Keyword Index

A

  • Accounting model Comparative Investigation the Hazard Model and the Accounting Model Using Receive Operating Characteristic (ROC) Curve for Bankruptcy Predication [Volume 6, Issue 4, 2018, Pages 121-134]
  • Agency cost The Effect of Agency Cost on the Relationship between Corporate Governance and Cost of Equity Capital [Volume 6, Issue 2, 2018, Pages 85-98]
  • Agency Theory The Effect of Financial Information Risk on Agency Relationship with Firms Capital Structure [Volume 6, Issue 4, 2018, Pages 93-102]
  • Analytical Network Process An Integrated Decision Support Model For Firms' Capital Structure (Case Study: Chemical Companies In Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 137-158]
  • ANN Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]
  • Audit Firm Size Audit Quality and Financial Constraints [Volume 6, Issue 3, 2018, Pages 117-132]
  • Auditor`s Expertise in Industry Audit Quality and Financial Constraints [Volume 6, Issue 3, 2018, Pages 117-132]
  • Auditor Tenure Audit Quality and Financial Constraints [Volume 6, Issue 3, 2018, Pages 117-132]
  • Audit Quality The Effect of Audit Quality on the Relationship of Collateral Assets with Financing and Investment [Volume 6, Issue 1, 2018, Pages 121-136]
  • Audit Quality Audit Quality and Financial Constraints [Volume 6, Issue 3, 2018, Pages 117-132]
  • Audit Quality The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]

B

  • Bad news hoarding The Impact of Debt Maturity on Stock Price Crash Risk with an Emphasis on Information Asymmetry [Volume 6, Issue 3, 2018, Pages 87-104]
  • Banking sector credit The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]
  • Bankr Comparative Investigation the Hazard Model and the Accounting Model Using Receive Operating Characteristic (ROC) Curve for Bankruptcy Predication [Volume 6, Issue 4, 2018, Pages 121-134]
  • Bankruptcy A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]
  • Bankruptcy ‏prediction A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]
  • Beta reversal The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]
  • Blanco-Ihle Back test Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • B/M ratio The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]
  • Board composition Investigating the Impact of Corporate Governance Mechanisms on Financial Statements Fraud of the Listed Companies in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 71-84]

C

  • Capital Asset Pricing Model Test A comparative Analysis of Performance of Three-Factor and Five - Factor Fama and French Model to Estimate the Expected Rate of Return in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 105-116]
  • Capital Structure The Effect of Financial Information Risk on Agency Relationship with Firms Capital Structure [Volume 6, Issue 4, 2018, Pages 93-102]
  • Capital Structure The Effect of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment [Volume 6, Issue 4, 2018, Pages 19-42]
  • Capital Structure The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]
  • Capital Structure An Integrated Decision Support Model For Firms' Capital Structure (Case Study: Chemical Companies In Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 137-158]
  • Carhart’s Model The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]
  • Cash flow Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Collateral The Relationship between Financial Constraints, the Structure of Assets and Financing in Companies Listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 181-196]
  • Collateral value The Effect of Audit Quality on the Relationship of Collateral Assets with Financing and Investment [Volume 6, Issue 1, 2018, Pages 121-136]
  • Composition Model of Minimum-Variance and N/1 Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2018, Pages 155-166]
  • Corporate governance The Effect of Agency Cost on the Relationship between Corporate Governance and Cost of Equity Capital [Volume 6, Issue 2, 2018, Pages 85-98]
  • Corporate governance The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]
  • Corporate performance The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]
  • Cost of equity capital The Effect of Agency Cost on the Relationship between Corporate Governance and Cost of Equity Capital [Volume 6, Issue 2, 2018, Pages 85-98]
  • Credit Risk Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [Volume 6, Issue 4, 2018, Pages 79-92]

D

  • Debt maturity The Impact of Debt Maturity on Stock Price Crash Risk with an Emphasis on Information Asymmetry [Volume 6, Issue 3, 2018, Pages 87-104]
  • Debt Maturity Structure The Effect of Managerial Overconfidence on Debt Maturity Structure in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 89-106]
  • Decision tree model A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]
  • DEMATEL An Integrated Decision Support Model For Firms' Capital Structure (Case Study: Chemical Companies In Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 137-158]
  • Dividend payout ratio Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Dividends A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]

E

  • Earnings Components The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]
  • Economic value added A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]
  • Economic value added The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]
  • EGARCH Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Exchange rate An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Expected Shortfall Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Expected Shortfall Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions [Volume 6, Issue 3, 2018, Pages 67-86]
  • Exponential Spectral Risk Measure Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Exposure Puzzle Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2018, Pages 103-120]
  • Extensible business reporting language (XBRL) Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]
  • Extreme Value Theory Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions [Volume 6, Issue 3, 2018, Pages 67-86]
  • Extreme Value Theory Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎ [Volume 6, Issue 4, 2018, Pages 135-154]

F

  • Feasibility analysis Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]
  • Financial analysts behavior Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]
  • Financial capital markets The Examination of Relationship between Stock Systematic Risk and Skewness of Returns [Volume 6, Issue 1, 2018, Pages 1-10]
  • Financial Distress Risk Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2018, Pages 103-120]
  • Financial investment Factors Affecting Stock Return of Firms Listed in Tehran Stock Exchange: Meta-analysis Approach [Volume 6, Issue 1, 2018, Pages 29-50]
  • Financial leverage The Relationship between Financial Constraints, the Structure of Assets and Financing in Companies Listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 181-196]
  • Financial Position The Effect of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment [Volume 6, Issue 4, 2018, Pages 19-42]
  • Financial ratios A Firms' Bankruptcy Prediction Model Based on Selected Industries by Using Decision Trees Model [Volume 6, Issue 2, 2018, Pages 121-138]
  • Financial reporting quality Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]
  • Financial statements fraud Investigating the Impact of Corporate Governance Mechanisms on Financial Statements Fraud of the Listed Companies in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 71-84]
  • Financing The Effect of Audit Quality on the Relationship of Collateral Assets with Financing and Investment [Volume 6, Issue 1, 2018, Pages 121-136]
  • Financing The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]
  • Five Factor Asset Pricing Model of Fama-French A comparative Analysis of Performance of Three-Factor and Five - Factor Fama and French Model to Estimate the Expected Rate of Return in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 105-116]
  • Futures contracts Oil futures contracts, obligation to selling or to daily settlement? [Volume 6, Issue 1, 2018, Pages 197-216]
  • Fuzzy Cognitive Map Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2018, Pages 1-18]
  • Fuzzy internal rate of return Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]
  • Fuzzy net present value Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]
  • Fuzzy theory Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]

G

  • GARCH Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎ [Volume 6, Issue 4, 2018, Pages 135-154]
  • GARCH The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates [Volume 6, Issue 3, 2018, Pages 147-164]
  • Generalized Method of Moments (GMM) Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [Volume 6, Issue 4, 2018, Pages 79-92]
  • Goal Programing An Integrated Decision Support Model For Firms' Capital Structure (Case Study: Chemical Companies In Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 137-158]
  • Goal programming A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]
  • Government deficit The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]

H

  • Hazard model Comparative Investigation the Hazard Model and the Accounting Model Using Receive Operating Characteristic (ROC) Curve for Bankruptcy Predication [Volume 6, Issue 4, 2018, Pages 121-134]
  • Historical method The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds [Volume 6, Issue 1, 2018, Pages 159-180]
  • Hybrid approach A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]

I

  • Idiosyncratic volatility risk The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]
  • Industry Characteristics The Effect of Firm Financial Position and Industry Characteristics on Capital Structure Adjustment [Volume 6, Issue 4, 2018, Pages 19-42]
  • Information Asymetry Investigating the Integration beetween Asymmetric Decrease in Liquidity Trading before Earnings Announcements, The Announcement Return Premium and Profitability News Announcements Using a Simultaneous Equations System [Volume 6, Issue 4, 2018, Pages 43-56]
  • Information Risk The Effect of Financial Information Risk on Agency Relationship with Firms Capital Structure [Volume 6, Issue 4, 2018, Pages 93-102]
  • Information transparency Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]
  • Institutional ownership Investigating the Impact of Corporate Governance Mechanisms on Financial Statements Fraud of the Listed Companies in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 71-84]
  • Intangible assets The Effect of Investments in Intangible Assets in the Explanatory Impact of Financial Health and Agency Problems on the Market Value Company's [Volume 6, Issue 1, 2018, Pages 11-28]
  • Investment The Effect of Audit Quality on the Relationship of Collateral Assets with Financing and Investment [Volume 6, Issue 1, 2018, Pages 121-136]
  • Investment decision making process Investigating the Impact of Implementing XBRL on the Financial Analysts` Behavior in Iran Using Structural Equations Modeling [Volume 6, Issue 2, 2018, Pages 99-120]

K

  • KZ criterion Examining the relationship between corporate transparency and financial constraints of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 217-232]

L

  • Liquidity Risk The Effect of Managerial Overconfidence on Debt Maturity Structure in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 89-106]
  • Long Range-Memory Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎ [Volume 6, Issue 4, 2018, Pages 135-154]

M

  • Managerial Overconfidence The Effect of Managerial Overconfidence on Debt Maturity Structure in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 89-106]
  • Margin Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures [Volume 6, Issue 3, 2018, Pages 1-14]
  • Market risk Investigation of the Effect of Information Quality on Stock Liquidity Risk and Market Risk [Volume 6, Issue 2, 2018, Pages 15-34]
  • Markov switching model An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Mental status Assessing the impact of investors mental status on risk taking behavior of Tehran Stock Exchange Investors [Volume 6, Issue 1, 2018, Pages 107-120]
  • Meta-analysis approach Factors Affecting Stock Return of Firms Listed in Tehran Stock Exchange: Meta-analysis Approach [Volume 6, Issue 1, 2018, Pages 29-50]
  • Minimum-Variance model Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2018, Pages 155-166]
  • Mispricing The Effect of Managerial Overconfidence on Debt Maturity Structure in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 89-106]
  • Monte Carlo simulation The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds [Volume 6, Issue 1, 2018, Pages 159-180]
  • Monte Carlo simulation Feasibility Analysis of Investment Projects with Fuzzy Data [Volume 6, Issue 2, 2018, Pages 139-158]
  • Mutual funds The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds [Volume 6, Issue 1, 2018, Pages 159-180]

N

  • N/1 model Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2018, Pages 155-166]
  • Negative affection Assessing the impact of investors mental status on risk taking behavior of Tehran Stock Exchange Investors [Volume 6, Issue 1, 2018, Pages 107-120]
  • Net present value Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Net working capital Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]
  • Nonperforming Loans (NPL) Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [Volume 6, Issue 4, 2018, Pages 79-92]

O

  • Oil futures contracts Oil futures contracts, obligation to selling or to daily settlement? [Volume 6, Issue 1, 2018, Pages 197-216]
  • Operational Risk Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2018, Pages 1-18]
  • OTC Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]
  • Ownership concentration Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Ownership concentration Investigating the Impact of Corporate Governance Mechanisms on Financial Statements Fraud of the Listed Companies in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 71-84]

P

  • PANAS model Assessing the impact of investors mental status on risk taking behavior of Tehran Stock Exchange Investors [Volume 6, Issue 1, 2018, Pages 107-120]
  • Panel vector auto regressive models The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]
  • Parametric method The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds [Volume 6, Issue 1, 2018, Pages 159-180]
  • Performance Evaluation Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]
  • Persistence and Volatility The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]
  • Persistent Exchange Rate Volatility Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2018, Pages 103-120]
  • Pharmaceutical industry An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Portfolio optimization A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming [Volume 6, Issue 2, 2018, Pages 1-14]
  • Portfolio Selection Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [Volume 6, Issue 4, 2018, Pages 155-166]
  • Positive affection Assessing the impact of investors mental status on risk taking behavior of Tehran Stock Exchange Investors [Volume 6, Issue 1, 2018, Pages 107-120]
  • Predictability The Incremental Effect of earnings Components’ Volatility and their Persistence on Earnings Predictability [Volume 6, Issue 2, 2018, Pages 159-182]
  • Product market competion The Examination of Relationship between Stock Systematic Risk and Skewness of Returns Studying the Effect of Capital Structure on the Return on Assets and Economic Value Added by Attention to Intensity of Product Market Competition in the Industry (Case Study of Companies Listed in Tehran Stock Exchange) [Volume 6, Issue 1, 2018, Pages 73-88]
  • Profitability A comparative Analysis of Performance of Three-Factor and Five - Factor Fama and French Model to Estimate the Expected Rate of Return in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 105-116]
  • Profitability News Investigating the Integration beetween Asymmetric Decrease in Liquidity Trading before Earnings Announcements, The Announcement Return Premium and Profitability News Announcements Using a Simultaneous Equations System [Volume 6, Issue 4, 2018, Pages 43-56]
  • PSO Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]

R

  • Receiver Operating Characteristic curve (ROC) Comparative Investigation the Hazard Model and the Accounting Model Using Receive Operating Characteristic (ROC) Curve for Bankruptcy Predication [Volume 6, Issue 4, 2018, Pages 121-134]
  • Return on Assets The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]
  • Risk Identification Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2018, Pages 1-18]
  • Risk Management Oil futures contracts, obligation to selling or to daily settlement? [Volume 6, Issue 1, 2018, Pages 197-216]
  • Risk Management Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2018, Pages 1-18]
  • Risk Map Identification and Analysis of Operational Risks: A Fuzzy Cognitive Map Approach [Volume 6, Issue 4, 2018, Pages 1-18]
  • Risk taking Assessing the impact of investors mental status on risk taking behavior of Tehran Stock Exchange Investors [Volume 6, Issue 1, 2018, Pages 107-120]
  • Rolling beta The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 37-50]

S

  • Simultaneous Equations system Investigating the Integration beetween Asymmetric Decrease in Liquidity Trading before Earnings Announcements, The Announcement Return Premium and Profitability News Announcements Using a Simultaneous Equations System [Volume 6, Issue 4, 2018, Pages 43-56]
  • Skewness Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Skewness of stock return The Examination of Relationship between Stock Systematic Risk and Skewness of Returns [Volume 6, Issue 1, 2018, Pages 1-10]
  • State Variable Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2018, Pages 103-120]
  • Stochastic Dominance Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model [Volume 6, Issue 3, 2018, Pages 15-36]
  • Stock exchange The Effect of Government Deficit and Banking Sector Credit on the Stock Market Size:Panel VAR Model Approach [Volume 6, Issue 2, 2018, Pages 57-70]
  • Stock liquidity risk Investigation of the Effect of Information Quality on Stock Liquidity Risk and Market Risk [Volume 6, Issue 2, 2018, Pages 15-34]
  • Stock market An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • Stock price crash risk The Impact of Debt Maturity on Stock Price Crash Risk with an Emphasis on Information Asymmetry [Volume 6, Issue 3, 2018, Pages 87-104]
  • Stock price synchronicity Investigating the Relationship between Stock Price Synchronicity and Return Distribution [Volume 6, Issue 3, 2018, Pages 51-66]
  • Stock return Factors Affecting Stock Return of Firms Listed in Tehran Stock Exchange: Meta-analysis Approach [Volume 6, Issue 1, 2018, Pages 29-50]
  • Stock Returns The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates [Volume 6, Issue 3, 2018, Pages 147-164]
  • Stock systematic risk The Examination of Relationship between Stock Systematic Risk and Skewness of Returns [Volume 6, Issue 1, 2018, Pages 1-10]
  • Strategic Asset Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2018, Pages 57-78]
  • Stress testing Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions [Volume 6, Issue 3, 2018, Pages 67-86]
  • Structural Equation Modeling Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2018, Pages 57-78]
  • Structure of assets The Relationship between Financial Constraints, the Structure of Assets and Financing in Companies Listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 181-196]
  • Supply Chain Complexity Complexity of Supply Chain As an Strategic Asset and Position of Financial Performance [Volume 6, Issue 4, 2018, Pages 57-78]
  • Sustainability An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach [Volume 6, Issue 2, 2018, Pages 35-56]
  • System Dynamics Modeling Performance of Financial System Using System Dynamics Approach: A Case Study on a Sand and Gravel Firm [Volume 6, Issue 1, 2018, Pages 51-72]

T

  • The Number of Board Members The Effect of Corporate Governance and Audit Quality on Bank Loan Financing in Private Companies [Volume 6, Issue 3, 2018, Pages 133-146]
  • Tracking Portfolio Approach Persistent exchange-rate changes; state variable and distress risk? [Volume 6, Issue 4, 2018, Pages 103-120]
  • Trading imbalance.Sell pressure Investigating the Integration beetween Asymmetric Decrease in Liquidity Trading before Earnings Announcements, The Announcement Return Premium and Profitability News Announcements Using a Simultaneous Equations System [Volume 6, Issue 4, 2018, Pages 43-56]

V

  • Value at Risk Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions [Volume 6, Issue 3, 2018, Pages 67-86]
  • Value-at-Risk The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds [Volume 6, Issue 1, 2018, Pages 159-180]
  • Value-at-Risk Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎ [Volume 6, Issue 4, 2018, Pages 135-154]