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]