the Stock Liquidity for Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 85-98]
  • Stock market Evaluation of Long Memory in the Volatility of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 67-82]
  • Stock market price Evaluation of oil price shocks on stock market price [Volume 3, Issue 2, 2015, Pages 15-32]
  • Stock Prices Effects of fiscal policies on asset prices and its uncertainty in Iran [Volume 3, Issue 1, 2015, Pages 107-130]
  • Stock price synchronicity The Impact of Stock Price Synchronicity and Stock Return Volatilities on the Stock Liquidity for Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 85-98]
  • Stock Returns investigate investors confidence from rate of stability of accruals component in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 15-30]
  • SVAR model Evaluation of oil price shocks on stock market price [Volume 3, Issue 2, 2015, Pages 15-32]
  • Systematic volatility The Impact of Stock Price Synchronicity and Stock Return Volatilities on the Stock Liquidity for Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 85-98]
  • System Dynamics Simulating the effect of financial leverage model on company value via system dynamics approach (Case study: National Iranian copper industries company) [Volume 3, Issue 3, 2015, Pages 83-104]

T

  • Technical Analysis Ranking Of Selected Industries Of Tehran Stock Exchange Based On Fundamental Factors In Industry Using Data Envelopment Analysis [Volume 3, Issue 2, 2015, Pages 55-68]
  • Tehran Stock Exchange Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 69-78]
  • Tehran Stock Exchange Investigating the Non-Linear Relationship between Growth and Profitability of the Companies Listed in Tehran Stock Exchange [Volume 3, Issue 4, 2015, Pages 51-66]
  • Threshold Forecasting Stock Index with Neural Network and Wavelet Transform [Volume 3, Issue 1, 2015, Pages 55-74]

U

  • Unexpected Idiosyncratic Volatility An Anatomic Study of the Relationship between Stock Return and Idiosyncratic Volatility Evidences from Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 37-48]

V

  • Volatility Evaluation of Long Memory in the Volatility of Tehran Stock Exchange [Volume 3, Issue 3, 2015, Pages 67-82]
  • Voluntary disclosure level The relation study of voluntary disclosure level and agency costs of listed companies of Tehran Stock Exchange [Volume 3, Issue 1, 2015, Pages 41-54]

W

  • Working capital management The relationship between working capital management and criterions for value-based performance of the companies listed in Tehran Stock Exchange [Volume 3, Issue 2, 2015, Pages 97-114]