Keyword Index

A

  • Abnormal Return Analysis of Investors’ Reaction to Unexpected Earnings Under Market Uncertainty [Volume 8, Issue 1, 2020, Pages 41-56]
  • Abnormal returns Analyzing the Role of Block Trade in Generating Abnormal Returns and Impact in Idiosyncratic Volatility in Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 1-22]
  • Accruals The Effect of Stock Returns Volatilities on Working Capital Accruals: Considering the Moderating Effect of Financial Distress [Volume 8, Issue 3, 2020, Pages 85-102]
  • Adjustment and Anchoring Momentum Strategies Based on Reference Points; Evidence from Adjustment and Anchoring Bias [Volume 8, Issue 1, 2020, Pages 83-104]
  • Annual Earnings Announcement Analysis of Investors’ Reaction to Unexpected Earnings Under Market Uncertainty [Volume 8, Issue 1, 2020, Pages 41-56]
  • Asset Quality Review (AQR) Solutions for Financial Restructuring in Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-20]
  • Autoregressive Distributed Lag Model Investigating the Effect of Business Cycles and Investment-Specific Technology Shocks on Stock Returns in the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 103-122]

B

  • Banking System Design and Examination of a Model for Stabilization of Banks Based on Financial Reporting Quality [Volume 8, Issue 3, 2020, Pages 25-52]
  • Banking System Stability Design and Examination of a Model for Stabilization of Banks Based on Financial Reporting Quality [Volume 8, Issue 3, 2020, Pages 25-52]
  • Banks Solutions for Financial Restructuring in Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-20]
  • Behavioral finance Extracting Composite sentiment Index for Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 49-68]
  • Block holder Analyzing the Role of Block Trade in Generating Abnormal Returns and Impact in Idiosyncratic Volatility in Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 1-22]
  • Block trade Analyzing the Role of Block Trade in Generating Abnormal Returns and Impact in Idiosyncratic Volatility in Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 1-22]
  • Book Leverage The Effect of Inventory Management Efficiency and Trade Credit on the Capital Structure Stability [Volume 8, Issue 4, 2020, Pages 85-100]
  • Business Cycles The impact of working capital management on Listed companies profitability in business cycles based on the output gap [Volume 8, Issue 2, 2020, Pages 31-48]
  • Business Cycles Investigating the Effect of Business Cycles and Investment-Specific Technology Shocks on Stock Returns in the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 103-122]
  • Business Risk Asset Risk Behavior in Value and Growth Firms Under Stable and Adverse Market Conditions: Evidence from the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 1-24]

C

  • Capital structure stability The Effect of Inventory Management Efficiency and Trade Credit on the Capital Structure Stability [Volume 8, Issue 4, 2020, Pages 85-100]
  • Capped option A Comparison between the Pricing of Capped and Power Options on the Basis of Arbitrage Prevention: Evidence from a Stochastic Market with Double Stochastic Volatility, Double Jump, and a Stochastic Intensity Measure [Volume 8, Issue 2, 2020, Pages 89-103]
  • Coin Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models [Volume 8, Issue 1, 2020, Pages 57-82]
  • Credit Conditions The Role of Managers' Ability to Modify Credit Conditions and Reduce Share Returns spread [Volume 8, Issue 3, 2020, Pages 123-139]

D

  • Debt Corporate Financing Strategies in Normal and Crisis Conditions: Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 13-30]
  • Development barriers Barriers of Public Sector Financing for Construction Projects in Isfahan Province Using a Multi-Criteria Approach [Volume 8, Issue 4, 2020, Pages 101-116]
  • Dynamic Loan Loss Provision Design and Examination of a Model for Stabilization of Banks Based on Financial Reporting Quality [Volume 8, Issue 3, 2020, Pages 25-52]

E

  • Earnings management Evaluating the Role of Earnings Management in Identifying Fraudulent Financial Statements in Companies Listed in Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 21-38]
  • Economic Crisis Asset Risk Behavior in Value and Growth Firms Under Stable and Adverse Market Conditions: Evidence from the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 1-24]
  • Economic Crisis Condition Corporate Financing Strategies in Normal and Crisis Conditions: Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 13-30]
  • Expected Excess Returns Individual Investors’ Attention to Left Tail Risk [Volume 8, Issue 2, 2020, Pages 69-88]

F

  • Fast Fourier Transform A Comparison between the Pricing of Capped and Power Options on the Basis of Arbitrage Prevention: Evidence from a Stochastic Market with Double Stochastic Volatility, Double Jump, and a Stochastic Intensity Measure [Volume 8, Issue 2, 2020, Pages 89-103]
  • Financial Distress The Effect of Stock Returns Volatilities on Working Capital Accruals: Considering the Moderating Effect of Financial Distress [Volume 8, Issue 3, 2020, Pages 85-102]
  • Financial Reporting Design and Examination of a Model for Stabilization of Banks Based on Financial Reporting Quality [Volume 8, Issue 3, 2020, Pages 25-52]
  • Financial Restructuring Solutions for Financial Restructuring in Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-20]
  • Financing Corporate Financing Strategies in Normal and Crisis Conditions: Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 13-30]
  • Firm's life cycle Introducing and Testing Firm's Life Cycle as a New Factor in Developing Multifactor Asset Pricing Models using Spanning Regression Approach [Volume 8, Issue 3, 2020, Pages 53-84]
  • Firm Value Disciplining Role of Debts, Information Asymmetry, and Firm Value: Two-Step Generalized Methods of Moments [Volume 8, Issue 1, 2020, Pages 105-122]
  • Fraudulent financial statement Evaluating the Role of Earnings Management in Identifying Fraudulent Financial Statements in Companies Listed in Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 21-38]
  • Futures Contract Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models [Volume 8, Issue 1, 2020, Pages 57-82]

G

  • GARCH models Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 23-40]
  • Generalized Hurst Exponents (GHE) Time-varying long-term Memory in the Tehran Stock Exchange: the Generalized Hurst Exponents and the Rolling Window Approach [Volume 8, Issue 4, 2020, Pages 39-62]
  • Growth Stock Asset Risk Behavior in Value and Growth Firms Under Stable and Adverse Market Conditions: Evidence from the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 1-24]

I

  • Idiosyncratic Volatility Analyzing the Role of Block Trade in Generating Abnormal Returns and Impact in Idiosyncratic Volatility in Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 1-22]
  • Information Content Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 63-84]
  • Information transparency A Study on Stock Price Informativeness Model based on the Role of Managers’ Reputation Motivation (Evidence from the Companies Listedin Tehran Stock Exchange) [Volume 8, Issue 1, 2020, Pages 123-136]
  • Inventory Management The Effect of Inventory Management Efficiency and Trade Credit on the Capital Structure Stability [Volume 8, Issue 4, 2020, Pages 85-100]
  • Investment-Specific Technology Shocks Investigating the Effect of Business Cycles and Investment-Specific Technology Shocks on Stock Returns in the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 103-122]

L

  • Left Tail Risk Individual Investors’ Attention to Left Tail Risk [Volume 8, Issue 2, 2020, Pages 69-88]
  • Levered Risk Asset Risk Behavior in Value and Growth Firms Under Stable and Adverse Market Conditions: Evidence from the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 1-24]
  • Limit-Order Book Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 63-84]
  • Long Run Memory Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models [Volume 8, Issue 1, 2020, Pages 57-82]

M

  • Managers' Ability The Role of Managers' Ability to Modify Credit Conditions and Reduce Share Returns spread [Volume 8, Issue 3, 2020, Pages 123-139]
  • Market Efficiency Time-varying long-term Memory in the Tehran Stock Exchange: the Generalized Hurst Exponents and the Rolling Window Approach [Volume 8, Issue 4, 2020, Pages 39-62]
  • Market Leverage The Effect of Inventory Management Efficiency and Trade Credit on the Capital Structure Stability [Volume 8, Issue 4, 2020, Pages 85-100]
  • Market Uncertainty Analysis of Investors’ Reaction to Unexpected Earnings Under Market Uncertainty [Volume 8, Issue 1, 2020, Pages 41-56]
  • Momentum Strategy Momentum Strategies Based on Reference Points; Evidence from Adjustment and Anchoring Bias [Volume 8, Issue 1, 2020, Pages 83-104]
  • Multifactor asset pricing models Introducing and Testing Firm's Life Cycle as a New Factor in Developing Multifactor Asset Pricing Models using Spanning Regression Approach [Volume 8, Issue 3, 2020, Pages 53-84]

N

  • Normal Condition Corporate Financing Strategies in Normal and Crisis Conditions: Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 13-30]

P

  • Power Option A Comparison between the Pricing of Capped and Power Options on the Basis of Arbitrage Prevention: Evidence from a Stochastic Market with Double Stochastic Volatility, Double Jump, and a Stochastic Intensity Measure [Volume 8, Issue 2, 2020, Pages 89-103]
  • Pre-trade Transparency Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 63-84]
  • Price Discovery Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 63-84]
  • Price Informativeness A Study on Stock Price Informativeness Model based on the Role of Managers’ Reputation Motivation (Evidence from the Companies Listedin Tehran Stock Exchange) [Volume 8, Issue 1, 2020, Pages 123-136]
  • Principal Component Analysis Extracting Composite sentiment Index for Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 49-68]
  • Profitability The impact of working capital management on Listed companies profitability in business cycles based on the output gap [Volume 8, Issue 2, 2020, Pages 31-48]
  • Public-private partnership Barriers of Public Sector Financing for Construction Projects in Isfahan Province Using a Multi-Criteria Approach [Volume 8, Issue 4, 2020, Pages 101-116]

R

  • Reputation motivation A Study on Stock Price Informativeness Model based on the Role of Managers’ Reputation Motivation (Evidence from the Companies Listedin Tehran Stock Exchange) [Volume 8, Issue 1, 2020, Pages 123-136]
  • Resolution Plan Solutions for Financial Restructuring in Iranian Banks [Volume 8, Issue 4, 2020, Pages 1-20]
  • Return spread The Role of Managers' Ability to Modify Credit Conditions and Reduce Share Returns spread [Volume 8, Issue 3, 2020, Pages 123-139]
  • Rolling Window Approach Time-varying long-term Memory in the Tehran Stock Exchange: the Generalized Hurst Exponents and the Rolling Window Approach [Volume 8, Issue 4, 2020, Pages 39-62]

S

  • Sentiment Index Extracting Composite sentiment Index for Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 49-68]
  • Short-term Return Predictability Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [Volume 8, Issue 4, 2020, Pages 63-84]
  • Spanning regression approach Introducing and Testing Firm's Life Cycle as a New Factor in Developing Multifactor Asset Pricing Models using Spanning Regression Approach [Volume 8, Issue 3, 2020, Pages 53-84]
  • Stochastic Intensity A Comparison between the Pricing of Capped and Power Options on the Basis of Arbitrage Prevention: Evidence from a Stochastic Market with Double Stochastic Volatility, Double Jump, and a Stochastic Intensity Measure [Volume 8, Issue 2, 2020, Pages 89-103]
  • Stochastic Volatility A Comparison between the Pricing of Capped and Power Options on the Basis of Arbitrage Prevention: Evidence from a Stochastic Market with Double Stochastic Volatility, Double Jump, and a Stochastic Intensity Measure [Volume 8, Issue 2, 2020, Pages 89-103]
  • Stock market Corporate Financing Strategies in Normal and Crisis Conditions: Evidence from Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 13-30]
  • Stock Returns Investigating the Effect of Business Cycles and Investment-Specific Technology Shocks on Stock Returns in the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 103-122]
  • Stock Returns Volatility The Effect of Stock Returns Volatilities on Working Capital Accruals: Considering the Moderating Effect of Financial Distress [Volume 8, Issue 3, 2020, Pages 85-102]

T

  • Tehran Stock Exchange Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange [Volume 8, Issue 1, 2020, Pages 23-40]
  • Tehran Stock Exchange Extracting Composite sentiment Index for Tehran Stock Exchange [Volume 8, Issue 2, 2020, Pages 49-68]
  • Tehran Stock Exchange Time-varying long-term Memory in the Tehran Stock Exchange: the Generalized Hurst Exponents and the Rolling Window Approach [Volume 8, Issue 4, 2020, Pages 39-62]
  • Topsis Method Barriers of Public Sector Financing for Construction Projects in Isfahan Province Using a Multi-Criteria Approach [Volume 8, Issue 4, 2020, Pages 101-116]
  • Trade Credit The Effect of Inventory Management Efficiency and Trade Credit on the Capital Structure Stability [Volume 8, Issue 4, 2020, Pages 85-100]

U

  • Unexpected Earnings Analysis of Investors’ Reaction to Unexpected Earnings Under Market Uncertainty [Volume 8, Issue 1, 2020, Pages 41-56]

V

  • Value at Risk Individual Investors’ Attention to Left Tail Risk [Volume 8, Issue 2, 2020, Pages 69-88]
  • Value-at-Risk Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models [Volume 8, Issue 1, 2020, Pages 57-82]
  • Value Stock Asset Risk Behavior in Value and Growth Firms Under Stable and Adverse Market Conditions: Evidence from the Tehran Stock Exchange [Volume 8, Issue 3, 2020, Pages 1-24]
  • Volatility Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models [Volume 8, Issue 1, 2020, Pages 57-82]

W

  • Working Capital The Effect of Stock Returns Volatilities on Working Capital Accruals: Considering the Moderating Effect of Financial Distress [Volume 8, Issue 3, 2020, Pages 85-102]
  • Working capital management The impact of working capital management on Listed companies profitability in business cycles based on the output gap [Volume 8, Issue 2, 2020, Pages 31-48]