Keyword Index

A

  • ACD Model Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data [Volume 1, Issue 1, 2017, Pages 97-113]

B

  • Bacterial Foraging Algorithms Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2017, Pages 185-205]
  • Bank Failure Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2017, Pages 37-57]
  • Bank Size The Effects of Size and Revenue Diversification on Systemic Risk for Listed Banks in TSE [Volume 1, Issue 1, 2017, Pages 20-36]
  • Bayes Algorithms Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2017, Pages 185-205]
  • Behavioral Finance Effect of Weekdays on Return of Dollar Transactions in Iran [Volume 1, Issue 2, 2017, Pages 225-243]
  • Bellman Equation Profitability of Maskan Bank Credit Cards: Markov Decision Process [Volume 1, Issue 1, 2017, Pages 58-75]
  • Bootstrap Valuation Ratios and Stock Return Predictability; Evidence from TSE [Volume 1, Issue 2, 2017, Pages 145-165]

C

  • Campbell-Shiller Decomposition Valuation Ratios and Stock Return Predictability; Evidence from TSE [Volume 1, Issue 2, 2017, Pages 145-165]
  • Conditional value at risk Robust Portfolio Optimization using Contamination Technique [Volume 1, Issue 1, 2017, Pages 76-96]
  • Contamination Technique Robust Portfolio Optimization using Contamination Technique [Volume 1, Issue 1, 2017, Pages 76-96]
  • Copula Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2017, Pages 129-144]
  • Credit risk Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2017, Pages 37-57]
  • Credit Score Profitability of Maskan Bank Credit Cards: Markov Decision Process [Volume 1, Issue 1, 2017, Pages 58-75]

D

  • DCC Systemic Risk in TSE Banking Sector [Volume 1, Issue 1, 2017, Pages 1-19]
  • Diversification in Bank's Revenue The Effects of Size and Revenue Diversification on Systemic Risk for Listed Banks in TSE [Volume 1, Issue 1, 2017, Pages 20-36]

E

  • Effect of Weekdays Effect of Weekdays on Return of Dollar Transactions in Iran [Volume 1, Issue 2, 2017, Pages 225-243]
  • Efficient Market A Kernel Regression Method for Technical Pattern Recognition [Volume 1, Issue 2, 2017, Pages 166-184]
  • Efficiet Portfolio Robust Portfolio Optimization using Contamination Technique [Volume 1, Issue 1, 2017, Pages 76-96]
  • EVT Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2017, Pages 129-144]
  • Exchange Market Effect of Weekdays on Return of Dollar Transactions in Iran [Volume 1, Issue 2, 2017, Pages 225-243]

F

  • Failure Mode Effects Analysis A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2017, Pages 244-263]
  • Fuzzy Network Analysis A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2017, Pages 244-263]

I

  • Intraday data Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2017, Pages 129-144]

K

  • Kernel Regression A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE [Volume 1, Issue 1, 2017, Pages 114-128]
  • Kernel Regression A Kernel Regression Method for Technical Pattern Recognition [Volume 1, Issue 2, 2017, Pages 166-184]

L

  • Limited Investor Attention Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2017, Pages 206-224]
  • Linear Capital Asset Pricing Model A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE [Volume 1, Issue 1, 2017, Pages 114-128]

M

  • Marginal Expected Shortfal The Effects of Size and Revenue Diversification on Systemic Risk for Listed Banks in TSE [Volume 1, Issue 1, 2017, Pages 20-36]
  • Market Depth Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data [Volume 1, Issue 1, 2017, Pages 97-113]
  • Market microstructure Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data [Volume 1, Issue 1, 2017, Pages 97-113]
  • Markov Decision Process (MDP) Profitability of Maskan Bank Credit Cards: Markov Decision Process [Volume 1, Issue 1, 2017, Pages 58-75]

N

  • National Iranian Oil Company A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2017, Pages 244-263]
  • Nonlinear Capital Asset Pricing Model A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE [Volume 1, Issue 1, 2017, Pages 114-128]
  • Nonparametric Model A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE [Volume 1, Issue 1, 2017, Pages 114-128]
  • Non-Performing Loans (NPLs) Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2017, Pages 37-57]

O

  • Oil projects A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2017, Pages 244-263]
  • Overreaction Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2017, Pages 206-224]

P

  • Potential Crisis The Effects of Size and Revenue Diversification on Systemic Risk for Listed Banks in TSE [Volume 1, Issue 1, 2017, Pages 20-36]
  • Profitability Profitability of Maskan Bank Credit Cards: Markov Decision Process [Volume 1, Issue 1, 2017, Pages 58-75]
  • Psychological Anchors Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2017, Pages 206-224]

R

  • Risk Management A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2017, Pages 244-263]

S

  • Stock Liquidity Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data [Volume 1, Issue 1, 2017, Pages 97-113]
  • Stock Price Crash Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2017, Pages 185-205]
  • Stock Return Predictability Valuation Ratios and Stock Return Predictability; Evidence from TSE [Volume 1, Issue 2, 2017, Pages 145-165]

T

  • Technical Analysis A Kernel Regression Method for Technical Pattern Recognition [Volume 1, Issue 2, 2017, Pages 166-184]

U

  • Under Reaction Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2017, Pages 206-224]

V

  • Valuation Ratios Valuation Ratios and Stock Return Predictability; Evidence from TSE [Volume 1, Issue 2, 2017, Pages 145-165]