Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)

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.

KASHANITABAR SHAHRZAD; Fallahshams mirfiez; CHIRANI EBRAHIM; ZOMORODIAN GHOLAMREZA

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

Journal Paper

Paper Information

Journal: INVESTMENT KNOWLEDGE Year:2021 | Volume:9 | Issue:36 Page(s): 415-433

Download Full-Text

Persian Verion

View:

457

Download:

Cites:

Information Journal Paper

Title

Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)

Author(s)

KASHANITABAR SHAHRZAD | Fallahshams mirfiez | CHIRANI EBRAHIM | ZOMORODIAN GHOLAMREZA | Issue Writer Certificate

Keywords

Price BubblesQ1

StockQ1

Stock and SecuritiesQ1

generalized autoregressive conditional heteroscedasticityQ1

Abstract

Stock market as a part of the capital market plays a very important role in directing savings to the manufacturing sector in all countries. Today, in the economy of many developing countries, the situation of macroeconomic variables is not consistent with the ascension of Stock indices, and in fact the relationship between the economy and the Stock has been discontinued. Today, in the economy of many developing countries, the situation of macroeconomic variables is not consistent with the increase in Stock indices, and in fact the relationship between the economy and the Stock has been discontinued. In the present study, for the prediction of Price Bubbles, the daily data of 144 companies in the Tehran Stock Center during the period of 1389 (1396) has been analyzed by the generalized autoregressive conditional heteroscedasticity (GARCH). Based on the results of the data analysis, member firms in the Stock center in the years under consideration have been priced bubbles that were higher in the first six months of the year. The factors that triggered Price Bubbles include political shocks, returns in parallel bubbles, such as oil, currency and gold.

Cites

No record.

References

No record.

Cite

APA: Copy

KASHANITABAR, SHAHRZAD, Fallahshams, mirfiez, CHIRANI, EBRAHIM, & ZOMORODIAN, GHOLAMREZA. (2021). Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach). INVESTMENT KNOWLEDGE, 9(36 ), 415-433. SID. https://sid.ir/paper/389869/en

Vancouver: Copy

KASHANITABAR SHAHRZAD, Fallahshams mirfiez, CHIRANI EBRAHIM, ZOMORODIAN GHOLAMREZA. Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach). INVESTMENT KNOWLEDGE[Internet]. 2021;9(36 ):415-433. Available from: https://sid.ir/paper/389869/en

IEEE: Copy

SHAHRZAD KASHANITABAR, mirfiez Fallahshams, EBRAHIM CHIRANI, and GHOLAMREZA ZOMORODIAN, “Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach),” INVESTMENT KNOWLEDGE, vol. 9, no. 36 , pp. 415–433, 2021, [Online]. Available: https://sid.ir/paper/389869/en

Related Journal Papers