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Author = Khalil Paktinat, Navid

Number of Articles: 1
The Effect of Trade Volume on TEPIX Index in Bear and Bull Cycles: An Application of Markov-Switching Model

Abbas Kalantari; Navid Khalil Paktinat

Volume 19, Issue 58 , April 2014, , Pages 183-206

Abstract
  In this paper, the effect of trade volume on TEPIX index is investigated based on bull and bear cycles of Tehran stock Exchange (TSE) using nonlinear Markov-Switching model. In this regards, monthly data of TEPIX and trade volume of TSE is used for the period of the first month of 1381 to the ninth month ...  Read More