Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models

Hossein Naderi; Mehrdad Ghanbari; Babak Jamshidi Navid; Arash Nademi

Volume 5, Issue 3 , July 2021, , Pages 108-126

http://dx.doi.org/10.30699/ijf.2021.273273.1200

Abstract
  The modeling of strategies for buying and selling in Stock Market Investment has been the object of numerous advances and uses in economic studies, both theoretically and empirically. One of the popular models in economic studies is applying the Markov Switching models for forecasting the time series ...  Read More

Modeling the prediction of the Financial Behavior in Iranian Stock Market Investors with an Interpretive Structural Approach

Fatemeh Ahmadi; Mehrdad Ghanbari; Babak Jamshidi Navid; Shahram Mami

Volume 2, Issue 4 , October 2018, , Pages 1-26

http://dx.doi.org/10.22034/ijf.2019.201765.1069

Abstract
  Nowadays, predicting the financial behavior of investors plays a crucial role in decision-making and the financial policy-making process. This study is aimed at providing a paradigm to predict the financial behavior of investors in Iran’s stock market. 24 experts were interviewed to identify the ...  Read More

Providing a Logistic Model to Predict Individual Trading Behavior in Tehran Stock Exchange

Ahmad Zandi; Mehrdad Ghanbari; Babak Jamshidi Navid; Alireza Moradi

Volume 2, Issue 3 , July 2018, , Pages 70-87

http://dx.doi.org/10.22034/ijf.2018.96163

Abstract
  Information is like a strategic decision-making tool in which the quality of decisions will merely depend on the information used at the time of making those decisions. The purpose of this research is to assist individual investors in Tehran Stock Exchange by providing them a logistic model enabling ...  Read More