Keyword Index

A

  • Abnormal Return Artificial Neural Networks versus OLS Regression Models Using Principal Components Analysis in Forecasting Unexpected Returns [Volume 4, Issue 1, 2016, Pages 1-18]
  • Agency cost The Effect of External Corporate Governance Mechanisms of Agency Costs on Listed Companies of the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 59-76]
  • Agency Problems The Relation between Working Capital Management and Investment Inefficiency [Volume 4, Issue 3, 2016, Pages 17-38]
  • Artificial Neural Networks Artificial Neural Networks versus OLS Regression Models Using Principal Components Analysis in Forecasting Unexpected Returns [Volume 4, Issue 1, 2016, Pages 1-18]

B

  • Bad News The Impact of Information Asymmetry on the Future Stock Price Crash Risk of Listed Companies in the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 39-58]
  • Block Maxima Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange rate) [Volume 4, Issue 2, 2016, Pages 77-94]
  • Board Independence The Impact of Corporate Governance System on the Unit Index of Working Capital Management Efficiency for the Companies Listed in Tehran Stock Exchange [Volume 4, Issue 1, 2016, Pages 69-86]
  • Book to Market (B/M) Effect Market Reaction to Tangible and Intangible Information in Tehran Stock Exchange [Volume 4, Issue 1, 2016, Pages 19-36]

C

  • Capital market Simulation of Stock Price through Effective Internal and External Factors via System Dynamics Approach [Volume 4, Issue 4, 2016, Pages 79-98]
  • Capital Structure The Study of the Relationship between Products Diversity Strategy and the Capital Structure Components with the Performance of the Listed Companies on Tehran Stock Exchange [Volume 4, Issue 2, 2016, Pages 65-76]
  • Capital Structure The Effect of External Corporate Governance Mechanisms of Agency Costs on Listed Companies of the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 59-76]
  • Cash Surplus The Relation between Working Capital Management and Investment Inefficiency [Volume 4, Issue 3, 2016, Pages 17-38]
  • CEO Duality The Impact of Corporate Governance System on the Unit Index of Working Capital Management Efficiency for the Companies Listed in Tehran Stock Exchange [Volume 4, Issue 1, 2016, Pages 69-86]
  • Clustering methods Portfolio Optimization with Clustering Methods [Volume 4, Issue 4, 2016, Pages 1-16]
  • Clustering methods Portfolio Optimization with Clustering Methods [Volume 4, Issue 4, 2016, Pages 61-78]
  • Collateral assets Investigating the Effect of Financial Reporting Quality on the Relation among Collateral Assets, Financing and Investment [Volume 4, Issue 3, 2016, Pages 109-124]
  • Companies' Life Cycle Investigating the Relationship between Dividend, Investment Opportunities and External Financing During Companies’ Life Cycle [Volume 4, Issue 1, 2016, Pages 37-50]
  • Corporate Earnings Management Product Market Power, Industry Structure, and Corporate Earnings Management:Evidence from Tehran Stock Exchange [Volume 4, Issue 2, 2016, Pages 1-14]
  • Corporate governance The Impact of Corporate Governance System on the Unit Index of Working Capital Management Efficiency for the Companies Listed in Tehran Stock Exchange [Volume 4, Issue 1, 2016, Pages 69-86]
  • Corporate governance The Effect of External Corporate Governance Mechanisms of Agency Costs on Listed Companies of the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 59-76]
  • Correlation Coefficient Matrix Portfolio Optimization with Clustering Methods [Volume 4, Issue 4, 2016, Pages 1-16]
  • Correlation Coefficient Matrix Portfolio Optimization with Clustering Methods [Volume 4, Issue 4, 2016, Pages 61-78]

D

  • DEA Rating Tehran Stock Exchange Industries Based on Risk Criteria from the Perspective of Institutional Investors: A Data Envelopment Analysis Approach [Volume 4, Issue 2, 2016, Pages 49-64]
  • Default Probability Credit Ranking of Firms Using Option Pricing Adjusted with Duration [Volume 4, Issue 1, 2016, Pages 51-68]
  • Discretionary accruals Product Market Power, Industry Structure, and Corporate Earnings Management:Evidence from Tehran Stock Exchange [Volume 4, Issue 2, 2016, Pages 1-14]
  • Dividend Policy Investigating the Relationship between Dividend, Investment Opportunities and External Financing During Companies’ Life Cycle [Volume 4, Issue 1, 2016, Pages 37-50]
  • Dividend Policy The Effect of External Corporate Governance Mechanisms of Agency Costs on Listed Companies of the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 59-76]
  • Dividends The Role of Financial Reporting Quality in Mitigating the Constraining Effect of Dividend Policy on Investment [Volume 4, Issue 2, 2016, Pages 95-110]
  • Dividends The Relation between Market Competition and Dividend Policies [Volume 4, Issue 4, 2016, Pages 45-60]
  • Dynamic Conditional Correlation Investigating the Factors Influencing on the Stock Market Risk with the Emphasis on Financial Globalization in Dynamic Behavior of Stock Market [Volume 4, Issue 1, 2016, Pages 87-100]
  • Dynamic Panels Investigating the Factors Influencing on the Stock Market Risk with the Emphasis on Financial Globalization in Dynamic Behavior of Stock Market [Volume 4, Issue 1, 2016, Pages 87-100]
  • Dynamic stochastic general equilibrium method Modeling Banking Crisis with the Dynamic Stochastic General Equilibrium Model [Volume 4, Issue 3, 2016, Pages 91-108]

E

  • Earnings forecast error Relationship between Earnings Management & Earnings Forecast Error: an Emphasis on the End & Interim Financial Statements [Volume 4, Issue 2, 2016, Pages 29-48]
  • Earnings management Relationship between Earnings Management & Earnings Forecast Error: an Emphasis on the End & Interim Financial Statements [Volume 4, Issue 2, 2016, Pages 29-48]
  • Equity Market Risk Investigating the Factors Influencing on the Stock Market Risk with the Emphasis on Financial Globalization in Dynamic Behavior of Stock Market [Volume 4, Issue 1, 2016, Pages 87-100]
  • Expected Return The Relation of Risk-Adjusted Excess Return with Liquidity and Liquidity Risk (Companies Listed in Tehran Stock Exchange) [Volume 4, Issue 3, 2016, Pages 77-90]
  • External Financing Investigating the Relationship between Dividend, Investment Opportunities and External Financing During Companies’ Life Cycle [Volume 4, Issue 1, 2016, Pages 37-50]
  • Extreme Value Theory(EVT) Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange rate) [Volume 4, Issue 2, 2016, Pages 77-94]

F

  • Financial reporting quality The Role of Financial Reporting Quality in Mitigating the Constraining Effect of Dividend Policy on Investment [Volume 4, Issue 2, 2016, Pages 95-110]
  • Financing Investigating the Effect of Financial Reporting Quality on the Relation among Collateral Assets, Financing and Investment [Volume 4, Issue 3, 2016, Pages 109-124]
  • Fund attributes The Effects of Mutual Fund Attributes on Mutual Fund Performance [Volume 4, Issue 2, 2016, Pages 15-28]
  • Fund characteristics The Effects of Mutual Fund Attributes on Mutual Fund Performance [Volume 4, Issue 2, 2016, Pages 15-28]
  • Fund founder The Effects of Mutual Fund Attributes on Mutual Fund Performance [Volume 4, Issue 2, 2016, Pages 15-28]
  • Funds’ performance The Effects of Mutual Fund Attributes on Mutual Fund Performance [Volume 4, Issue 2, 2016, Pages 15-28]

G

  • Good News The Impact of Information Asymmetry on the Future Stock Price Crash Risk of Listed Companies in the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 39-58]
  • Granger causality Surveying the Relation among Volume, Stock Return and Return Volatility in the Tehran Stock Exchange: A Wavelet Analysis [Volume 4, Issue 4, 2016, Pages 99-114]

I

  • Industry Structure Product Market Power, Industry Structure, and Corporate Earnings Management:Evidence from Tehran Stock Exchange [Volume 4, Issue 2, 2016, Pages 1-14]
  • Institutional ownership The Effect of External Corporate Governance Mechanisms of Agency Costs on Listed Companies of the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 59-76]
  • International Financial Integration Investigating the Factors Influencing on the Stock Market Risk with the Emphasis on Financial Globalization in Dynamic Behavior of Stock Market [Volume 4, Issue 1, 2016, Pages 87-100]
  • Intrinsic Stock Value Simulation of Stock Price through Effective Internal and External Factors via System Dynamics Approach [Volume 4, Issue 4, 2016, Pages 79-98]
  • Investment Investigating the Effect of Financial Reporting Quality on the Relation among Collateral Assets, Financing and Investment [Volume 4, Issue 3, 2016, Pages 109-124]
  • Investment Designing a New Model for Valuation of Financial Contracts based on the Investment Risk Assessment [Volume 4, Issue 4, 2016, Pages 29-44]
  • Investment Inefficiency The Relation between Working Capital Management and Investment Inefficiency [Volume 4, Issue 3, 2016, Pages 17-38]
  • Investment opportunities Investigating the Relationship between Dividend, Investment Opportunities and External Financing During Companies’ Life Cycle [Volume 4, Issue 1, 2016, Pages 37-50]
  • Investments The Role of Financial Reporting Quality in Mitigating the Constraining Effect of Dividend Policy on Investment [Volume 4, Issue 2, 2016, Pages 95-110]

J

  • Jone's model Relationship between Earnings Management & Earnings Forecast Error: an Emphasis on the End & Interim Financial Statements [Volume 4, Issue 2, 2016, Pages 29-48]

M

  • Market competition The Relation between Market Competition and Dividend Policies [Volume 4, Issue 4, 2016, Pages 45-60]
  • Market Risk Management Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange rate) [Volume 4, Issue 2, 2016, Pages 77-94]
  • Mutual fund return The Effects of Mutual Fund Attributes on Mutual Fund Performance [Volume 4, Issue 2, 2016, Pages 15-28]
  • Mutual funds The Effects of Mutual Fund Attributes on Mutual Fund Performance [Volume 4, Issue 2, 2016, Pages 15-28]

N

  • National Iranian Copper Industries Simulation of Stock Price through Effective Internal and External Factors via System Dynamics Approach [Volume 4, Issue 4, 2016, Pages 79-98]
  • Negative Skewness of Stock Return The Impact of Information Asymmetry on the Future Stock Price Crash Risk of Listed Companies in the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 39-58]
  • Nonperforming loan Modeling Banking Crisis with the Dynamic Stochastic General Equilibrium Model [Volume 4, Issue 3, 2016, Pages 91-108]

O

  • Option Pricing Credit Ranking of Firms Using Option Pricing Adjusted with Duration [Volume 4, Issue 1, 2016, Pages 51-68]
  • Ordinary Least Squares using Principal Components Analysis Artificial Neural Networks versus OLS Regression Models Using Principal Components Analysis in Forecasting Unexpected Returns [Volume 4, Issue 1, 2016, Pages 1-18]
  • Out-of-sample Forecasting Artificial Neural Networks versus OLS Regression Models Using Principal Components Analysis in Forecasting Unexpected Returns [Volume 4, Issue 1, 2016, Pages 1-18]

P

  • Peak Over Threshold(POT) Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange rate) [Volume 4, Issue 2, 2016, Pages 77-94]
  • Portfolio optimization Portfolio Optimization with Clustering Methods [Volume 4, Issue 4, 2016, Pages 1-16]
  • Portfolio optimization Portfolio Optimization with Clustering Methods [Volume 4, Issue 4, 2016, Pages 61-78]
  • Product Market Competition The Effect of External Corporate Governance Mechanisms of Agency Costs on Listed Companies of the Tehran Stock Exchange [Volume 4, Issue 3, 2016, Pages 59-76]
  • Product Market Power Product Market Power, Industry Structure, and Corporate Earnings Management:Evidence from Tehran Stock Exchange [Volume 4, Issue 2, 2016, Pages 1-14]

R

  • Rating Rating Tehran Stock Exchange Industries Based on Risk Criteria from the Perspective of Institutional Investors: A Data Envelopment Analysis Approach [Volume 4, Issue 2, 2016, Pages 49-64]
  • Reporting Quality Investigating the Effect of Financial Reporting Quality on the Relation among Collateral Assets, Financing and Investment [Volume 4, Issue 3, 2016, Pages 109-124]
  • Return On Asset The Study of the Relationship between Products Diversity Strategy and the Capital Structure Components with the Performance of the Listed Companies on Tehran Stock Exchange [Volume 4, Issue 2, 2016, Pages 65-76]
  • Return volatility Surveying the Relation among Volume, Stock Return and Return Volatility in the Tehran Stock Exchange: A Wavelet Analysis [Volume 4, Issue 4, 2016, Pages 99-114]
  • Risk Designing a New Model for Valuation of Financial Contracts based on the Investment Risk Assessment [Volume 4, Issue 4, 2016, Pages 29-44]
  • ROC Curve Credit Ranking of Firms Using Option Pricing Adjusted with Duration [Volume 4, Issue 1, 2016, Pages 51-68]

S

  • Stock Price Simulation of Stock Price through Effective Internal and External Factors via System Dynamics Approach [Volume 4, Issue 4, 2016, Pages 79-98]
  • Stock return Surveying the Relation among Volume, Stock Return and Return Volatility in the Tehran Stock Exchange: A Wavelet Analysis [Volume 4, Issue 4, 2016, Pages 99-114]
  • System Dynamics Simulation of Stock Price through Effective Internal and External Factors via System Dynamics Approach [Volume 4, Issue 4, 2016, Pages 79-98]

T

  • Tangible and Intangible Information Market Reaction to Tangible and Intangible Information in Tehran Stock Exchange [Volume 4, Issue 1, 2016, Pages 19-36]
  • The entropy index The Relation between Market Competition and Dividend Policies [Volume 4, Issue 4, 2016, Pages 45-60]
  • Trading volume Surveying the Relation among Volume, Stock Return and Return Volatility in the Tehran Stock Exchange: A Wavelet Analysis [Volume 4, Issue 4, 2016, Pages 99-114]

V

  • Value at Risk Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange rate) [Volume 4, Issue 2, 2016, Pages 77-94]
  • Volatility Credit Ranking of Firms Using Option Pricing Adjusted with Duration [Volume 4, Issue 1, 2016, Pages 51-68]

W

  • Wavelet Surveying the Relation among Volume, Stock Return and Return Volatility in the Tehran Stock Exchange: A Wavelet Analysis [Volume 4, Issue 4, 2016, Pages 99-114]
  • Working Capital Identification of the Causes of Timely Availability of Working Capital Problem for Small and Medium Size Enterprises in Iran [Volume 4, Issue 3, 2016, Pages 1-16]
  • Working capital management The Relation between Working Capital Management and Investment Inefficiency [Volume 4, Issue 3, 2016, Pages 17-38]
  • Working Capital Management Efficiency The Impact of Corporate Governance System on the Unit Index of Working Capital Management Efficiency for the Companies Listed in Tehran Stock Exchange [Volume 4, Issue 1, 2016, Pages 69-86]