THE RELATION BETWEEN ONE ECONOMIC EVENTS WITH THE CONCEPTS OF CHANGING REGIME ABOUT RETURNS, RISK AND LIQUIDITY IN STOCK MARKET

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

GHALIBAF ASL HASAN; ELAHI NASER; TORKAMAN AHMADI MASOOMEH; DADGAR YADOLLAH

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: INVESTMENT KNOWLEDGE Year:2018 | Volume:6 | Issue:24 Page(s): 151-166

Download Full-Text

Persian Verion

View:

795

Download:

Cites:

Information Journal Paper

Title

THE RELATION BETWEEN ONE ECONOMIC EVENTS WITH THE CONCEPTS OF CHANGING REGIME ABOUT RETURNS, RISK AND LIQUIDITY IN STOCK MARKET

Author(s)

GHALIBAF ASL HASAN | ELAHI NASER | TORKAMAN AHMADI MASOOMEH | DADGAR YADOLLAH | Issue Writer Certificate

Keywords

RISKQ1

LIQUIDITYQ1

RETURNQ2

MARKOV REGIME SWITCHING GARCHQ1

ARTICLE 44 OF CONSTITUTIONQ1

Abstract

The stock market is one of the most important parts of the capital market. There are defined concepts in this market that are more important than the other ones. Meanwhile, it can be mention to LIQUIDITY, RISK and RETURN. Given the important three variables has tried to model know as GARCH regime and Markov regime switching, the relationship between these concepts with the concepts of changing the regime by important economic events in country's history such as article 44 of the constitution is examined. According to the results of three- regime GARCH model, the most important Article 44 events in the changes of stock RETURN's volatility process regimes has been identified, due to the behavior of institutional investors in low-volatility regimes in comparison with high-volatility LIQUIDITY.

Cites

No record.

References

No record.

Cite

APA: Copy

GHALIBAF ASL, HASAN, ELAHI, NASER, TORKAMAN AHMADI, MASOOMEH, & DADGAR, YADOLLAH. (2018). THE RELATION BETWEEN ONE ECONOMIC EVENTS WITH THE CONCEPTS OF CHANGING REGIME ABOUT RETURNS, RISK AND LIQUIDITY IN STOCK MARKET. INVESTMENT KNOWLEDGE, 6(24 ), 151-166. SID. https://sid.ir/paper/188077/en

Vancouver: Copy

GHALIBAF ASL HASAN, ELAHI NASER, TORKAMAN AHMADI MASOOMEH, DADGAR YADOLLAH. THE RELATION BETWEEN ONE ECONOMIC EVENTS WITH THE CONCEPTS OF CHANGING REGIME ABOUT RETURNS, RISK AND LIQUIDITY IN STOCK MARKET. INVESTMENT KNOWLEDGE[Internet]. 2018;6(24 ):151-166. Available from: https://sid.ir/paper/188077/en

IEEE: Copy

HASAN GHALIBAF ASL, NASER ELAHI, MASOOMEH TORKAMAN AHMADI, and YADOLLAH DADGAR, “THE RELATION BETWEEN ONE ECONOMIC EVENTS WITH THE CONCEPTS OF CHANGING REGIME ABOUT RETURNS, RISK AND LIQUIDITY IN STOCK MARKET,” INVESTMENT KNOWLEDGE, vol. 6, no. 24 , pp. 151–166, 2018, [Online]. Available: https://sid.ir/paper/188077/en

Related Journal Papers