Keyword Index
A
  • Actuarial Creating the balance between sources and uses of pension plans by Using the Actuarial knowledge [Volume 3, تابستان 1393, 2014, Pages 1-24]
  • Agent - based approach Agent-based modeling in financial markets [Volume 3, زمستان 1393, 2014, Pages 139-158]
  • Almost Ideal Demand System Investigation of Economic Effects of Energy Carriers Price Increases on the Composition of Consumption Expenditures of Urban Households [Volume 3, زمستان 1393, 2014, Pages 233-252]
  • Altman The Evaluate ability of Altman adjusted Model to Prediction Stages of Financial Distress Newton and Bankruptcy [Volume 3, بهار 1393, 2014, Pages 83-100]
  • Altman Adjusted Model The Evaluate ability of Altman adjusted Model to Prediction Stages of Financial Distress Newton and Bankruptcy [Volume 3, بهار 1393, 2014, Pages 83-100]
  • ANOVA Explain the behavior of the optimal portfolio choice than the standard financial [Volume 3, بهار 1393, 2014, Pages 207-222]
  • Arbitrager Examining the Relationship Between Spot Price of an Underlying Asset and Cost of Carry of Gold Coin Futures in Iran Mercantile Exchange (IME) [Volume 3, تابستان 1393, 2014, Pages 187-198]
  • Artificial Intelligence Agent-based modeling in financial markets [Volume 3, زمستان 1393, 2014, Pages 139-158]
  • Artificial Neural Networks Comparing the performance Of Artificial Neural Networks(ANN) and Auto Regressive Moving Average(ARIMA) Model in Modeling and Forecasting Short-term Exchange Rate Trend in Iran [Volume 3, تابستان 1393, 2014, Pages 85-100]
  • Auto Regressive Moving Average Comparing the performance Of Artificial Neural Networks(ANN) and Auto Regressive Moving Average(ARIMA) Model in Modeling and Forecasting Short-term Exchange Rate Trend in Iran [Volume 3, تابستان 1393, 2014, Pages 85-100]
B
  • Bankruptcy The Evaluate ability of Altman adjusted Model to Prediction Stages of Financial Distress Newton and Bankruptcy [Volume 3, بهار 1393, 2014, Pages 83-100]
  • Behavioral Finance Analysis of Behavioral Reactions in Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 223-240]
  • Behavioral Finance Relation between “individual investors’ mental evaluations from product and brand” and “their preference to investing in stock” [Volume 3, تابستان 1393, 2014, Pages 199-218]
  • Behavioral Finance Psychological entropy theory in behavioral finance [Volume 3, پاییز 1393, 2014, Pages 239-258]
  • Behavioral Finance Agent-based modeling in financial markets [Volume 3, زمستان 1393, 2014, Pages 139-158]
  • Biases Agent-based modeling in financial markets [Volume 3, زمستان 1393, 2014, Pages 139-158]
  • Brand Relation between “individual investors’ mental evaluations from product and brand” and “their preference to investing in stock” [Volume 3, تابستان 1393, 2014, Pages 199-218]
  • Business Cycle Evaluating of the Business Cycle Status in Iran and its Impact on the Effectiveness of Fiscal Stimulus Programs and Investment [Volume 3, زمستان 1393, 2014, Pages 253-272]
C
  • Capital Structure The Impact of Corporate Governance on the Relationship between Capital Structure and Firm Value in the Tehran Listed Firms by Using Structural Equation Modeling [Volume 3, بهار 1393, 2014, Pages 101-132]
  • Cash holding The association between excess Cash holding and shareholder value: The case of Tehran security exchange [Volume 3, زمستان 1393, 2014, Pages 55-74]
  • Composition of Consumer Expenditure Investigation of Economic Effects of Energy Carriers Price Increases on the Composition of Consumption Expenditures of Urban Households [Volume 3, زمستان 1393, 2014, Pages 233-252]
  • Conditional Correlation The Impact of Crude Oil Price Returns on the Stock Index Returns A Case study: Tehran Stock Exchange & Istanbul Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 273-287]
  • COPELAND Purchasing stock in Stock Exchange (Application of MADM Models) [Volume 3, پاییز 1393, 2014, Pages 223-238]
  • Corporate Governance The Impact of Corporate Governance on the Relationship between Capital Structure and Firm Value in the Tehran Listed Firms by Using Structural Equation Modeling [Volume 3, بهار 1393, 2014, Pages 101-132]
  • Corporate Governance Corporate Governance and Financial Constraints (Investment-cash flow sensitivity) [Volume 3, تابستان 1393, 2014, Pages 25-46]
  • Corporate Governance Mechanisms Corporate Governance and Financial Constraints (Investment-cash flow sensitivity) [Volume 3, تابستان 1393, 2014, Pages 25-46]
  • Corporate tax-Private investment- GMM The effect of governmental investment on the effect private investment with the existence of corporate tax" [Volume 3, تابستان 1393, 2014, Pages 167-186]
  • Cost of carry Examining the Relationship Between Spot Price of an Underlying Asset and Cost of Carry of Gold Coin Futures in Iran Mercantile Exchange (IME) [Volume 3, تابستان 1393, 2014, Pages 187-198]
  • Credit Event Credit Derivatives: Shari'aa & Economic Feasible Study For Banks Credit Risk Improvement [Volume 3, بهار 1393, 2014, Pages 187-206]
D
  • Defined Benefit Plans Creating the balance between sources and uses of pension plans by Using the Actuarial knowledge [Volume 3, تابستان 1393, 2014, Pages 1-24]
  • Defined Contribution plans Creating the balance between sources and uses of pension plans by Using the Actuarial knowledge [Volume 3, تابستان 1393, 2014, Pages 1-24]
  • Delphi Technique Designing Joint Investment Fund to increase the capacity of the insurance reinsurance [Volume 3, بهار 1393, 2014, Pages 65-82]
  • DEMATEL presentation of new method for investment strategy in private section [Volume 3, پاییز 1393, 2014, Pages 259-289]
E
  • Economical finance Psychological entropy theory in behavioral finance [Volume 3, پاییز 1393, 2014, Pages 239-258]
  • EGARCH & M-GARCH models The relationships between market beta with macroeconomic variables and accounting information [Volume 3, تابستان 1393, 2014, Pages 47-66]
  • Electre Purchasing stock in Stock Exchange (Application of MADM Models) [Volume 3, پاییز 1393, 2014, Pages 223-238]
  • Energy Carriers Investigation of Economic Effects of Energy Carriers Price Increases on the Composition of Consumption Expenditures of Urban Households [Volume 3, زمستان 1393, 2014, Pages 233-252]
  • Entropy Purchasing stock in Stock Exchange (Application of MADM Models) [Volume 3, پاییز 1393, 2014, Pages 223-238]
  • External monitor Cash Flow Sensitivity Analysis on the Impact of Financial Constraints Based on the Bao Model [Volume 3, زمستان 1393, 2014, Pages 181-194]
  • Extreme Value Theory (EVT) Application of Extreme Value Theory in Value at Risk forecasting [Volume 3, زمستان 1393, 2014, Pages 159-180]
F
  • Fama- French Three Factor Model Return Momentum:Evidence from Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 1-20]
  • FCCC Model Constant Conditional Correlation Volatility Transmission Model with Long Memory Effect, evidence from Tehran and Dubai Stock Market [Volume 3, پاییز 1393, 2014, Pages 25-46]
  • Financial Attitude Students’ knowledge and understanding of personal financial security Analysis of students’ attitude towards knowledge of personal financial security [Volume 3, زمستان 1393, 2014, Pages 41-54]
  • Financial Constraints Corporate Governance and Financial Constraints (Investment-cash flow sensitivity) [Volume 3, تابستان 1393, 2014, Pages 25-46]
  • Financial Constraints Cash Flow Sensitivity Analysis on the Impact of Financial Constraints Based on the Bao Model [Volume 3, زمستان 1393, 2014, Pages 181-194]
  • Financial management Students’ knowledge and understanding of personal financial security Analysis of students’ attitude towards knowledge of personal financial security [Volume 3, زمستان 1393, 2014, Pages 41-54]
  • Financial Ratios Analysis Purchasing stock in Stock Exchange (Application of MADM Models) [Volume 3, پاییز 1393, 2014, Pages 223-238]
  • Financial Reporting The identifying and investigating the factors of not applying inflation Impacts on the financial reporting in Iran [Volume 3, پاییز 1393, 2014, Pages 65-98]
  • Firm Value The Impact of Corporate Governance on the Relationship between Capital Structure and Firm Value in the Tehran Listed Firms by Using Structural Equation Modeling [Volume 3, بهار 1393, 2014, Pages 101-132]
  • Firm Value Studying the Effect of Information Asymmetry and Firm Value on the Firm Investment in Companies Listed in Tehran Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 97-116]
  • Fiscal Stimulus Programs Evaluating of the Business Cycle Status in Iran and its Impact on the Effectiveness of Fiscal Stimulus Programs and Investment [Volume 3, زمستان 1393, 2014, Pages 253-272]
  • Forecasting Comparing the performance Of Artificial Neural Networks(ANN) and Auto Regressive Moving Average(ARIMA) Model in Modeling and Forecasting Short-term Exchange Rate Trend in Iran [Volume 3, تابستان 1393, 2014, Pages 85-100]
  • Forecasting A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [Volume 3, پاییز 1393, 2014, Pages 165-178]
  • Fundamental analysis A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [Volume 3, پاییز 1393, 2014, Pages 165-178]
  • Fundamental based risk model Evaluation Fundamental based risk model in predicting stock prices [Volume 3, زمستان 1393, 2014, Pages 117-138]
  • Futures Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran [Volume 3, زمستان 1393, 2014, Pages 1-24]
  • Futures Prices Volatility The effect of maturity date, trade volume and open interests on gold coin future price volatility [Volume 3, بهار 1393, 2014, Pages 169-186]
  • Fuzzy expert system Pricing of new products using Fuzzy Expert System: a case study in glass industry [Volume 3, پاییز 1393, 2014, Pages 99-124]
  • Fuzzy Inference System Pricing of new products using Fuzzy Expert System: a case study in glass industry [Volume 3, پاییز 1393, 2014, Pages 99-124]
  • Fuzzy Logic presentation of new method for investment strategy in private section [Volume 3, پاییز 1393, 2014, Pages 259-289]
G
  • Game theory Feasibility study of the pricing of crude oil by OPEC and OECD countries using game theory in the form of a win– win [Volume 3, تابستان 1393, 2014, Pages 123-150]
  • GARCH Method Application of Extreme Value Theory in Value at Risk forecasting [Volume 3, زمستان 1393, 2014, Pages 159-180]
  • GARCH models Efficiency comparison among GARCH models in modeling and liquidity measurement. Case study: Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 21-42]
  • General Terms of Contracts Credit Derivatives: Shari'aa & Economic Feasible Study For Banks Credit Risk Improvement [Volume 3, بهار 1393, 2014, Pages 187-206]
  • Genetic algorithm Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm [Volume 3, پاییز 1393, 2014, Pages 125-164]
  • Genetic algorithm Optimization of portfolio Constituted from mutual funds of Tehran stock exchange using genetic algorithm [Volume 3, زمستان 1393, 2014, Pages 217-232]
  • Gold Coin Future Contracts The effect of maturity date, trade volume and open interests on gold coin future price volatility [Volume 3, بهار 1393, 2014, Pages 169-186]
  • Gold coin futures contract Examining the Relationship Between Spot Price of an Underlying Asset and Cost of Carry of Gold Coin Futures in Iran Mercantile Exchange (IME) [Volume 3, تابستان 1393, 2014, Pages 187-198]
H
  • Hedger Examining the Relationship Between Spot Price of an Underlying Asset and Cost of Carry of Gold Coin Futures in Iran Mercantile Exchange (IME) [Volume 3, تابستان 1393, 2014, Pages 187-198]
  • Hedging effectiveness Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran [Volume 3, زمستان 1393, 2014, Pages 1-24]
  • Heuristic A novel Meta-Heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model [Volume 3, تابستان 1393, 2014, Pages 101-122]
  • Hodrick - Prescott Filter Evaluating of the Business Cycle Status in Iran and its Impact on the Effectiveness of Fiscal Stimulus Programs and Investment [Volume 3, زمستان 1393, 2014, Pages 253-272]
  • Hybrid Algorithm A novel Meta-Heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model [Volume 3, تابستان 1393, 2014, Pages 101-122]
I
  • Idiosyncratic Risk Puzzle Higher Moments and Idiosyncratic Volatility Puzzle [Volume 3, پاییز 1393, 2014, Pages 1-24]
  • Individual Investors Relation between “individual investors’ mental evaluations from product and brand” and “their preference to investing in stock” [Volume 3, تابستان 1393, 2014, Pages 199-218]
  • Inflation Accounting The identifying and investigating the factors of not applying inflation Impacts on the financial reporting in Iran [Volume 3, پاییز 1393, 2014, Pages 65-98]
  • Institutional investors The Impact of Corporate Governance on the Relationship between Capital Structure and Firm Value in the Tehran Listed Firms by Using Structural Equation Modeling [Volume 3, بهار 1393, 2014, Pages 101-132]
  • Insurance Penetration Designing Joint Investment Fund to increase the capacity of the insurance reinsurance [Volume 3, بهار 1393, 2014, Pages 65-82]
  • Investment-cash flow sensitivity Corporate Governance and Financial Constraints (Investment-cash flow sensitivity) [Volume 3, تابستان 1393, 2014, Pages 25-46]
  • Investment Companies Investigation of capabilities of econometrist models in determination of value at risk in investment companies for determination of optimized portfolio in capital market of Iran [Volume 3, زمستان 1393, 2014, Pages 195-216]
  • Investment Firms Ownership of Investment Firms and Share Price of The Listed Firm [Volume 3, بهار 1393, 2014, Pages 157-168]
  • Investment funds Designing Joint Investment Fund to increase the capacity of the insurance reinsurance [Volume 3, بهار 1393, 2014, Pages 65-82]
  • Investment managers of mutual funds A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [Volume 3, پاییز 1393, 2014, Pages 165-178]
  • Investment Strategy presentation of new method for investment strategy in private section [Volume 3, پاییز 1393, 2014, Pages 259-289]
  • Investor Behavior Analysis of Behavioral Reactions in Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 223-240]
  • Istanbul Stock Exchange The Impact of Crude Oil Price Returns on the Stock Index Returns A Case study: Tehran Stock Exchange & Istanbul Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 273-287]
K
  • Kurtosis Higher Moments and Idiosyncratic Volatility Puzzle [Volume 3, پاییز 1393, 2014, Pages 1-24]
M
  • Macroeconomic variables The relationships between market beta with macroeconomic variables and accounting information [Volume 3, تابستان 1393, 2014, Pages 47-66]
  • Marginal value of cash The association between excess Cash holding and shareholder value: The case of Tehran security exchange [Volume 3, زمستان 1393, 2014, Pages 55-74]
  • Market liquidity risk An Investigation of Affecting Factors in Bid Ask Spread as a Measure for Information Asymmetry [Volume 3, زمستان 1393, 2014, Pages 25-40]
  • Market paradigms Psychological entropy theory in behavioral finance [Volume 3, پاییز 1393, 2014, Pages 239-258]
  • Markowitz A novel Meta-Heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model [Volume 3, تابستان 1393, 2014, Pages 101-122]
  • Markowitz Model Robust model for optimal portfolio selection [Volume 3, تابستان 1393, 2014, Pages 67-84]
  • Markowitz Model Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm [Volume 3, پاییز 1393, 2014, Pages 125-164]
  • Maturity Effect The effect of maturity date, trade volume and open interests on gold coin future price volatility [Volume 3, بهار 1393, 2014, Pages 169-186]
  • MCDM presentation of new method for investment strategy in private section [Volume 3, پاییز 1393, 2014, Pages 259-289]
  • Mental evaluations Relation between “individual investors’ mental evaluations from product and brand” and “their preference to investing in stock” [Volume 3, تابستان 1393, 2014, Pages 199-218]
  • Minimum variance hedge ratio Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran [Volume 3, زمستان 1393, 2014, Pages 1-24]
  • Modern Portfolio Theory A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [Volume 3, پاییز 1393, 2014, Pages 165-178]
  • Momentum Return Momentum:Evidence from Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 1-20]
  • Multivariate GARCH model Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran [Volume 3, زمستان 1393, 2014, Pages 1-24]
  • Mutual Funds A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [Volume 3, پاییز 1393, 2014, Pages 165-178]
O
P
  • Panel data Investigation of Economic Effects of Energy Carriers Price Increases on the Composition of Consumption Expenditures of Urban Households [Volume 3, زمستان 1393, 2014, Pages 233-252]
  • Panel Data Method The relationships between market beta with macroeconomic variables and accounting information [Volume 3, تابستان 1393, 2014, Pages 47-66]
  • Peak Over Threshold (POT) approach Application of Extreme Value Theory in Value at Risk forecasting [Volume 3, زمستان 1393, 2014, Pages 159-180]
  • Pension Plans Creating the balance between sources and uses of pension plans by Using the Actuarial knowledge [Volume 3, تابستان 1393, 2014, Pages 1-24]
  • Psychological entropy Psychological entropy theory in behavioral finance [Volume 3, پاییز 1393, 2014, Pages 239-258]
R
  • Rate of Return on Investment Creating the balance between sources and uses of pension plans by Using the Actuarial knowledge [Volume 3, تابستان 1393, 2014, Pages 1-24]
  • Reinsurance Capacity Designing Joint Investment Fund to increase the capacity of the insurance reinsurance [Volume 3, بهار 1393, 2014, Pages 65-82]
  • Relative Strength Index Usefulness Assessment of Technical Analysis of World Gold Prices (Approach to the Directional Indicators or Oscillators) [Volume 3, بهار 1393, 2014, Pages 43-64]
  • Return Return Momentum:Evidence from Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 1-20]
  • Return Constant Conditional Correlation Volatility Transmission Model with Long Memory Effect, evidence from Tehran and Dubai Stock Market [Volume 3, پاییز 1393, 2014, Pages 25-46]
  • Return Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran [Volume 3, زمستان 1393, 2014, Pages 1-24]
  • Risk-Adjusted Return Return Momentum:Evidence from Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 1-20]
  • Robust Economy Designing Joint Investment Fund to increase the capacity of the insurance reinsurance [Volume 3, بهار 1393, 2014, Pages 65-82]
S
  • Sensitivity of Cash flow -cash Cash Flow Sensitivity Analysis on the Impact of Financial Constraints Based on the Bao Model [Volume 3, زمستان 1393, 2014, Pages 181-194]
  • Shareholder value The association between excess Cash holding and shareholder value: The case of Tehran security exchange [Volume 3, زمستان 1393, 2014, Pages 55-74]
  • Share Ownership Ownership of Investment Firms and Share Price of The Listed Firm [Volume 3, بهار 1393, 2014, Pages 157-168]
  • Share Price and Stock Exchange Ownership of Investment Firms and Share Price of The Listed Firm [Volume 3, بهار 1393, 2014, Pages 157-168]
  • Sharpe ratio Robust model for optimal portfolio selection [Volume 3, تابستان 1393, 2014, Pages 67-84]
  • Spot Markets The Impact of Crude Oil Price Returns on the Stock Index Returns A Case study: Tehran Stock Exchange & Istanbul Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 273-287]
  • Spot price Examining the Relationship Between Spot Price of an Underlying Asset and Cost of Carry of Gold Coin Futures in Iran Mercantile Exchange (IME) [Volume 3, تابستان 1393, 2014, Pages 187-198]
  • Stages of financial distress The Evaluate ability of Altman adjusted Model to Prediction Stages of Financial Distress Newton and Bankruptcy [Volume 3, بهار 1393, 2014, Pages 83-100]
  • Stochastic volatility (SV) Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship [Volume 3, پاییز 1393, 2014, Pages 201-222]
  • Stock liquidity risk An Investigation of Affecting Factors in Bid Ask Spread as a Measure for Information Asymmetry [Volume 3, زمستان 1393, 2014, Pages 25-40]
  • SystematicRisk Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm [Volume 3, پاییز 1393, 2014, Pages 125-164]
  • Systematic Risk (Beta) The relationships between market beta with macroeconomic variables and accounting information [Volume 3, تابستان 1393, 2014, Pages 47-66]
T
  • Technical Analysis Usefulness Assessment of Technical Analysis of World Gold Prices (Approach to the Directional Indicators or Oscillators) [Volume 3, بهار 1393, 2014, Pages 43-64]
  • Technical Analysis A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [Volume 3, پاییز 1393, 2014, Pages 165-178]
  • Tehran Stock Exchange Corporate Governance and Financial Constraints (Investment-cash flow sensitivity) [Volume 3, تابستان 1393, 2014, Pages 25-46]
  • Tehran Stock Exchange Capture the effect of amplitude fluctuation permitted in Tehran Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 75-96]
  • Tehran Stock Exchange The Impact of Crude Oil Price Returns on the Stock Index Returns A Case study: Tehran Stock Exchange & Istanbul Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 273-287]
  • TEPIX Efficiency comparison among GARCH models in modeling and liquidity measurement. Case study: Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 21-42]
  • Threshold Autoregresive Model Evaluating of the Business Cycle Status in Iran and its Impact on the Effectiveness of Fiscal Stimulus Programs and Investment [Volume 3, زمستان 1393, 2014, Pages 253-272]
  • TOPSIS Purchasing stock in Stock Exchange (Application of MADM Models) [Volume 3, پاییز 1393, 2014, Pages 223-238]
  • TOPSIS presentation of new method for investment strategy in private section [Volume 3, پاییز 1393, 2014, Pages 259-289]
  • Trade Volume The effect of maturity date, trade volume and open interests on gold coin future price volatility [Volume 3, بهار 1393, 2014, Pages 169-186]
  • Trading Strategies Return Momentum:Evidence from Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 1-20]
  • Transactions data Capture the effect of amplitude fluctuation permitted in Tehran Stock Exchange [Volume 3, زمستان 1393, 2014, Pages 75-96]
U
  • Unsystematic Risk Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm [Volume 3, پاییز 1393, 2014, Pages 125-164]
V
W
  • Wavelet Analysis of Behavioral Reactions in Tehran Stock Exchange [Volume 3, بهار 1393, 2014, Pages 223-240]