A

  • Abnormal Return The Event Research in the Effect of Clear Rumor Declarations on Abnormal Stock Returns Behavior [Volume 5, Issue 3, 2021, Pages 17-37]

  • Accrual-Based Earnings Management The Relationship between Corporate Reputation and Different Types of Earnings Management [Volume 5, Issue 1, 2021, Pages 1-30]

  • ARFIMA- GARCH Family Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio [Volume 5, Issue 1, 2021, Pages 61-90]

  • Audit Committee Independence Studying the Moderating Role of Audit Committee Independence in the Relationship between CEO Narcissism and Real Earnings Management [Volume 5, Issue 3, 2021, Pages 58-77]

B

  • Bank Information Content of Rating Banks Using Early Warnings Indicators [Volume 5, Issue 4, 2021, Pages 64-86]

C

  • CEO Narcissism Studying the Moderating Role of Audit Committee Independence in the Relationship between CEO Narcissism and Real Earnings Management [Volume 5, Issue 3, 2021, Pages 58-77]

  • Confidence multi-scale indicators model Detection of Bubbles in Tehran Stock Exchange Using Log-Periodic Power-Low Singularity Model [Volume 5, Issue 4, 2021, Pages 52-63]

  • Conflict of interest Auditors' deviant decision-making model based on conflict of interest [Volume 5, Issue 1, 2021, Pages 31-60]

  • Corporate Governance Corporate Governance and Iranian Banking Economic Value Added [Volume 5, Issue 2, 2021, Pages 46-69]

D

  • Deviant decision making Auditors' deviant decision-making model based on conflict of interest [Volume 5, Issue 1, 2021, Pages 31-60]

  • Disclosure declarations The Event Research in the Effect of Clear Rumor Declarations on Abnormal Stock Returns Behavior [Volume 5, Issue 3, 2021, Pages 17-37]

  • Diversity Index The Quantitative Diversity Index in Multi-Objective Portfolio Model [Volume 5, Issue 1, 2021, Pages 122-146]

  • Dow Jones Investigating the financial crisis of the Tehran Stock Exchange using the entropy method of transfer and comparing it with the US financial market [Volume 5, Issue 3, 2021, Pages 1-16]

  • Dynamic conditional correlation Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [Volume 5, Issue 4, 2021, Pages 25-51]

E

  • Earnings Components Earnings Decomposition, Value Relevance and Predictability [Volume 5, Issue 4, 2021, Pages 107-127]

  • Economic Value Added Corporate Governance and Iranian Banking Economic Value Added [Volume 5, Issue 2, 2021, Pages 46-69]

  • EM Algorithm Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [Volume 5, Issue 3, 2021, Pages 108-126]

  • Environmental Points of Cooperate Governance Modeling the effect of environmental corporate governance rating in the pricing information asymmetry [Volume 5, Issue 1, 2021, Pages 91-121]

  • Event research The Event Research in the Effect of Clear Rumor Declarations on Abnormal Stock Returns Behavior [Volume 5, Issue 3, 2021, Pages 17-37]

  • Exchange rate Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum [Volume 5, Issue 1, 2021, Pages 147-172]

  • Exchange rate Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [Volume 5, Issue 4, 2021, Pages 25-51]

  • Expected positive results Auditors' deviant decision-making model based on conflict of interest [Volume 5, Issue 1, 2021, Pages 31-60]

F

  • Fair Value The Effect of Using Fair Value Approach on Performance Prediction in Investment Companies [Volume 5, Issue 2, 2021, Pages 1-20]

  • Fair Value Investigating the Effects of Disclosure of Non-Financial Intangible Information on Investors’ Judgment about Future Financial Performance of the Company [Volume 5, Issue 2, 2021, Pages 21-45]

  • Financial Crash Detection of Bubbles in Tehran Stock Exchange Using Log-Periodic Power-Low Singularity Model [Volume 5, Issue 4, 2021, Pages 52-63]

G

  • GMM Method Corporate Governance and Iranian Banking Economic Value Added [Volume 5, Issue 2, 2021, Pages 46-69]

H

  • Hierarchical Risk Parity Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization: (A Study of Tehran Stock Exchange) [Volume 5, Issue 4, 2021, Pages 1-24]

I

  • Industry The Dynamic Impact of Oil Price on Investor Sentiment in Tehran Stock Exchange: An Industry-Level Analysis [Volume 5, Issue 3, 2021, Pages 38-57]

  • Information Asymmetry Modeling the effect of environmental corporate governance rating in the pricing information asymmetry [Volume 5, Issue 1, 2021, Pages 91-121]

  • International Financial Reporting Standards The Effect of Using Fair Value Approach on Performance Prediction in Investment Companies [Volume 5, Issue 2, 2021, Pages 1-20]

  • International Financial Reporting Standards Investigating the Effects of Disclosure of Non-Financial Intangible Information on Investors’ Judgment about Future Financial Performance of the Company [Volume 5, Issue 2, 2021, Pages 21-45]

  • Investor Sentiment The Dynamic Impact of Oil Price on Investor Sentiment in Tehran Stock Exchange: An Industry-Level Analysis [Volume 5, Issue 3, 2021, Pages 38-57]

K

  • Kernel function Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [Volume 5, Issue 3, 2021, Pages 108-126]

L

  • LPPLS Detection of Bubbles in Tehran Stock Exchange Using Log-Periodic Power-Low Singularity Model [Volume 5, Issue 4, 2021, Pages 52-63]

M

  • Machine Learning Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization: (A Study of Tehran Stock Exchange) [Volume 5, Issue 4, 2021, Pages 1-24]

  • Managers' Behaviors The Impact of Corporate Social Responsibility on the Managers' Behaviors in Companies Listed on the Tehran Stock Exchange [Volume 5, Issue 2, 2021, Pages 128-151]

  • Market Reaction Information Content of Rating Banks Using Early Warnings Indicators [Volume 5, Issue 4, 2021, Pages 64-86]

  • Markov Regime Switching Model Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum [Volume 5, Issue 1, 2021, Pages 147-172]

  • Markov Switching Model Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio [Volume 5, Issue 1, 2021, Pages 61-90]

  • Markov Switching Models Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [Volume 5, Issue 3, 2021, Pages 108-126]

  • Minimum variance Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization: (A Study of Tehran Stock Exchange) [Volume 5, Issue 4, 2021, Pages 1-24]

  • Monetary Policy Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum [Volume 5, Issue 1, 2021, Pages 147-172]

  • MSR-FIEGARCH Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio [Volume 5, Issue 1, 2021, Pages 61-90]

  • Myopic Behavior The Impact of Corporate Social Responsibility on the Managers' Behaviors in Companies Listed on the Tehran Stock Exchange [Volume 5, Issue 2, 2021, Pages 128-151]

O

  • Oil Price The Dynamic Impact of Oil Price on Investor Sentiment in Tehran Stock Exchange: An Industry-Level Analysis [Volume 5, Issue 3, 2021, Pages 38-57]

  • Optimal Portfolio Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [Volume 5, Issue 4, 2021, Pages 25-51]

  • Optimistic Behavior The Impact of Corporate Social Responsibility on the Managers' Behaviors in Companies Listed on the Tehran Stock Exchange [Volume 5, Issue 2, 2021, Pages 128-151]

P

  • Particle Swarm Optimization Algorithm Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity [Volume 5, Issue 4, 2021, Pages 87-106]

  • Performance Prediction The Effect of Using Fair Value Approach on Performance Prediction in Investment Companies [Volume 5, Issue 2, 2021, Pages 1-20]

  • Performance Prediction Investigating the Effects of Disclosure of Non-Financial Intangible Information on Investors’ Judgment about Future Financial Performance of the Company [Volume 5, Issue 2, 2021, Pages 21-45]

  • Persistence Earnings Decomposition, Value Relevance and Predictability [Volume 5, Issue 4, 2021, Pages 107-127]

  • Petroleum Stock Index Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum [Volume 5, Issue 1, 2021, Pages 147-172]

  • PMG Method The Dynamic Impact of Oil Price on Investor Sentiment in Tehran Stock Exchange: An Industry-Level Analysis [Volume 5, Issue 3, 2021, Pages 38-57]

  • Predictability Earnings Decomposition, Value Relevance and Predictability [Volume 5, Issue 4, 2021, Pages 107-127]

  • Price Bubbles Detection of Bubbles in Tehran Stock Exchange Using Log-Periodic Power-Low Singularity Model [Volume 5, Issue 4, 2021, Pages 52-63]

  • Pricing of Information Modeling the effect of environmental corporate governance rating in the pricing information asymmetry [Volume 5, Issue 1, 2021, Pages 91-121]

  • Problem understanding Auditors' deviant decision-making model based on conflict of interest [Volume 5, Issue 1, 2021, Pages 31-60]

Q

  • Qualitative Aspects Information Content of Rating Banks Using Early Warnings Indicators [Volume 5, Issue 4, 2021, Pages 64-86]

  • Quality The Effect of Using Fair Value Approach on Performance Prediction in Investment Companies [Volume 5, Issue 2, 2021, Pages 1-20]

  • Quality Investigating the Effects of Disclosure of Non-Financial Intangible Information on Investors’ Judgment about Future Financial Performance of the Company [Volume 5, Issue 2, 2021, Pages 21-45]

  • Quantitative Aspects Information Content of Rating Banks Using Early Warnings Indicators [Volume 5, Issue 4, 2021, Pages 64-86]

R

  • RATING Information Content of Rating Banks Using Early Warnings Indicators [Volume 5, Issue 4, 2021, Pages 64-86]

  • Real Earnings Management The Relationship between Corporate Reputation and Different Types of Earnings Management [Volume 5, Issue 1, 2021, Pages 1-30]

  • Real Earnings Management Studying the Moderating Role of Audit Committee Independence in the Relationship between CEO Narcissism and Real Earnings Management [Volume 5, Issue 3, 2021, Pages 58-77]

  • Relative robustness Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity [Volume 5, Issue 4, 2021, Pages 87-106]

  • Risk parity portfolio Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity [Volume 5, Issue 4, 2021, Pages 87-106]

  • Rumors The Event Research in the Effect of Clear Rumor Declarations on Abnormal Stock Returns Behavior [Volume 5, Issue 3, 2021, Pages 17-37]

S

  • Sharpe ratio Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity [Volume 5, Issue 4, 2021, Pages 87-106]

  • Small and Medium-sized Entities The Effect of Using Fair Value Approach on Performance Prediction in Investment Companies [Volume 5, Issue 2, 2021, Pages 1-20]

  • Small and Medium-sized Entities Investigating the Effects of Disclosure of Non-Financial Intangible Information on Investors’ Judgment about Future Financial Performance of the Company [Volume 5, Issue 2, 2021, Pages 21-45]

  • Stock market Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [Volume 5, Issue 4, 2021, Pages 25-51]

  • Strategies for buying and selling Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [Volume 5, Issue 3, 2021, Pages 108-126]

  • Systematic/Unsystematic risks The Quantitative Diversity Index in Multi-Objective Portfolio Model [Volume 5, Issue 1, 2021, Pages 122-146]

T

  • Takaful Offering Catastrophic Risk Management Framework by Alternative Risk Transfer Instruments to Islamic Capital Market with Cat Takaful (CT) Sukuk [Volume 5, Issue 3, 2021, Pages 78-107]

  • Tehran Stock Exchange Investigating the financial crisis of the Tehran Stock Exchange using the entropy method of transfer and comparing it with the US financial market [Volume 5, Issue 3, 2021, Pages 1-16]

  • Total Interpretive Structural Modeling Auditors’ Wise Tactfulness in Professional Judgments by Total Interpretive Structural Modeling (TISM) [Volume 5, Issue 2, 2021, Pages 95-127]

  • Transfer Entropy Investigating the financial crisis of the Tehran Stock Exchange using the entropy method of transfer and comparing it with the US financial market [Volume 5, Issue 3, 2021, Pages 1-16]

V

  • Value at Risk (VaR) Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio [Volume 5, Issue 1, 2021, Pages 61-90]

  • Value Relevance Earnings Decomposition, Value Relevance and Predictability [Volume 5, Issue 4, 2021, Pages 107-127]

  • VAR The Quantitative Diversity Index in Multi-Objective Portfolio Model [Volume 5, Issue 1, 2021, Pages 122-146]

W

  • Wise tactfulness Auditors’ Wise Tactfulness in Professional Judgments by Total Interpretive Structural Modeling (TISM) [Volume 5, Issue 2, 2021, Pages 95-127]