Iranian Journal of Finance

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A B C D E F G H I J K L M N O P Q R S T U V W X Y Z ALL

A

  • Accounting Ratios Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries [Volume 2, Issue 1, 2018, Pages 7-58]

  • Adaptive group LASSO Regression Comparison of linear regression models Ordinary Lasso, Adaptive Group Lasso and Ordinary Least Squares models in selecting effective characteristics to predict the expected return [Volume 2, Issue 3, 2018, Pages 49-69]

  • A Grounded Theory Approach Developing a Comprehensive Pattern of Preventing Stock Price Manipulation in Iran’s Capital Market: A Grounded Theory Approach [Volume 2, Issue 3, 2018, Pages 104-121]

  • Asset-Liability Management (ALM) Asset-Liability Management (ALM) Following Liquidity Management Approach Based on Goal Programming in the Commercial Bank [Volume 2, Issue 3, 2018, Pages 25-48]

  • Asset Management Company Designing and Explaining the Convergence-Based Financial Services Marketing Model in Tehran Stock Exchange (Mixed Approach) [Volume 2, Issue 3, 2018, Pages 88-103]

  • Auditors’ errors The Role of Auditors' Biases and Decision Making on Errorswith a Cognitive Approach in Capital Market (A Case Study: Securities and Exchange's Certified Auditors) [Volume 2, Issue 2, 2018, Pages 59-82]

B

  • Backtesting Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [Volume 2, Issue 1, 2018, Pages 93-119]

  • Banking sector Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model [Volume 2, Issue 2, 2018, Pages 131-150]

  • Banking sector Financial Integration between Iran, OPEC and the Shanghai Organization [Volume 2, Issue 4, 2018, Pages 78-105]

  • Behavioral Finance Studing the relationship between unsystematic risk fluctuations and noise trading [Volume 2, Issue 1, 2018, Pages 121-136]

  • Behavior of Institutional Investors Providing a Logistic Model to Predict Individual Trading Behavior in Tehran Stock Exchange [Volume 2, Issue 3, 2018, Pages 70-87]

  • Beta Coefficient Measurement and assessment of systematic risk of selected industries in stock exchange using wavelet approach [Volume 2, Issue 4, 2018, Pages 64-77]

  • Black-Scholes-Merton (BSM) Option Pricing Model Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries [Volume 2, Issue 1, 2018, Pages 7-58]

C

  • CAPM Determinants of systematic risk in the Iranian Financial sector [Volume 2, Issue 1, 2018, Pages 59-79]

  • Causal Relationships Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

  • Classic Delphi Description Of Ijareh Sukuk Rating Dimensions In Iranian Capital Market [Volume 2, Issue 1, 2018, Pages 81-91]

  • Convergence Designing and Explaining the Convergence-Based Financial Services Marketing Model in Tehran Stock Exchange (Mixed Approach) [Volume 2, Issue 3, 2018, Pages 88-103]

  • Copula Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [Volume 2, Issue 1, 2018, Pages 93-119]

  • Corporate Default Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries [Volume 2, Issue 1, 2018, Pages 7-58]

D

  • Decision-making Modeling the prediction of the Financial Behavior in Iranian Stock Market Investors with an Interpretive Structural Approach [Volume 2, Issue 4, 2018, Pages 1-26]

  • Detecting Cut-off Levels Foreign direct investment, economic growth and the moderation role of host country’s financial market [Volume 2, Issue 3, 2018, Pages 1-24]

  • Disclosure Quality Studying the Effect of Corporation’s Disclosure Quality Rank on Income-Smoothing and Informativeness of Tehran Stock Exchange’s Listed Companies [Volume 2, Issue 1, 2018, Pages 137-156]

E

  • Earnings Management Governments’ Economic Performance and Earnings Management Methods: Evidence from Tehran Stock Exchange [Volume 2, Issue 2, 2018, Pages 103-129]

  • Economic Growth Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model [Volume 2, Issue 2, 2018, Pages 131-150]

  • Economic Growth Foreign direct investment, economic growth and the moderation role of host country’s financial market [Volume 2, Issue 3, 2018, Pages 1-24]

  • Economic indicators Governments’ Economic Performance and Earnings Management Methods: Evidence from Tehran Stock Exchange [Volume 2, Issue 2, 2018, Pages 103-129]

  • Economic Value Added Providing a Model to Evaluate Corporate Social Responsibility by Social Value Added (Case Study: Nano-Engine Oil) [Volume 2, Issue 2, 2018, Pages 83-102]

  • Expected Returns of Portfolios Comparison of linear regression models Ordinary Lasso, Adaptive Group Lasso and Ordinary Least Squares models in selecting effective characteristics to predict the expected return [Volume 2, Issue 3, 2018, Pages 49-69]

  • Extreme Value Theory (EVT) Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [Volume 2, Issue 1, 2018, Pages 93-119]

F

  • Financial Development Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model [Volume 2, Issue 2, 2018, Pages 131-150]

  • Financial Services Marketing Designing and Explaining the Convergence-Based Financial Services Marketing Model in Tehran Stock Exchange (Mixed Approach) [Volume 2, Issue 3, 2018, Pages 88-103]

  • Foreign Direct Investment (FDI) Foreign direct investment, economic growth and the moderation role of host country’s financial market [Volume 2, Issue 3, 2018, Pages 1-24]

  • Fuzzy Delphi Description Of Ijareh Sukuk Rating Dimensions In Iranian Capital Market [Volume 2, Issue 1, 2018, Pages 81-91]

G

  • GARCH Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [Volume 2, Issue 1, 2018, Pages 93-119]

  • GARCH Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

  • Goal Programing (GP) Asset-Liability Management (ALM) Following Liquidity Management Approach Based on Goal Programming in the Commercial Bank [Volume 2, Issue 3, 2018, Pages 25-48]

  • Granger causality Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

  • Ground Theory Designing and Explaining the Convergence-Based Financial Services Marketing Model in Tehran Stock Exchange (Mixed Approach) [Volume 2, Issue 3, 2018, Pages 88-103]

I

  • Ijareh Sukuk Description Of Ijareh Sukuk Rating Dimensions In Iranian Capital Market [Volume 2, Issue 1, 2018, Pages 81-91]

  • Inflation Governments’ Economic Performance and Earnings Management Methods: Evidence from Tehran Stock Exchange [Volume 2, Issue 2, 2018, Pages 103-129]

  • Investors Modeling the prediction of the Financial Behavior in Iranian Stock Market Investors with an Interpretive Structural Approach [Volume 2, Issue 4, 2018, Pages 1-26]

  • Iran’s Stock Market Modeling the prediction of the Financial Behavior in Iranian Stock Market Investors with an Interpretive Structural Approach [Volume 2, Issue 4, 2018, Pages 1-26]

L

  • LASSO Regression Comparison of linear regression models Ordinary Lasso, Adaptive Group Lasso and Ordinary Least Squares models in selecting effective characteristics to predict the expected return [Volume 2, Issue 3, 2018, Pages 49-69]

  • Liquidity Management Asset-Liability Management (ALM) Following Liquidity Management Approach Based on Goal Programming in the Commercial Bank [Volume 2, Issue 3, 2018, Pages 25-48]

  • Logistic Model Providing a Logistic Model to Predict Individual Trading Behavior in Tehran Stock Exchange [Volume 2, Issue 3, 2018, Pages 70-87]

M

  • Managerial Entrenchment Investigating the Relationship between Managerial Entrenchment and Internal Control Weakness (Operant Conditioning Behavior Theory Test) [Volume 2, Issue 4, 2018, Pages 106-132]

O

  • One-step-ahead quantile forecasting Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model [Volume 2, Issue 2, 2018, Pages 7-28]

  • Opec and The Shanghai Organization Financial Integration between Iran, OPEC and the Shanghai Organization [Volume 2, Issue 4, 2018, Pages 78-105]

  • Ordinary Least Squares Regression Comparison of linear regression models Ordinary Lasso, Adaptive Group Lasso and Ordinary Least Squares models in selecting effective characteristics to predict the expected return [Volume 2, Issue 3, 2018, Pages 49-69]

  • Out-of-sample-period Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model [Volume 2, Issue 2, 2018, Pages 7-28]

P

  • Pair trading Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model [Volume 2, Issue 2, 2018, Pages 7-28]

  • Panel Convergence Methodology Financial Integration between Iran, OPEC and the Shanghai Organization [Volume 2, Issue 4, 2018, Pages 78-105]

  • Political Connections Governments’ Economic Performance and Earnings Management Methods: Evidence from Tehran Stock Exchange [Volume 2, Issue 2, 2018, Pages 103-129]

  • Prediction of Individual Trading Behavior Providing a Logistic Model to Predict Individual Trading Behavior in Tehran Stock Exchange [Volume 2, Issue 3, 2018, Pages 70-87]

  • Price Manipulation Developing a Comprehensive Pattern of Preventing Stock Price Manipulation in Iran’s Capital Market: A Grounded Theory Approach [Volume 2, Issue 3, 2018, Pages 104-121]

R

  • Return Volatility Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

  • Rolling window approach Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model [Volume 2, Issue 2, 2018, Pages 7-28]

S

  • Smooth transition GARCH model Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model [Volume 2, Issue 2, 2018, Pages 7-28]

  • Smooth Transition Regression (STR) Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model [Volume 2, Issue 2, 2018, Pages 131-150]

  • Social Value Added Providing a Model to Evaluate Corporate Social Responsibility by Social Value Added (Case Study: Nano-Engine Oil) [Volume 2, Issue 2, 2018, Pages 83-102]

  • Stat Space Model Measurement and assessment of systematic risk of selected industries in stock exchange using wavelet approach [Volume 2, Issue 4, 2018, Pages 64-77]

  • Stock market Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model [Volume 2, Issue 2, 2018, Pages 131-150]

  • Stock Market Development Foreign direct investment, economic growth and the moderation role of host country’s financial market [Volume 2, Issue 3, 2018, Pages 1-24]

  • Stock Market in Iran Developing a Comprehensive Pattern of Preventing Stock Price Manipulation in Iran’s Capital Market: A Grounded Theory Approach [Volume 2, Issue 3, 2018, Pages 104-121]

  • Stock markets Financial Integration between Iran, OPEC and the Shanghai Organization [Volume 2, Issue 4, 2018, Pages 78-105]

  • Stock Returns Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

  • Systematic risk Determinants of systematic risk in the Iranian Financial sector [Volume 2, Issue 1, 2018, Pages 59-79]

  • Systematic risk Measurement and assessment of systematic risk of selected industries in stock exchange using wavelet approach [Volume 2, Issue 4, 2018, Pages 64-77]

T

  • Tehran Stock Exchange Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries [Volume 2, Issue 1, 2018, Pages 7-58]

  • Tournament Incentive Investigating the Relationship between Managerial Entrenchment and Internal Control Weakness (Operant Conditioning Behavior Theory Test) [Volume 2, Issue 4, 2018, Pages 106-132]

V

  • Value Added Providing a Model to Evaluate Corporate Social Responsibility by Social Value Added (Case Study: Nano-Engine Oil) [Volume 2, Issue 2, 2018, Pages 83-102]

  • Value at Risk (VaR) Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [Volume 2, Issue 1, 2018, Pages 93-119]

  • Vector Auto Regression model Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

  • Volume of trade Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange [Volume 2, Issue 4, 2018, Pages 27-40]

W

  • Wavelet Measurement and assessment of systematic risk of selected industries in stock exchange using wavelet approach [Volume 2, Issue 4, 2018, Pages 64-77]

  • Working Capital Management (WCM) Explaining Factors and Consequences of Working Capital Management Using Content Analysis Approach [Volume 2, Issue 2, 2018, Pages 29-58]