Keyword Index

A

  • Abnormal volume Behavioral Bias, Abnormal Volume, and Abnormal Return [Volume 7, Issue 4, 2019, Pages 81-96]
  • Accruals anomaly Sophisticated Investors and Accruals Trading Strategy [Volume 7, Issue 4, 2019, Pages 31-48]
  • Accruals strategy Sophisticated Investors and Accruals Trading Strategy [Volume 7, Issue 4, 2019, Pages 31-48]
  • ARDL Model The Dynamic Model of Valuation for the Bank Stocks (Case Study of Banks of Mellat, Tejarat, Eghtesad-e-Novin, and Karafarin) [Volume 7, Issue 1, 2019, Pages 113-134]
  • ARIMA Model The Dynamic Model of Valuation for the Bank Stocks (Case Study of Banks of Mellat, Tejarat, Eghtesad-e-Novin, and Karafarin) [Volume 7, Issue 1, 2019, Pages 113-134]
  • Asset Quality Investigating the Relationship between Liquidity Risk, Asset Quality, and Financing in Islamic and Conventional Banking Systems, Using PCSE and FGLS Models [Volume 7, Issue 2, 2019, Pages 99-118]
  • Auditing Fees The Interactive Effect of Financing Constraints and Management`s Over-Confidence on Audit Fees [Volume 7, Issue 4, 2019, Pages 63-80]
  • Audit Quality Investigating the Simultaneous Effect of Corporate Governance and Audit Quality on Earnings Quality with the Mediating Role of Capital Structure and Financial Performance [Volume 7, Issue 1, 2019, Pages 83-102]

B

  • Bank funding stability The effect of Contractual Rewards on Non-Maturing Deposits and Bank Funding Stability (Case Study: Bank Mellat) [Volume 7, Issue 1, 2019, Pages 45-62]
  • Behavioral finance Investigating the Impact of Investor's Sentiment and Trading Behavior on Excess Return: Revised Fama and French Five Factor Model [Volume 7, Issue 4, 2019, Pages 97-116]
  • Benford law Checking conformity of Tehran Stock Exchange Data with Benford’s Law [Volume 7, Issue 1, 2019, Pages 103-112]
  • Book Value The Role of Market Capitalization in the Relationship Between ROA, ROE and Stock Prices in Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 17-30]

C

  • Capital market Rules and Regulations of Financing Infrastructure Road Transport Projects through the Capital Market of Iran [Volume 7, Issue 1, 2019, Pages 1-28]
  • Capital Market of Iran Implementation of Organizational Risk Management; Identification, Analysis, and Evaluation (Case Study: Active Financial Institution in Iranian Capital Market) [Volume 7, Issue 2, 2019, Pages 1-24]
  • Capital Structure Investigating the Simultaneous Effect of Corporate Governance and Audit Quality on Earnings Quality with the Mediating Role of Capital Structure and Financial Performance [Volume 7, Issue 1, 2019, Pages 83-102]
  • Cash-Flow Risk Explaining the Default Risk Premium Anomaly Using Two Beta Model [Volume 7, Issue 3, 2019, Pages 45-58]
  • Clinical Investigation Implementation of Organizational Risk Management; Identification, Analysis, and Evaluation (Case Study: Active Financial Institution in Iranian Capital Market) [Volume 7, Issue 2, 2019, Pages 1-24]
  • Concentrated ownership The Impact of Corporate Governance Mechanisms on the Earning Timeliness [Volume 7, Issue 3, 2019, Pages 59-70]
  • Conditinal Value at Risk (COVAR) Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating [Volume 7, Issue 4, 2019, Pages 1-16]
  • Contract Volumes The Effect of Trade Volume, Time-to-Maturity and Open Interest on the Return of Gold Coid Future Trades [Volume 7, Issue 4, 2019, Pages 49-62]
  • Corporate governance The Impact of Corporate Governance Mechanisms on the Earning Timeliness [Volume 7, Issue 3, 2019, Pages 59-70]
  • Corporate governance Investigating the Simultaneous Effect of Corporate Governance and Audit Quality on Earnings Quality with the Mediating Role of Capital Structure and Financial Performance [Volume 7, Issue 1, 2019, Pages 83-102]
  • Correlation risk Dynamic Correlation Structure; Securities Risk and Return [Volume 7, Issue 3, 2019, Pages 1-26]
  • Cost stickiness The Effect of Managerial Short-Termism on Cost Stickiness of Firms Listed on Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 27-44]
  • Crash risk Studying the Distinct Impact of Abnormal Real Operations and Real Earnings Management on the Subsequent Crash Risk in Stock Prices [Volume 7, Issue 2, 2019, Pages 81-98]

D

  • Data quality Checking conformity of Tehran Stock Exchange Data with Benford’s Law [Volume 7, Issue 1, 2019, Pages 103-112]
  • DDM Valuation Model The Dynamic Model of Valuation for the Bank Stocks (Case Study of Banks of Mellat, Tejarat, Eghtesad-e-Novin, and Karafarin) [Volume 7, Issue 1, 2019, Pages 113-134]
  • Default risk Explaining the Default Risk Premium Anomaly Using Two Beta Model [Volume 7, Issue 3, 2019, Pages 45-58]
  • Depositor’s behavior The effect of Contractual Rewards on Non-Maturing Deposits and Bank Funding Stability (Case Study: Bank Mellat) [Volume 7, Issue 1, 2019, Pages 45-62]
  • Deviation in real operations Studying the Distinct Impact of Abnormal Real Operations and Real Earnings Management on the Subsequent Crash Risk in Stock Prices [Volume 7, Issue 2, 2019, Pages 81-98]
  • Discount Rate Risk Explaining the Default Risk Premium Anomaly Using Two Beta Model [Volume 7, Issue 3, 2019, Pages 45-58]
  • Discretionary accruals The Effect of Managerial Short-Termism on Cost Stickiness of Firms Listed on Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 27-44]
  • Disposition effect Behavioral Bias, Abnormal Volume, and Abnormal Return [Volume 7, Issue 4, 2019, Pages 81-96]
  • Dividend Policy The Endogenous and Exogenous Relationship between Ownership and Dividend Policy: Evidence from Tehran Stock Exchange Using OLS, PSM, GMM Estimators [Volume 7, Issue 1, 2019, Pages 63-82]
  • Dynamic Coditoinal Corrolation (DCC) Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating [Volume 7, Issue 4, 2019, Pages 1-16]
  • Dynamic correlation Dynamic Correlation Structure; Securities Risk and Return [Volume 7, Issue 3, 2019, Pages 1-26]

E

  • Earnings forecast Employee Quality and Quality Forecast Management Earnings [Volume 7, Issue 3, 2019, Pages 85-98]
  • Earnings forecast accuracy Employee Quality and Quality Forecast Management Earnings [Volume 7, Issue 3, 2019, Pages 85-98]
  • Earnings forecast error Employee Quality and Quality Forecast Management Earnings [Volume 7, Issue 3, 2019, Pages 85-98]
  • Earnings management The Effect of Managerial Short-Termism on Cost Stickiness of Firms Listed on Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 27-44]
  • Earnings Quality Investigating the Simultaneous Effect of Corporate Governance and Audit Quality on Earnings Quality with the Mediating Role of Capital Structure and Financial Performance [Volume 7, Issue 1, 2019, Pages 83-102]
  • Earnings timeliness The Impact of Corporate Governance Mechanisms on the Earning Timeliness [Volume 7, Issue 3, 2019, Pages 59-70]
  • Efficient market hypothesis Sophisticated Investors and Accruals Trading Strategy [Volume 7, Issue 4, 2019, Pages 31-48]
  • Employee quality Employee Quality and Quality Forecast Management Earnings [Volume 7, Issue 3, 2019, Pages 85-98]
  • Employees’ education level Employee Quality and Quality Forecast Management Earnings [Volume 7, Issue 3, 2019, Pages 85-98]
  • Enterprise Risk Management (ERM) Implementation of Organizational Risk Management; Identification, Analysis, and Evaluation (Case Study: Active Financial Institution in Iranian Capital Market) [Volume 7, Issue 2, 2019, Pages 1-24]
  • Excess returns Behavioral Bias, Abnormal Volume, and Abnormal Return [Volume 7, Issue 4, 2019, Pages 81-96]

F

  • Fama and French Five Factor Model Investigating the Impact of Investor's Sentiment and Trading Behavior on Excess Return: Revised Fama and French Five Factor Model [Volume 7, Issue 4, 2019, Pages 97-116]
  • FGLS Method Investigating the Relationship between Liquidity Risk, Asset Quality, and Financing in Islamic and Conventional Banking Systems, Using PCSE and FGLS Models [Volume 7, Issue 2, 2019, Pages 99-118]
  • Finance Rules and Regulations of Financing Infrastructure Road Transport Projects through the Capital Market of Iran [Volume 7, Issue 1, 2019, Pages 1-28]
  • Financial institutions Assessing the Systemic Risk in the Financial Sub-Systems of Iran, using Nonlinear Granger Method [Volume 7, Issue 2, 2019, Pages 59-80]
  • Financing constraints The Interactive Effect of Financing Constraints and Management`s Over-Confidence on Audit Fees [Volume 7, Issue 4, 2019, Pages 63-80]
  • Financing Decisions A Comparative Analysis of Proxies for an Optimal Leverage Ratio [Volume 7, Issue 2, 2019, Pages 119-138]
  • Firm's Market Value A Comparative Analysis of Proxies for an Optimal Leverage Ratio [Volume 7, Issue 2, 2019, Pages 119-138]
  • Futures contracts The Effect of Trade Volume, Time-to-Maturity and Open Interest on the Return of Gold Coid Future Trades [Volume 7, Issue 4, 2019, Pages 49-62]
  • Future Trading Returns The Effect of Trade Volume, Time-to-Maturity and Open Interest on the Return of Gold Coid Future Trades [Volume 7, Issue 4, 2019, Pages 49-62]

G

  • Generalized Method of Moments (GMM) The Endogenous and Exogenous Relationship between Ownership and Dividend Policy: Evidence from Tehran Stock Exchange Using OLS, PSM, GMM Estimators [Volume 7, Issue 1, 2019, Pages 63-82]
  • Gibbs sampling The Effect of Average of the Stock return, Expected Growth, Profitability and Asset Structure of Peer Firms on Investment Management Strategy Using Markov chain Monte Carlo Simulation and Hierarchical Bayes [Volume 7, Issue 2, 2019, Pages 41-58]

H

  • Hedge portfolio Sophisticated Investors and Accruals Trading Strategy [Volume 7, Issue 4, 2019, Pages 31-48]
  • Hierarchical bayesian The Effect of Average of the Stock return, Expected Growth, Profitability and Asset Structure of Peer Firms on Investment Management Strategy Using Markov chain Monte Carlo Simulation and Hierarchical Bayes [Volume 7, Issue 2, 2019, Pages 41-58]

I

  • Independence of board of directors The Impact of Corporate Governance Mechanisms on the Earning Timeliness [Volume 7, Issue 3, 2019, Pages 59-70]
  • Individual Investor Trading Behavior Investigating the Impact of Investor's Sentiment and Trading Behavior on Excess Return: Revised Fama and French Five Factor Model [Volume 7, Issue 4, 2019, Pages 97-116]
  • Industry Type The Effect of the Operating Cash Flows on Abnormal Accruals in the Companies Listed in the Tehran Stock Exchange (with Emphasis on the Industry Type) [Volume 7, Issue 3, 2019, Pages 99-12]
  • Information disclosure quality Investigating the Effect of Product Market Competition on Financial Performance by Moderating Role of Information Disclosure Quality: The Companies Listed in Tehran Stock Exchange [Volume 7, Issue 1, 2019, Pages 29-44]
  • Infrastructure project Rules and Regulations of Financing Infrastructure Road Transport Projects through the Capital Market of Iran [Volume 7, Issue 1, 2019, Pages 1-28]
  • Investment management strategy The Effect of Average of the Stock return, Expected Growth, Profitability and Asset Structure of Peer Firms on Investment Management Strategy Using Markov chain Monte Carlo Simulation and Hierarchical Bayes [Volume 7, Issue 2, 2019, Pages 41-58]
  • Investment strategies Investigating the Performance of Active and Passive Individual Investors in Tehran Stock Exchange by Using Portfolio Study and Own Benchmark Abnormal Return Approaches [Volume 7, Issue 2, 2019, Pages 25-40]
  • Investors’ attention Behavioral Bias, Abnormal Volume, and Abnormal Return [Volume 7, Issue 4, 2019, Pages 81-96]
  • Investor Sentiment Investigating the Impact of Investor's Sentiment and Trading Behavior on Excess Return: Revised Fama and French Five Factor Model [Volume 7, Issue 4, 2019, Pages 97-116]
  • Islamic banking Investigating the Relationship between Liquidity Risk, Asset Quality, and Financing in Islamic and Conventional Banking Systems, Using PCSE and FGLS Models [Volume 7, Issue 2, 2019, Pages 99-118]

L

  • Liquidity Risk Investigating the Relationship between Liquidity Risk, Asset Quality, and Financing in Islamic and Conventional Banking Systems, Using PCSE and FGLS Models [Volume 7, Issue 2, 2019, Pages 99-118]

M

  • Marginal Expected Shortfall (MES) Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating [Volume 7, Issue 4, 2019, Pages 1-16]
  • Market risk factors Dynamic Correlation Structure; Securities Risk and Return [Volume 7, Issue 3, 2019, Pages 1-26]
  • Market Value The Role of Market Capitalization in the Relationship Between ROA, ROE and Stock Prices in Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 17-30]
  • Markov chain Monte Carlo The Effect of Average of the Stock return, Expected Growth, Profitability and Asset Structure of Peer Firms on Investment Management Strategy Using Markov chain Monte Carlo Simulation and Hierarchical Bayes [Volume 7, Issue 2, 2019, Pages 41-58]

N

  • Nonlinear granger causality Assessing the Systemic Risk in the Financial Sub-Systems of Iran, using Nonlinear Granger Method [Volume 7, Issue 2, 2019, Pages 59-80]
  • Non-maturing deposit The effect of Contractual Rewards on Non-Maturing Deposits and Bank Funding Stability (Case Study: Bank Mellat) [Volume 7, Issue 1, 2019, Pages 45-62]

O

  • Ohlson’s Probabilistic Prediction Model of Default Explaining the Default Risk Premium Anomaly Using Two Beta Model [Volume 7, Issue 3, 2019, Pages 45-58]
  • Open Interest The Effect of Trade Volume, Time-to-Maturity and Open Interest on the Return of Gold Coid Future Trades [Volume 7, Issue 4, 2019, Pages 49-62]
  • Operating Cash Flows The Effect of the Operating Cash Flows on Abnormal Accruals in the Companies Listed in the Tehran Stock Exchange (with Emphasis on the Industry Type) [Volume 7, Issue 3, 2019, Pages 99-12]
  • Optimal capital structure Investigation of the Relationship between Working Capital Efficiency and Deviation from the Optimal Level of Capital Structure in Firms Listed in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 71-84]
  • Optimal leverage A Comparative Analysis of Proxies for an Optimal Leverage Ratio [Volume 7, Issue 2, 2019, Pages 119-138]
  • Overconfidence Behavioral Bias, Abnormal Volume, and Abnormal Return [Volume 7, Issue 4, 2019, Pages 81-96]
  • Over-Confidence The Interactive Effect of Financing Constraints and Management`s Over-Confidence on Audit Fees [Volume 7, Issue 4, 2019, Pages 63-80]
  • Over-leverage Investigation of the Relationship between Working Capital Efficiency and Deviation from the Optimal Level of Capital Structure in Firms Listed in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 71-84]
  • Own-benchmark Abnormal return Investigating the Performance of Active and Passive Individual Investors in Tehran Stock Exchange by Using Portfolio Study and Own Benchmark Abnormal Return Approaches [Volume 7, Issue 2, 2019, Pages 25-40]

P

  • PCSE Method Investigating the Relationship between Liquidity Risk, Asset Quality, and Financing in Islamic and Conventional Banking Systems, Using PCSE and FGLS Models [Volume 7, Issue 2, 2019, Pages 99-118]
  • Peer firm The Effect of Average of the Stock return, Expected Growth, Profitability and Asset Structure of Peer Firms on Investment Management Strategy Using Markov chain Monte Carlo Simulation and Hierarchical Bayes [Volume 7, Issue 2, 2019, Pages 41-58]
  • Performance Outcomes Implementation of Organizational Risk Management; Identification, Analysis, and Evaluation (Case Study: Active Financial Institution in Iranian Capital Market) [Volume 7, Issue 2, 2019, Pages 1-24]
  • Portfolio turnover Investigating the Performance of Active and Passive Individual Investors in Tehran Stock Exchange by Using Portfolio Study and Own Benchmark Abnormal Return Approaches [Volume 7, Issue 2, 2019, Pages 25-40]
  • Principal components analysis Assessing the Systemic Risk in the Financial Sub-Systems of Iran, using Nonlinear Granger Method [Volume 7, Issue 2, 2019, Pages 59-80]
  • Propensity Score Matching (PSM) The Endogenous and Exogenous Relationship between Ownership and Dividend Policy: Evidence from Tehran Stock Exchange Using OLS, PSM, GMM Estimators [Volume 7, Issue 1, 2019, Pages 63-82]

R

  • Real earnings management Studying the Distinct Impact of Abnormal Real Operations and Real Earnings Management on the Subsequent Crash Risk in Stock Prices [Volume 7, Issue 2, 2019, Pages 81-98]
  • Return on Assets The Role of Market Capitalization in the Relationship Between ROA, ROE and Stock Prices in Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 17-30]
  • Return on Equity The Role of Market Capitalization in the Relationship Between ROA, ROE and Stock Prices in Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 17-30]
  • Rules and regulations Rules and Regulations of Financing Infrastructure Road Transport Projects through the Capital Market of Iran [Volume 7, Issue 1, 2019, Pages 1-28]

S

  • Securities risk Dynamic Correlation Structure; Securities Risk and Return [Volume 7, Issue 3, 2019, Pages 1-26]
  • Sophisticated investor Sophisticated Investors and Accruals Trading Strategy [Volume 7, Issue 4, 2019, Pages 31-48]
  • Speed of Adjustment A Comparative Analysis of Proxies for an Optimal Leverage Ratio [Volume 7, Issue 2, 2019, Pages 119-138]
  • SRISK Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating [Volume 7, Issue 4, 2019, Pages 1-16]
  • State ownership The Impact of Corporate Governance Mechanisms on the Earning Timeliness [Volume 7, Issue 3, 2019, Pages 59-70]
  • Stock Prices The Role of Market Capitalization in the Relationship Between ROA, ROE and Stock Prices in Tehran Stock Exchange [Volume 7, Issue 4, 2019, Pages 17-30]
  • Stock return Checking conformity of Tehran Stock Exchange Data with Benford’s Law [Volume 7, Issue 1, 2019, Pages 103-112]
  • Structural Modeling Investigating the Simultaneous Effect of Corporate Governance and Audit Quality on Earnings Quality with the Mediating Role of Capital Structure and Financial Performance [Volume 7, Issue 1, 2019, Pages 83-102]
  • Suspect firm- years Studying the Distinct Impact of Abnormal Real Operations and Real Earnings Management on the Subsequent Crash Risk in Stock Prices [Volume 7, Issue 2, 2019, Pages 81-98]
  • Systemic risk Assessing the Systemic Risk in the Financial Sub-Systems of Iran, using Nonlinear Granger Method [Volume 7, Issue 2, 2019, Pages 59-80]

T

  • The Dynamic Model of Stock Valuation The Dynamic Model of Valuation for the Bank Stocks (Case Study of Banks of Mellat, Tejarat, Eghtesad-e-Novin, and Karafarin) [Volume 7, Issue 1, 2019, Pages 113-134]
  • The Endogeneity of Ownership The Endogenous and Exogenous Relationship between Ownership and Dividend Policy: Evidence from Tehran Stock Exchange Using OLS, PSM, GMM Estimators [Volume 7, Issue 1, 2019, Pages 63-82]
  • The Herfindahl-Hirschman index (HHI) Investigating the Effect of Product Market Competition on Financial Performance by Moderating Role of Information Disclosure Quality: The Companies Listed in Tehran Stock Exchange [Volume 7, Issue 1, 2019, Pages 29-44]
  • The performance of investors Investigating the Performance of Active and Passive Individual Investors in Tehran Stock Exchange by Using Portfolio Study and Own Benchmark Abnormal Return Approaches [Volume 7, Issue 2, 2019, Pages 25-40]
  • Threshold VAR Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating [Volume 7, Issue 4, 2019, Pages 1-16]
  • Time-to-Maturity The Effect of Trade Volume, Time-to-Maturity and Open Interest on the Return of Gold Coid Future Trades [Volume 7, Issue 4, 2019, Pages 49-62]
  • Trade-off lheory A Comparative Analysis of Proxies for an Optimal Leverage Ratio [Volume 7, Issue 2, 2019, Pages 119-138]
  • Transport Rules and Regulations of Financing Infrastructure Road Transport Projects through the Capital Market of Iran [Volume 7, Issue 1, 2019, Pages 1-28]

U

  • Under-leverage Investigation of the Relationship between Working Capital Efficiency and Deviation from the Optimal Level of Capital Structure in Firms Listed in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 71-84]

W

  • Working capital efficiency Investigation of the Relationship between Working Capital Efficiency and Deviation from the Optimal Level of Capital Structure in Firms Listed in Tehran Stock Exchange [Volume 7, Issue 3, 2019, Pages 71-84]