THE STUDY OF CHAOS PHENOMENON IN TEDPIX OF TEHRAN STOCK EXCHANGE

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.

NAMAZI MOHAMAD; HAJIHA ZOHREH; CHENARI BOUKET HASSAN

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

Journal Paper

Paper Information

Journal: Financial Economics Year:2016 | Volume:9 | Issue:33 Page(s): 35-53

Download Full-Text

Persian Verion

View:

773

Download:

Cites:

Information Journal Paper

Title

THE STUDY OF CHAOS PHENOMENON IN TEDPIX OF TEHRAN STOCK EXCHANGE

Author(s)

NAMAZI MOHAMAD | HAJIHA ZOHREH | CHENARI BOUKET HASSAN | Issue Writer Certificate

Keywords

CHAOS THEORYQ2

TEDPIXQ2

RANDOM WALKQ2

UNIT ROOTQ2

Abstract

Complicated time series such as stock prices and their changes are commonly hypothesized as random and subsequently unanticipated parameters, while probably, these time series could the resultant of a chaos or a regular non–linear active process and consequently they will be anticipatable. This article examines whether TEDPIX of Tehran Stock Exchange (TSE) are following the RANDOM WALK process or evaluated by a chaotic process in the period of 1380-1392. For analysis of the hypothesis, UNIT ROOT, BDS, autocorrelation and auto-regression were used. The results of the study indicate that TEDPIX is a chaotic and non– randomized parameter. These results are related to the inefficiency of the TSE market and subsequently showed that the TSE market has the potential of short– time predictability and there is a non–clearance information progress.

Cites

No record.

References

No record.

Cite

APA: Copy

NAMAZI, MOHAMAD, HAJIHA, ZOHREH, & CHENARI BOUKET, HASSAN. (2016). THE STUDY OF CHAOS PHENOMENON IN TEDPIX OF TEHRAN STOCK EXCHANGE. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 9(33), 35-53. SID. https://sid.ir/paper/229320/en

Vancouver: Copy

NAMAZI MOHAMAD, HAJIHA ZOHREH, CHENARI BOUKET HASSAN. THE STUDY OF CHAOS PHENOMENON IN TEDPIX OF TEHRAN STOCK EXCHANGE. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2016;9(33):35-53. Available from: https://sid.ir/paper/229320/en

IEEE: Copy

MOHAMAD NAMAZI, ZOHREH HAJIHA, and HASSAN CHENARI BOUKET, “THE STUDY OF CHAOS PHENOMENON IN TEDPIX OF TEHRAN STOCK EXCHANGE,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 9, no. 33, pp. 35–53, 2016, [Online]. Available: https://sid.ir/paper/229320/en

Related Journal Papers