Keyword Index

A

  • Agency Costs Investigating the Factors Affecting the Value of Cash held in the Companies Listed in Tehran Stock Exchange under Conditions of Uncertainty [Volume 9, Issue 2, 2021, Pages 125-148]
  • Anomaly Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]
  • Asset management Estimating Financial Stress in Iran's Economy: Emphasizing Its Consequences for Managing Business and Family Assets [Volume 9, Issue 1, 2021, Pages 41-62]

B

  • Bank Market Power The Effects of Income Diversification on Market Power in the Iranian Banking System [Volume 9, Issue 3, 2021, Pages 89-104]
  • Banks Investigating the impact of macroeconomic variables on Risk-Adjusted Return on Capital (RAROC) of Registered Banks on Tehran Stock Exchange and Iran Fara Bourse [Volume 9, Issue 3, 2021, Pages 19-36]
  • Behavioral finance Evaluation of the Profitability of Momentum and Reversal Strategies of Industry in the Capital Market of Iran [Volume 9, Issue 1, 2021, Pages 93-112]
  • Behavioral reaction Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions [Volume 9, Issue 4, 2021, Pages 69-96]
  • Bull/Bear Market States Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return ‎Distribution [Volume 9, Issue 4, 2021, Pages 121-148]

C

  • Cash Investigating the Factors Affecting the Value of Cash held in the Companies Listed in Tehran Stock Exchange under Conditions of Uncertainty [Volume 9, Issue 2, 2021, Pages 125-148]
  • Centrality Measures Establishment of a Non-Linear Financial Network Based on its Typological Characteristics Based on Graph Theory (A Study in Tehran Stock Exchange) [Volume 9, Issue 1, 2021, Pages 1-22]
  • Changes in stock pric The Value Content of Different Free Cash Flow Models in Tehran Stock Exchange with Emphasis on Industry Type [Volume 9, Issue 2, 2021, Pages 21-46]
  • Competitive Strategy dentifying the Factors Affecting the Financial Risks of Companies Using the Structural Equations Approach [Volume 9, Issue 2, 2021, Pages 77-98]
  • Corporate Risk-taking Investigating the Relationship between Corporate Risk-Taking and stock Liquidity with Firm Value [Volume 9, Issue 1, 2021, Pages 23-40]
  • Cost stickiness The effect of Intangible Assets on the Firm’s Financial Performance and Mediating Role of the Cost Stickiness in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 47-76]

D

  • Decision making The Impacts of Non-Financial Information and Integrated Reporting Information on Decision-Making: Investment Behavior with an Empirical Approach [Volume 9, Issue 2, 2021, Pages 99-124]
  • Distress Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]

E

  • Emerging Markets Individual Investors’ Intensive Trading and Stock Returns: Evidence from Tehran Stock Exchange TSE [Volume 9, Issue 1, 2021, Pages 113-138]
  • Equity Mutual Funds The Effects of Stale Prices on Mutual Funds [Volume 9, Issue 4, 2021, Pages 47-68]
  • Expected Return Adjusted Capital Asset Pricing Models (CAPMs) with Respect to the Magnet Effect Factor (MEF) Caused by the Range of Stock Price Fluctuations [Volume 9, Issue 3, 2021, Pages 65-88]

F

  • Facility Interest Rate Loan Interest Rate Uncertainty and Financing SMEs Listed in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 1-20]
  • Fair Price The Effects of Stale Prices on Mutual Funds [Volume 9, Issue 4, 2021, Pages 47-68]
  • Financial network Establishment of a Non-Linear Financial Network Based on its Typological Characteristics Based on Graph Theory (A Study in Tehran Stock Exchange) [Volume 9, Issue 1, 2021, Pages 1-22]
  • Financial ratio dentifying the Factors Affecting the Financial Risks of Companies Using the Structural Equations Approach [Volume 9, Issue 2, 2021, Pages 77-98]
  • Financial reporting quality The Effect of Financial Statement Comparability on Idiosyncratic Return Volatility by Emphasis on the Financial Reporting Quality [Volume 9, Issue 3, 2021, Pages 1-18]
  • Financial risk dentifying the Factors Affecting the Financial Risks of Companies Using the Structural Equations Approach [Volume 9, Issue 2, 2021, Pages 77-98]
  • Financial Statement Comparability The Effect of Financial Statement Comparability on Idiosyncratic Return Volatility by Emphasis on the Financial Reporting Quality [Volume 9, Issue 3, 2021, Pages 1-18]
  • Financial Stress Estimating Financial Stress in Iran's Economy: Emphasizing Its Consequences for Managing Business and Family Assets [Volume 9, Issue 1, 2021, Pages 41-62]
  • Financing Estimating Financial Stress in Iran's Economy: Emphasizing Its Consequences for Managing Business and Family Assets [Volume 9, Issue 1, 2021, Pages 41-62]
  • Financing Loan Interest Rate Uncertainty and Financing SMEs Listed in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 1-20]
  • Firm Performance The effect of Intangible Assets on the Firm’s Financial Performance and Mediating Role of the Cost Stickiness in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 47-76]
  • Firm Value Investigating the Relationship between Corporate Risk-Taking and stock Liquidity with Firm Value [Volume 9, Issue 1, 2021, Pages 23-40]
  • Free Cash Flow The Value Content of Different Free Cash Flow Models in Tehran Stock Exchange with Emphasis on Industry Type [Volume 9, Issue 2, 2021, Pages 21-46]
  • Fund Flow The Effects of Stale Prices on Mutual Funds [Volume 9, Issue 4, 2021, Pages 47-68]

G

  • Generalized Method of Moments (GMM) model The Effects of Income Diversification on Market Power in the Iranian Banking System [Volume 9, Issue 3, 2021, Pages 89-104]
  • Governmental Ownership Investigating the Role of Ownership Structure in the Relationship between Managers' Overconfidence and R&D ‎Expenditures in Terms of Financial Constraints [Volume 9, Issue 4, 2021, Pages 97-120]
  • Growth Options Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]

I

  • Idiosyncratic Return Volatility The Effect of Financial Statement Comparability on Idiosyncratic Return Volatility by Emphasis on the Financial Reporting Quality [Volume 9, Issue 3, 2021, Pages 1-18]
  • Idiosyncratic Volatility Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]
  • Income Diversification The Effects of Income Diversification on Market Power in the Iranian Banking System [Volume 9, Issue 3, 2021, Pages 89-104]
  • Individual investors Individual Investors’ Intensive Trading and Stock Returns: Evidence from Tehran Stock Exchange TSE [Volume 9, Issue 1, 2021, Pages 113-138]
  • Industry The Value Content of Different Free Cash Flow Models in Tehran Stock Exchange with Emphasis on Industry Type [Volume 9, Issue 2, 2021, Pages 21-46]
  • Industry Momentum Strategy Evaluation of the Profitability of Momentum and Reversal Strategies of Industry in the Capital Market of Iran [Volume 9, Issue 1, 2021, Pages 93-112]
  • Industry Reveres Strategy Evaluation of the Profitability of Momentum and Reversal Strategies of Industry in the Capital Market of Iran [Volume 9, Issue 1, 2021, Pages 93-112]
  • Intangible assets The effect of Intangible Assets on the Firm’s Financial Performance and Mediating Role of the Cost Stickiness in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 47-76]
  • Investment Decision The Impacts of Non-Financial Information and Integrated Reporting Information on Decision-Making: Investment Behavior with an Empirical Approach [Volume 9, Issue 2, 2021, Pages 99-124]
  • Investment opportunities Investigating the Factors Affecting the Value of Cash held in the Companies Listed in Tehran Stock Exchange under Conditions of Uncertainty [Volume 9, Issue 2, 2021, Pages 125-148]
  • Investment strategy Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions [Volume 9, Issue 4, 2021, Pages 69-96]
  • Investor’s Confidence The Role of Financial Market Stability on Monetary Policy Transmission Mechanism in Iran: A Multivariate GARCH Approach [Volume 9, Issue 3, 2021, Pages 37-64]
  • Iran Loan Interest Rate Uncertainty and Financing SMEs Listed in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 1-20]

K

  • Keywords: Information asymmetry Investigating the Mediating Roles of Information Asymmetry and Illiquidity Related to Cluster Trading in the ‎Relationship between Noise Trading and Market Efficiency in Tehran Stock Exchange (TSE)‎ [Volume 9, Issue 3, 2021, Pages 105-126]

L

  • Loss Given Default (LGD) Investigating the impact of macroeconomic variables on Risk-Adjusted Return on Capital (RAROC) of Registered Banks on Tehran Stock Exchange and Iran Fara Bourse [Volume 9, Issue 3, 2021, Pages 19-36]
  • Lotteryness Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]
  • Lottery Preference Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return ‎Distribution [Volume 9, Issue 4, 2021, Pages 121-148]

M

  • Magnet Effect Factor (MEF) Adjusted Capital Asset Pricing Models (CAPMs) with Respect to the Magnet Effect Factor (MEF) Caused by the Range of Stock Price Fluctuations [Volume 9, Issue 3, 2021, Pages 65-88]
  • Managers' Overconfidence Investigating the Role of Ownership Structure in the Relationship between Managers' Overconfidence and R&D ‎Expenditures in Terms of Financial Constraints [Volume 9, Issue 4, 2021, Pages 97-120]
  • Managers&rsquo Managers’ Overconfidence and Cash Holdings Speed of Adjustment [Volume 9, Issue 4, 2021, Pages 27-48]
  • Market Efficiency Investigating the Mediating Roles of Information Asymmetry and Illiquidity Related to Cluster Trading in the ‎Relationship between Noise Trading and Market Efficiency in Tehran Stock Exchange (TSE)‎ [Volume 9, Issue 3, 2021, Pages 105-126]
  • Markov transfer matrix The Predictive Power of Future Cash Flow by Earning and Cash Flow [Volume 9, Issue 4, 2021, Pages 1-26]
  • Minimum spanning tree Establishment of a Non-Linear Financial Network Based on its Typological Characteristics Based on Graph Theory (A Study in Tehran Stock Exchange) [Volume 9, Issue 1, 2021, Pages 1-22]
  • Momentum and Contrarian Trading Individual Investors’ Intensive Trading and Stock Returns: Evidence from Tehran Stock Exchange TSE [Volume 9, Issue 1, 2021, Pages 113-138]
  • Monetary Policy Transmission Mechanism The Role of Financial Market Stability on Monetary Policy Transmission Mechanism in Iran: A Multivariate GARCH Approach [Volume 9, Issue 3, 2021, Pages 37-64]
  • Multivariate GARCH Approach The Role of Financial Market Stability on Monetary Policy Transmission Mechanism in Iran: A Multivariate GARCH Approach [Volume 9, Issue 3, 2021, Pages 37-64]

N

  • Nonlinear relationships Establishment of a Non-Linear Financial Network Based on its Typological Characteristics Based on Graph Theory (A Study in Tehran Stock Exchange) [Volume 9, Issue 1, 2021, Pages 1-22]

O

  • Operating Cash Flow The Predictive Power of Future Cash Flow by Earning and Cash Flow [Volume 9, Issue 4, 2021, Pages 1-26]
  • Operating Profit The Predictive Power of Future Cash Flow by Earning and Cash Flow [Volume 9, Issue 4, 2021, Pages 1-26]
  • Overconfidence Managers’ Overconfidence and Cash Holdings Speed of Adjustment [Volume 9, Issue 4, 2021, Pages 27-48]

P

  • Performance Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions [Volume 9, Issue 4, 2021, Pages 69-96]
  • Portfolio Management Evaluation of the Profitability of Momentum and Reversal Strategies of Industry in the Capital Market of Iran [Volume 9, Issue 1, 2021, Pages 93-112]
  • Predicted Idiosyncratic Skewness Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return ‎Distribution [Volume 9, Issue 4, 2021, Pages 121-148]
  • Profitability Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]

R

  • R&D Expenditure Investigating the Role of Ownership Structure in the Relationship between Managers' Overconfidence and R&D ‎Expenditures in Terms of Financial Constraints [Volume 9, Issue 4, 2021, Pages 97-120]
  • Recovery Rate Investigating the impact of macroeconomic variables on Risk-Adjusted Return on Capital (RAROC) of Registered Banks on Tehran Stock Exchange and Iran Fara Bourse [Volume 9, Issue 3, 2021, Pages 19-36]
  • Risk-Adjusted Return on Capital (RAROC) Investigating the impact of macroeconomic variables on Risk-Adjusted Return on Capital (RAROC) of Registered Banks on Tehran Stock Exchange and Iran Fara Bourse [Volume 9, Issue 3, 2021, Pages 19-36]
  • Risk and Return Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions [Volume 9, Issue 4, 2021, Pages 69-96]

S

  • Short-Term Returns Individual Investors’ Intensive Trading and Stock Returns: Evidence from Tehran Stock Exchange TSE [Volume 9, Issue 1, 2021, Pages 113-138]
  • Skewness of Return Distribution Function Analysis the effect of market anomalies and growth options on stock return [Volume 9, Issue 1, 2021, Pages 63-92]
  • Stale Prices The Effects of Stale Prices on Mutual Funds [Volume 9, Issue 4, 2021, Pages 47-68]
  • Stock Liquidity Investigating the Relationship between Corporate Risk-Taking and stock Liquidity with Firm Value [Volume 9, Issue 1, 2021, Pages 23-40]
  • Structural Equation Modeling The effect of Intangible Assets on the Firm’s Financial Performance and Mediating Role of the Cost Stickiness in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 47-76]
  • Systematic Skewness Rank Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return ‎Distribution [Volume 9, Issue 4, 2021, Pages 121-148]

T

  • Technical indicator Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions [Volume 9, Issue 4, 2021, Pages 69-96]
  • Technical Method Key Components Estimating Financial Stress in Iran's Economy: Emphasizing Its Consequences for Managing Business and Family Assets [Volume 9, Issue 1, 2021, Pages 41-62]
  • Trading Behavior Individual Investors’ Intensive Trading and Stock Returns: Evidence from Tehran Stock Exchange TSE [Volume 9, Issue 1, 2021, Pages 113-138]
  • Translog The Effects of Income Diversification on Market Power in the Iranian Banking System [Volume 9, Issue 3, 2021, Pages 89-104]
  • Trend The Predictive Power of Future Cash Flow by Earning and Cash Flow [Volume 9, Issue 4, 2021, Pages 1-26]

U

  • Uncertainty Loan Interest Rate Uncertainty and Financing SMEs Listed in Tehran Stock Exchange [Volume 9, Issue 2, 2021, Pages 1-20]
  • Uncertainty Investigating the Factors Affecting the Value of Cash held in the Companies Listed in Tehran Stock Exchange under Conditions of Uncertainty [Volume 9, Issue 2, 2021, Pages 125-148]

V

  • Value content The Value Content of Different Free Cash Flow Models in Tehran Stock Exchange with Emphasis on Industry Type [Volume 9, Issue 2, 2021, Pages 21-46]

W

  • Wealth Transfer The Effects of Stale Prices on Mutual Funds [Volume 9, Issue 4, 2021, Pages 47-68]