Keyword Index
A
  • Accrual anomaly Analysing Investors’ overreaction to the Accruals (Accrulas Anomoly) in Tehran Stock Exchange [Volume 4, تابستان 1394, 2015, Pages 161-174]
  • Active portfolio management A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm [Volume 4, بهار 1394, 2015, Pages 107-126]
  • Adaptive fuzzy inference systems Parameter setting of technical analysis indicators using multi-objective particle swarm optimization and adaptive fuzzy inference system [Volume 4, پاییز 1394, 2015, Pages 111-134]
  • Agent-based modeling Agent-oriented modeling for credit risk analysis [Volume 4, پاییز 1394, 2015, Pages 71-88]
  • Algorithmic trading Presenting of High-frequency Trading System [Volume 4, پاییز 1394, 2015, Pages 89-110]
  • ARIMA model Proposing a novel model based on ARIMA technique for forecasting housing price: a case study of Tehran [Volume 4, تابستان 1394, 2015, Pages 15-28]
  • Autoregressive Integrated Moving Average (ARIMA) Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average [Volume 4, تابستان 1394, 2015, Pages 145-160]
  • Average - Variance model applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio [Volume 4, بهار 1394, 2015, Pages 19-42]
B
  • Banking Stability Examining the Effects of Securitization Process on Credit Risk and Banking Stability: Empirical Evidence from Commercial Banks in Iran [Volume 4, Issue 16, 2015, Pages 75-88]
  • Bankruptcy Analysis of bankruptcy of companies listed in Stock Exchange by using of two methods of Discriminant Analysis and DEA–Additive analysis [Volume 4, بهار 1394, 2015, Pages 85-106]
  • Behavioral Finance A comparative survey on behavioral factors on financial assets investment [Volume 4, پاییز 1394, 2015, Pages 33-52]
  • Behavioral Finance Calendar Effects in the Tehran Stock Exchange Approach to Stochastic Dominance Criteria [Volume 4, Issue 16, 2015, Pages 125-146]
  • Buy & Hold comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [Volume 4, Issue 16, 2015, Pages 191-220]
C
  • Calendar Effects Calendar Effects in the Tehran Stock Exchange Approach to Stochastic Dominance Criteria [Volume 4, Issue 16, 2015, Pages 125-146]
  • Capital Asset Pricing Model Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [Volume 4, تابستان 1394, 2015, Pages 61-82]
  • Cobb Douglas Function Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [Volume 4, تابستان 1394, 2015, Pages 1-14]
  • Cognitive Styles The relationship between decision-making Models and investors’ expectations of risk and return invest in financial tools: The Markuitz model Approach [Volume 4, Issue 16, 2015, Pages 173-190]
  • Comparative Study New methods of financing football clubs in developed countries and the developing countries have a comparative study [Volume 4, بهار 1394, 2015, Pages 217-232]
  • Comparative Study A Comparative Study of Venture Capital Instruments in Iranian Commercial Banks [Volume 4, پاییز 1394, 2015, Pages 157-166]
  • Conservatism A comparative survey on behavioral factors on financial assets investment [Volume 4, پاییز 1394, 2015, Pages 33-52]
  • Core-Satellite investing A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [Volume 4, پاییز 1394, 2015, Pages 53-70]
  • Corporate performance The Association between Management turnovers With Default Risk and Corporate Performance [Volume 4, پاییز 1394, 2015, Pages 183-204]
  • Cost of Capital Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital [Volume 4, بهار 1394, 2015, Pages 43-62]
  • Credit risk management Feasibility of using credit default swaps money market [Volume 4, Issue 16, 2015, Pages 45-58]
  • Cultural Factor Investigation of risk perception mental model of investors of Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 195-216]
D
  • DEA–Additive analysis Analysis of bankruptcy of companies listed in Stock Exchange by using of two methods of Discriminant Analysis and DEA–Additive analysis [Volume 4, بهار 1394, 2015, Pages 85-106]
  • Decision support system Developing a Decision Support System for Enterprise Risk Management in Tanavar Co. [Volume 4, پاییز 1394, 2015, Pages 205-230]
  • Default risk The Association between Management turnovers With Default Risk and Corporate Performance [Volume 4, پاییز 1394, 2015, Pages 183-204]
  • Discriminant analysis Analysis of bankruptcy of companies listed in Stock Exchange by using of two methods of Discriminant Analysis and DEA–Additive analysis [Volume 4, بهار 1394, 2015, Pages 85-106]
E
  • Economic Freedom The Role of Securitization in Countries’ Economic Growth and Development (Focus on Need to Deployment of Securitization Market in IRAN) [Volume 4, Issue 16, 2015, Pages 221-240]
  • Economic Growth and Development The Role of Securitization in Countries’ Economic Growth and Development (Focus on Need to Deployment of Securitization Market in IRAN) [Volume 4, Issue 16, 2015, Pages 221-240]
  • Economic informations An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [Volume 4, بهار 1394, 2015, Pages 127-150]
  • Economies' Model Building Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [Volume 4, تابستان 1394, 2015, Pages 1-14]
  • Efficient Market Hypothesis Calendar Effects in the Tehran Stock Exchange Approach to Stochastic Dominance Criteria [Volume 4, Issue 16, 2015, Pages 125-146]
  • Endogenous Growth Models Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [Volume 4, تابستان 1394, 2015, Pages 1-14]
  • Endowment effect A comparative survey on behavioral factors on financial assets investment [Volume 4, پاییز 1394, 2015, Pages 33-52]
  • England New methods of financing football clubs in developed countries and the developing countries have a comparative study [Volume 4, بهار 1394, 2015, Pages 217-232]
  • Enterprise Risk Management Developing a Decision Support System for Enterprise Risk Management in Tanavar Co. [Volume 4, پاییز 1394, 2015, Pages 205-230]
  • Expected returns The relationship between decision-making Models and investors’ expectations of risk and return invest in financial tools: The Markuitz model Approach [Volume 4, Issue 16, 2015, Pages 173-190]
  • Exponential Moving Average Compare efficiency technical strategies containing exponential moving average and relative strength index with buy and hold method [Volume 4, Issue 16, 2015, Pages 27-44]
  • Ex post facto study Forecasting Investors Trading Behavior: Evidence from Prospect Theory [Volume 4, پاییز 1394, 2015, Pages 19-32]
F
  • Financial New methods of financing football clubs in developed countries and the developing countries have a comparative study [Volume 4, بهار 1394, 2015, Pages 217-232]
  • Financial Literacy An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [Volume 4, بهار 1394, 2015, Pages 127-150]
  • Financial Performance Ranking the stock Superior enterprises from intellectual capital position and it Comparison with the ranking based stock indexes [Volume 4, تابستان 1394, 2015, Pages 29-46]
  • Financing Pattern Designing of Intellectual Property Securitization [Volume 4, Issue 16, 2015, Pages 147-172]
  • Financing Plan Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital [Volume 4, بهار 1394, 2015, Pages 43-62]
  • Forecasting Proposing a novel model based on ARIMA technique for forecasting housing price: a case study of Tehran [Volume 4, تابستان 1394, 2015, Pages 15-28]
  • Forecasting Parameter setting of technical analysis indicators using multi-objective particle swarm optimization and adaptive fuzzy inference system [Volume 4, پاییز 1394, 2015, Pages 111-134]
  • Free float The relationship between the amount of free float and liquidity of shares in Companies listed on the Tehran Stock Exchange [Volume 4, پاییز 1394, 2015, Pages 167-182]
  • Fuzzy Inference System Developing a Decision Support System for Enterprise Risk Management in Tanavar Co. [Volume 4, پاییز 1394, 2015, Pages 205-230]
G
  • Generalized Method of Moments (GMM) Comparing Analysis the Effect of Political Riske on Stock Market Developing in Selected Countries [Volume 4, پاییز 1394, 2015, Pages 135-156]
  • General regression neural network Estimation of Net Present Value (NPV) in industrial and mine projects using General Regression Neural Network [Volume 4, Issue 16, 2015, Pages 241-256]
  • Genetic algorithm A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm [Volume 4, بهار 1394, 2015, Pages 107-126]
  • Genetic algorithm A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [Volume 4, پاییز 1394, 2015, Pages 53-70]
  • Gold and Exchange Market Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [Volume 4, بهار 1394, 2015, Pages 63-84]
H
  • High-frequency Trading Presenting of High-frequency Trading System [Volume 4, پاییز 1394, 2015, Pages 89-110]
  • Holding Companies Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital [Volume 4, بهار 1394, 2015, Pages 43-62]
  • Housing Market Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [Volume 4, بهار 1394, 2015, Pages 63-84]
  • Hybrid Model Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average [Volume 4, تابستان 1394, 2015, Pages 145-160]
I
  • Imperialist Competitive Algorithm applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio [Volume 4, بهار 1394, 2015, Pages 19-42]
  • Index tracking A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [Volume 4, پاییز 1394, 2015, Pages 53-70]
  • Industrial and mine projects Estimation of Net Present Value (NPV) in industrial and mine projects using General Regression Neural Network [Volume 4, Issue 16, 2015, Pages 241-256]
  • Infrest Rate Interest rate of the securities with fixed-income in Iran [Volume 4, پاییز 1394, 2015, Pages 1-18]
  • Integer Programming Developing a Decision Support System for Enterprise Risk Management in Tanavar Co. [Volume 4, پاییز 1394, 2015, Pages 205-230]
  • Intellectual Capital Ranking the stock Superior enterprises from intellectual capital position and it Comparison with the ranking based stock indexes [Volume 4, تابستان 1394, 2015, Pages 29-46]
  • Intellectual property Pattern Designing of Intellectual Property Securitization [Volume 4, Issue 16, 2015, Pages 147-172]
  • Internal Capital Markets Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital [Volume 4, بهار 1394, 2015, Pages 43-62]
  • Investment Culture Investigation of risk perception mental model of investors of Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 195-216]
  • Investment decision An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [Volume 4, بهار 1394, 2015, Pages 127-150]
  • Investment Factor Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [Volume 4, تابستان 1394, 2015, Pages 61-82]
  • Iran New methods of financing football clubs in developed countries and the developing countries have a comparative study [Volume 4, بهار 1394, 2015, Pages 217-232]
  • Islamic Financial Instruments (SUKUK) The Role of Securitization in Countries’ Economic Growth and Development (Focus on Need to Deployment of Securitization Market in IRAN) [Volume 4, Issue 16, 2015, Pages 221-240]
  • Itraday Data Presenting of High-frequency Trading System [Volume 4, پاییز 1394, 2015, Pages 89-110]
L
  • Learning algorithm Agent-oriented modeling for credit risk analysis [Volume 4, پاییز 1394, 2015, Pages 71-88]
M
  • Management turnover The Association between Management turnovers With Default Risk and Corporate Performance [Volume 4, پاییز 1394, 2015, Pages 183-204]
  • Market efficiency Effect of natural and legal persons trading in the occurrence of price bubbles in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 151-166]
  • Market Efficiently Speed of Adjustment Scurities Prices, A Method for Evaluating of Investors Overreaction & Underreaction and Financial Markets Efficiently: Approches, Models and Results [Volume 4, تابستان 1394, 2015, Pages 95-124]
  • Market inefficiency Analysing Investors’ overreaction to the Accruals (Accrulas Anomoly) in Tehran Stock Exchange [Volume 4, تابستان 1394, 2015, Pages 161-174]
  • Market Making Interest rate of the securities with fixed-income in Iran [Volume 4, پاییز 1394, 2015, Pages 1-18]
  • Market monitoring Effect of Exchange approved transactional recipes on the liquidity of Stocks listed companies in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 1-18]
  • Market value Ranking the stock Superior enterprises from intellectual capital position and it Comparison with the ranking based stock indexes [Volume 4, تابستان 1394, 2015, Pages 29-46]
  • Multi objective optimization A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [Volume 4, پاییز 1394, 2015, Pages 53-70]
  • Multi- objective optimization Parameter setting of technical analysis indicators using multi-objective particle swarm optimization and adaptive fuzzy inference system [Volume 4, پاییز 1394, 2015, Pages 111-134]
  • Multiple Attribute Decision Making Developing a Decision Support System for Enterprise Risk Management in Tanavar Co. [Volume 4, پاییز 1394, 2015, Pages 205-230]
N
  • Net Present Value Estimation of Net Present Value (NPV) in industrial and mine projects using General Regression Neural Network [Volume 4, Issue 16, 2015, Pages 241-256]
  • Neural Network A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm [Volume 4, بهار 1394, 2015, Pages 107-126]
O
  • Overr reaction Speed of Adjustment Scurities Prices, A Method for Evaluating of Investors Overreaction & Underreaction and Financial Markets Efficiently: Approches, Models and Results [Volume 4, تابستان 1394, 2015, Pages 95-124]
P
  • Personal financial needs An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [Volume 4, بهار 1394, 2015, Pages 127-150]
  • Political Risk Comparing Analysis the Effect of Political Riske on Stock Market Developing in Selected Countries [Volume 4, پاییز 1394, 2015, Pages 135-156]
  • Portfolio risk Premium Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [Volume 4, تابستان 1394, 2015, Pages 61-82]
  • Price Bubble Effect of natural and legal persons trading in the occurrence of price bubbles in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 151-166]
  • Probability of Default Agent-oriented modeling for credit risk analysis [Volume 4, پاییز 1394, 2015, Pages 71-88]
  • Professionalism The relationship between decision-making Models and investors’ expectations of risk and return invest in financial tools: The Markuitz model Approach [Volume 4, Issue 16, 2015, Pages 173-190]
  • Profitability Factor Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [Volume 4, تابستان 1394, 2015, Pages 61-82]
  • Prospect theory Forecasting Investors Trading Behavior: Evidence from Prospect Theory [Volume 4, پاییز 1394, 2015, Pages 19-32]
  • Pulic Model Ranking the stock Superior enterprises from intellectual capital position and it Comparison with the ranking based stock indexes [Volume 4, تابستان 1394, 2015, Pages 29-46]
R
  • R&D in Industries Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [Volume 4, تابستان 1394, 2015, Pages 1-14]
  • R&D Return Rate Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [Volume 4, تابستان 1394, 2015, Pages 1-14]
  • Rebalancing strategy comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [Volume 4, Issue 16, 2015, Pages 191-220]
  • Recipe Trading Effect of Exchange approved transactional recipes on the liquidity of Stocks listed companies in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 1-18]
  • Regret aversion A comparative survey on behavioral factors on financial assets investment [Volume 4, پاییز 1394, 2015, Pages 33-52]
  • Reinvestment Strategy comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [Volume 4, Issue 16, 2015, Pages 191-220]
  • Representativeness A comparative survey on behavioral factors on financial assets investment [Volume 4, پاییز 1394, 2015, Pages 33-52]
  • Research & Development Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [Volume 4, تابستان 1394, 2015, Pages 1-14]
  • Resistive Economy Examining the potential of the energy exchange in performance resistive economic policies and transparency in capital market information [Volume 4, بهار 1394, 2015, Pages 167-194]
  • Return Analysis of factors affecting expected stock returns based on the implied cost of capital [Volume 4, تابستان 1394, 2015, Pages 125-144]
  • Return comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [Volume 4, Issue 16, 2015, Pages 191-220]
  • Risk comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [Volume 4, Issue 16, 2015, Pages 191-220]
  • Risk Propensity The relationship between decision-making Models and investors’ expectations of risk and return invest in financial tools: The Markuitz model Approach [Volume 4, Issue 16, 2015, Pages 173-190]
  • Runs Test Effect of natural and legal persons trading in the occurrence of price bubbles in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 151-166]
S
  • Securities Using Stress Test in Securitization Process [Volume 4, Issue 16, 2015, Pages 1-26]
  • Securitisation The Role of Securitization in Countries’ Economic Growth and Development (Focus on Need to Deployment of Securitization Market in IRAN) [Volume 4, Issue 16, 2015, Pages 221-240]
  • Securitization Examining the Effects of Securitization Process on Credit Risk and Banking Stability: Empirical Evidence from Commercial Banks in Iran [Volume 4, Issue 16, 2015, Pages 75-88]
  • Securitization Design of dividends receivable backed securities [Volume 4, Issue 16, 2015, Pages 89-110]
  • Securitization Brand benefit bonds, as a financial instrument for companies with human capital and intellectual properties [Volume 4, Issue 16, 2015, Pages 111-124]
  • Securitization Pattern Designing of Intellectual Property Securitization [Volume 4, Issue 16, 2015, Pages 147-172]
  • Security of Investment Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [Volume 4, بهار 1394, 2015, Pages 63-84]
  • Self-image An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [Volume 4, بهار 1394, 2015, Pages 127-150]
  • Speed of Adjustment Price Speed of Adjustment Scurities Prices, A Method for Evaluating of Investors Overreaction & Underreaction and Financial Markets Efficiently: Approches, Models and Results [Volume 4, تابستان 1394, 2015, Pages 95-124]
  • Stochastic Dominance Criteria Calendar Effects in the Tehran Stock Exchange Approach to Stochastic Dominance Criteria [Volume 4, Issue 16, 2015, Pages 125-146]
  • Stock Exchange Organization. Stock return volatility Effect of Exchange approved transactional recipes on the liquidity of Stocks listed companies in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 1-18]
  • Stock Market Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [Volume 4, بهار 1394, 2015, Pages 63-84]
  • Stock Market Development Comparing Analysis the Effect of Political Riske on Stock Market Developing in Selected Countries [Volume 4, پاییز 1394, 2015, Pages 135-156]
  • Supply & Demand Interest rate of the securities with fixed-income in Iran [Volume 4, پاییز 1394, 2015, Pages 1-18]
T
  • Technical Analysis Parameter setting of technical analysis indicators using multi-objective particle swarm optimization and adaptive fuzzy inference system [Volume 4, پاییز 1394, 2015, Pages 111-134]
  • Technical Analysis Compare efficiency technical strategies containing exponential moving average and relative strength index with buy and hold method [Volume 4, Issue 16, 2015, Pages 27-44]
  • Technical Method comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [Volume 4, Issue 16, 2015, Pages 191-220]
  • Tehran metropolis Proposing a novel model based on ARIMA technique for forecasting housing price: a case study of Tehran [Volume 4, تابستان 1394, 2015, Pages 15-28]
  • Tehran Stock Exchange Effect of natural and legal persons trading in the occurrence of price bubbles in Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 151-166]
  • Tehran stock market Presenting of High-frequency Trading System [Volume 4, پاییز 1394, 2015, Pages 89-110]
  • Three Factor Model of Fama and French Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [Volume 4, تابستان 1394, 2015, Pages 61-82]
  • TOPSIS method Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [Volume 4, بهار 1394, 2015, Pages 63-84]
  • Trading system Parameter setting of technical analysis indicators using multi-objective particle swarm optimization and adaptive fuzzy inference system [Volume 4, پاییز 1394, 2015, Pages 111-134]
  • Tranching Design of dividends receivable backed securities [Volume 4, Issue 16, 2015, Pages 89-110]
U
  • Under Reaction Speed of Adjustment Scurities Prices, A Method for Evaluating of Investors Overreaction & Underreaction and Financial Markets Efficiently: Approches, Models and Results [Volume 4, تابستان 1394, 2015, Pages 95-124]
  • Utility Forecasting Investors Trading Behavior: Evidence from Prospect Theory [Volume 4, پاییز 1394, 2015, Pages 19-32]
V
  • Value Investigation of risk perception mental model of investors of Tehran Stock Exchange [Volume 4, بهار 1394, 2015, Pages 195-216]
  • Value at risk Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [Volume 4, بهار 1394, 2015, Pages 63-84]
  • Venture Capital A Comparative Study of Venture Capital Instruments in Iranian Commercial Banks [Volume 4, پاییز 1394, 2015, Pages 157-166]