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Publications by Roozbeh Balounejad Nouri

The Test of Multiple Price Bubbles in Tehran Stock Market: An Application of the Generalized Supremum Augmented Dickey–Fuller

Journal of Research in Economic Modeling

English

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Fractional Integration and the Augmented Dickey–Fuller Test

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Broken Mean Stationarity and the Validity of the Dickey-Fuller Test: The Case of Controlled Inflation

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Finite-Sample Properties of the GLS-Based Dickey-Fuller Test in the Presence of Breaks in Innovation Variance

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Return Predictability of Stock Price Index in Tehran Stock Exchange

International Letters of Social and Humanistic Sciences

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The Impact of Dividend Policy on Stock Price Volatility in the Tehran Stock Exchange

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Factors Affecting the Disposition Effect in Tehran Stock Market

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How the Asymmetric Information Creates Bubbles in Stock Market?

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Forecasting the Tehran Stock Market by Artificial Neural Network

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Logistic Model for Stock Market Bubbles and Anti-Bubbles

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