Keyword Index
A
  • Absolute abnormal accruals The Relationship of Earnings Management and Investment Opportunities with Emphasizing on Ownership Concentration [Volume 1, پاییز 1391, 2012, Pages 161-178]
  • Autoregressive fractionally integrated moving average Efficiency compared to ARIMA and ARFIMA models for modeling and prediction of Tehran Price Index (TEPIX) [Volume 1, تابستان 1391, 2012, Pages 63-80]
  • Autoregressive Integrated Moving Average Efficiency compared to ARIMA and ARFIMA models for modeling and prediction of Tehran Price Index (TEPIX) [Volume 1, تابستان 1391, 2012, Pages 63-80]
B
  • Behavioral Finance The day of the week effect on the stock market return in the stock exchange of Tehran [Volume 1, بهار 1391, 2012, Pages 1-12]
C
  • Calendar Effects The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran [Volume 1, پاییز 1391, 2012, Pages 1-26]
  • Capital Structure Analysis of the Relationships Between Capital Structure and Cumulative Abnormal Returns (case Study :Tehran securities Exchange) [Volume 1, تابستان 1391, 2012, Pages 141-152]
  • Catering theory Shareholder Satisfaction Theory and Determinants’ of dividend policy factors in Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 81-104]
  • Company size The exploration of affective factors on price bulb in Tehran exchange [Volume 1, زمستان 1391, 2012, Pages 47-60]
  • CompanyValue Investigation Institutional Investors Effect on Company Value Based on Managers Opportunities Behavior [Volume 1, تابستان 1391, 2012, Pages 81-96]
  • Consumer price index Locally Stationary Wavelet Process and Its Application in Consumer Price Index [Volume 1, بهار 1391, 2012, Pages 67-82]
  • Correlation of the Variable Investigation of the variable of the illiquidity risk and the effect it’s on the excess of stock return in the stock market [Volume 1, پاییز 1391, 2012, Pages 27-46]
  • Credit risk management Credit risk management in the banking system - A comparative approach of Data Envelopment Analysis and Neural Network and Logistic Regression [Volume 1, تابستان 1391, 2012, Pages 35-62]
  • Cumulative abnormal Analysis of the Relationships Between Capital Structure and Cumulative Abnormal Returns (case Study :Tehran securities Exchange) [Volume 1, تابستان 1391, 2012, Pages 141-152]
D
  • Data Envelopment Analysis Credit risk management in the banking system - A comparative approach of Data Envelopment Analysis and Neural Network and Logistic Regression [Volume 1, تابستان 1391, 2012, Pages 35-62]
  • Decision making Studying the Effects of the Locus of Control on the Perceptual Errors in the Decision Making of the Investors in the Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 105-124]
  • Discrete Non-Decimated Wavelets Locally Stationary Wavelet Process and Its Application in Consumer Price Index [Volume 1, بهار 1391, 2012, Pages 67-82]
  • Dividend policy and Tehran Stock Exchange (TSE) Shareholder Satisfaction Theory and Determinants’ of dividend policy factors in Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 81-104]
  • Driver effect Investigation Institutional Investors Effect on Company Value Based on Managers Opportunities Behavior [Volume 1, تابستان 1391, 2012, Pages 81-96]
E
  • Efficiency Credit risk management in the banking system - A comparative approach of Data Envelopment Analysis and Neural Network and Logistic Regression [Volume 1, تابستان 1391, 2012, Pages 35-62]
  • Efficient Market Hypothesis The day of the week effect on the stock market return in the stock exchange of Tehran [Volume 1, بهار 1391, 2012, Pages 1-12]
  • Efficient Market Hypothesis Fractal Analysis of Tehran Stock Exchange Index With RS Method [Volume 1, پاییز 1391, 2012, Pages 63-80]
  • Equity Returns Dispersion Appraising the Herding Behavior on Institutional Investors with Christie and Huang Model in Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 147-160]
  • Exponentially veragVaR Back testing The Revised Sharp Method Examination Based on Value at Risk for Evaluation of Tehran Stock Exchange Companies [Volume 1, زمستان 1391, 2012, Pages 133-150]
F
  • Fama and French three-factor model Fama and French Three-factor Model and Liquidity Risk: Evidence from Tehran Stock Exchange Market [Volume 1, تابستان 1391, 2012, Pages 97-116]
  • Financial Performance Effects of Quality Management Systems on the financial performance of the Companies listed in Tehran Stock Exchange [Volume 1, زمستان 1391, 2012, Pages 195-214]
  • Financial Reporting The Impact of Disclose of Intellectual Capital Components on Financial Reporting Quality [Volume 1, زمستان 1391, 2012, Pages 105-132]
  • Financial Reporting Quality The Impact of Disclose of Intellectual Capital Components on Financial Reporting Quality [Volume 1, زمستان 1391, 2012, Pages 105-132]
  • Floating Stock Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 99-124]
  • Forecast Efficiency compared to ARIMA and ARFIMA models for modeling and prediction of Tehran Price Index (TEPIX) [Volume 1, تابستان 1391, 2012, Pages 63-80]
  • Forecasting Forecasting Tehran’s bourse price index using return-based fuzzy time series [Volume 1, زمستان 1391, 2012, Pages 175-194]
  • Foreign investment Fuzzy Multi Criteria Decision Making Model for Prioritizing the Investment Methods in Technology Transfer in Shipping Industries [Volume 1, پاییز 1391, 2012, Pages 179-198]
  • Fractal Market Hypothesis Fractal Analysis of Tehran Stock Exchange Index With RS Method [Volume 1, پاییز 1391, 2012, Pages 63-80]
  • Fuzzy TOPSIS A New Approach to Evaluate the Performance of Value-at-risk Estimators, Using Genetic Algorithms [Volume 1, بهار 1391, 2012, Pages 13-42]
  • Fuzzy TOPSIS Fuzzy Multi Criteria Decision Making Model for Prioritizing the Investment Methods in Technology Transfer in Shipping Industries [Volume 1, پاییز 1391, 2012, Pages 179-198]
G
  • Garch model The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran [Volume 1, پاییز 1391, 2012, Pages 1-26]
  • Genetic algorithm A New Approach to Evaluate the Performance of Value-at-risk Estimators, Using Genetic Algorithms [Volume 1, بهار 1391, 2012, Pages 13-42]
  • Grid Matrix Model Evaluation Grid matrix model according to Sharp and Traynor ratio for assessing portfolio’s performance in selective model [Volume 1, پاییز 1391, 2012, Pages 125-146]
  • Growth assets The Relationship of Earnings Management and Investment Opportunities with Emphasizing on Ownership Concentration [Volume 1, پاییز 1391, 2012, Pages 161-178]
  • Growth Investing Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 125-146]
I
  • Illiquidity Risk Investigation of the variable of the illiquidity risk and the effect it’s on the excess of stock return in the stock market [Volume 1, پاییز 1391, 2012, Pages 27-46]
  • Inflation-Corporate income tax-Private investment The Effect of Inflation on Private Investment [Volume 1, زمستان 1391, 2012, Pages 1-18]
  • Information Clarity Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 99-124]
  • Institutional investors Examine the effect of Institutional Investors on Reduce Stock Price Crash Risk [Volume 1, تابستان 1391, 2012, Pages 1-18]
  • Institutional investors Investigation Institutional Investors Effect on Company Value Based on Managers Opportunities Behavior [Volume 1, تابستان 1391, 2012, Pages 81-96]
  • Institutional investors Appraising the Herding Behavior on Institutional Investors with Christie and Huang Model in Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 147-160]
  • Intellectual Capital Evaluation Grid matrix model according to Sharp and Traynor ratio for assessing portfolio’s performance in selective model [Volume 1, پاییز 1391, 2012, Pages 125-146]
  • Intellectual Capital The Impact of Disclose of Intellectual Capital Components on Financial Reporting Quality [Volume 1, زمستان 1391, 2012, Pages 105-132]
  • Intellectual Capital Components The Impact of Disclose of Intellectual Capital Components on Financial Reporting Quality [Volume 1, زمستان 1391, 2012, Pages 105-132]
  • Investment Opportunity Investigation Institutional Investors Effect on Company Value Based on Managers Opportunities Behavior [Volume 1, تابستان 1391, 2012, Pages 81-96]
  • ISO 9001 Effects of Quality Management Systems on the financial performance of the Companies listed in Tehran Stock Exchange [Volume 1, زمستان 1391, 2012, Pages 195-214]
L
  • Legault model An application of Altman-levalle and legault-Veronneau models for prediction of continuity and bankruptcy in accepted companies in TSE (Tehran Stock Exchange) [Volume 1, زمستان 1391, 2012, Pages 19-46]
  • Level of investment Review is research affect Tobin q ratio and Revenue growth rate on the level of investment in listed companies in Tehran Stock Exchange [Volume 1, بهار 1391, 2012, Pages 83-98]
  • LMS Day of the Week Effect in Stock Returns by using Least Mean Square (LMS) Algorithm Regression [Volume 1, تابستان 1391, 2012, Pages 19-34]
  • Locally Stationary Process Locally Stationary Wavelet Process and Its Application in Consumer Price Index [Volume 1, بهار 1391, 2012, Pages 67-82]
  • Locally Stationary Wavelet Process Locally Stationary Wavelet Process and Its Application in Consumer Price Index [Volume 1, بهار 1391, 2012, Pages 67-82]
M
  • Market Return Appraising the Herding Behavior on Institutional Investors with Christie and Huang Model in Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 147-160]
  • Mean reversion price The Study of Mean reversion in Tehran Stock Exchange with unit root test [Volume 1, زمستان 1391, 2012, Pages 87-104]
  • Momentum of the price Review and test the momentum phenomenon in terms of up and down market [Volume 1, پاییز 1391, 2012, Pages 47-62]
  • Multi criteria decision making Fuzzy Multi Criteria Decision Making Model for Prioritizing the Investment Methods in Technology Transfer in Shipping Industries [Volume 1, پاییز 1391, 2012, Pages 179-198]
  • Multi variate GARCH Multivariate GARCH models". Journal of business and economic statistic Value at Risk and Spillover effect estimate using MGARCH [Volume 1, زمستان 1391, 2012, Pages 215-228]
  • Mutual Funds Measuring Risk Excesses in Iran’s Mutual Funds industry [Volume 1, تابستان 1391, 2012, Pages 117-140]
N
  • Neural Network Credit risk management in the banking system - A comparative approach of Data Envelopment Analysis and Neural Network and Logistic Regression [Volume 1, تابستان 1391, 2012, Pages 35-62]
O
  • Overreaction Price Limit Effects on Stock Prices Behavior: A Contrarian Investment Strategy Approach [Volume 1, زمستان 1391, 2012, Pages 61-86]
  • Ownership concentration The Relationship of Earnings Management and Investment Opportunities with Emphasizing on Ownership Concentration [Volume 1, پاییز 1391, 2012, Pages 161-178]
P
  • Panel data The day of the week effect on the stock market return in the stock exchange of Tehran [Volume 1, بهار 1391, 2012, Pages 1-12]
  • Pastor and Stambaugh market liquidity risk factor Fama and French Three-factor Model and Liquidity Risk: Evidence from Tehran Stock Exchange Market [Volume 1, تابستان 1391, 2012, Pages 97-116]
  • Perceptual Errors Studying the Effects of the Locus of Control on the Perceptual Errors in the Decision Making of the Investors in the Tehran Stock Exchange [Volume 1, پاییز 1391, 2012, Pages 105-124]
  • Price to Earning Ratio Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 125-146]
  • Profit Management Investigation Institutional Investors Effect on Company Value Based on Managers Opportunities Behavior [Volume 1, تابستان 1391, 2012, Pages 81-96]
R
  • Random Walk The Study of Mean reversion in Tehran Stock Exchange with unit root test [Volume 1, زمستان 1391, 2012, Pages 87-104]
  • Rate of return Forecasting Tehran’s bourse price index using return-based fuzzy time series [Volume 1, زمستان 1391, 2012, Pages 175-194]
  • Regression Day of the Week Effect in Stock Returns by using Least Mean Square (LMS) Algorithm Regression [Volume 1, تابستان 1391, 2012, Pages 19-34]
  • Religious months The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran [Volume 1, پاییز 1391, 2012, Pages 1-26]
  • Rescale Range Analysis Fractal Analysis of Tehran Stock Exchange Index With RS Method [Volume 1, پاییز 1391, 2012, Pages 63-80]
  • Return The day of the week effect on the stock market return in the stock exchange of Tehran [Volume 1, بهار 1391, 2012, Pages 1-12]
  • Return Efficiency compared to ARIMA and ARFIMA models for modeling and prediction of Tehran Price Index (TEPIX) [Volume 1, تابستان 1391, 2012, Pages 63-80]
  • Return Analysis of the Relationships Between Capital Structure and Cumulative Abnormal Returns (case Study :Tehran securities Exchange) [Volume 1, تابستان 1391, 2012, Pages 141-152]
  • Return The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran [Volume 1, پاییز 1391, 2012, Pages 1-26]
  • Return Investing Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 125-146]
  • Revenue growth rate Review is research affect Tobin q ratio and Revenue growth rate on the level of investment in listed companies in Tehran Stock Exchange [Volume 1, بهار 1391, 2012, Pages 83-98]
  • Revised Sharp ratio The Revised Sharp Method Examination Based on Value at Risk for Evaluation of Tehran Stock Exchange Companies [Volume 1, زمستان 1391, 2012, Pages 133-150]
S
  • Sharp Ratio Evaluation Grid matrix model according to Sharp and Traynor ratio for assessing portfolio’s performance in selective model [Volume 1, پاییز 1391, 2012, Pages 125-146]
  • Sharp Ratio The Revised Sharp Method Examination Based on Value at Risk for Evaluation of Tehran Stock Exchange Companies [Volume 1, زمستان 1391, 2012, Pages 133-150]
  • Simulated annealing Forecasting Tehran’s bourse price index using return-based fuzzy time series [Volume 1, زمستان 1391, 2012, Pages 175-194]
  • Six Factors Model of Robert.A Haugen Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 125-146]
  • Size of Company Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 99-124]
  • Sock Exchange Investigation of the variable of the illiquidity risk and the effect it’s on the excess of stock return in the stock market [Volume 1, پاییز 1391, 2012, Pages 27-46]
  • Square (LMS) Algorithm Day of the Week Effect in Stock Returns by using Least Mean Square (LMS) Algorithm Regression [Volume 1, تابستان 1391, 2012, Pages 19-34]
  • Stock Market Volatility Price Limit Effects on Stock Prices Behavior: A Contrarian Investment Strategy Approach [Volume 1, زمستان 1391, 2012, Pages 61-86]
  • Stock price crash Examine the effect of Institutional Investors on Reduce Stock Price Crash Risk [Volume 1, تابستان 1391, 2012, Pages 1-18]
T
  • Tehran securities Exchange Analysis of the Relationships Between Capital Structure and Cumulative Abnormal Returns (case Study :Tehran securities Exchange) [Volume 1, تابستان 1391, 2012, Pages 141-152]
  • Tehran stock exchange industries return Comparative Analysis of Oil Price and Exchange Rate Volatility in Industries Return Relating to Petroleum Based On Arbitrage Pricing Theory and Dynamic Regression Model [Volume 1, بهار 1391, 2012, Pages 43-66]
  • The negative skewness coefficient of stock efficiency Examine the effect of Institutional Investors on Reduce Stock Price Crash Risk [Volume 1, تابستان 1391, 2012, Pages 1-18]
  • Tobin q ratio Review is research affect Tobin q ratio and Revenue growth rate on the level of investment in listed companies in Tehran Stock Exchange [Volume 1, بهار 1391, 2012, Pages 83-98]
  • Traynor Ratio Evaluation Grid matrix model according to Sharp and Traynor ratio for assessing portfolio’s performance in selective model [Volume 1, پاییز 1391, 2012, Pages 125-146]
V
  • Value at risk The Revised Sharp Method Examination Based on Value at Risk for Evaluation of Tehran Stock Exchange Companies [Volume 1, زمستان 1391, 2012, Pages 133-150]
  • Value at Risk (VaR) Multivariate GARCH models". Journal of business and economic statistic Value at Risk and Spillover effect estimate using MGARCH [Volume 1, زمستان 1391, 2012, Pages 215-228]
  • Value Investing Forecasting Stock Price Manipulation in Capital Market [Volume 1, بهار 1391, 2012, Pages 125-146]
  • Veronneau model An application of Altman-levalle and legault-Veronneau models for prediction of continuity and bankruptcy in accepted companies in TSE (Tehran Stock Exchange) [Volume 1, زمستان 1391, 2012, Pages 19-46]
  • Volume The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran [Volume 1, پاییز 1391, 2012, Pages 1-26]
W
  • Wavelet Locally Stationary Wavelet Process and Its Application in Consumer Price Index [Volume 1, بهار 1391, 2012, Pages 67-82]