Investigating the financial crisis of the Tehran Stock Exchange using the entropy method of transfer and comparing it with the US financial market

Arefeh Mohaghegh; Mohsen Hamidian; Seyed Ali Hosseiny Esfidvajani; Gholamreza Jafari

Volume 5, Issue 3 , July 2021, , Pages 1-16

https://doi.org/10.30699/ijf.2021.262236.1183

Abstract
  This work aims to analyze the relationship between stocks in the financial market of the Tehran Stock Exchange embedded in their transfer entropy. In this regard, the behavior of the transfer entropy between indices of 180 corporations of the Tehran Stock Exchange has been studied. Then the footprint ...  Read More