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Volume 1 (2012)
Investigating the Asymmetry in Volatility for the Iranian Stock Market

Saeed Samadi; Amin Haghnejad

Volume 2, Issue 2 , December 2013, , Pages 95-118

https://doi.org/10.22099/ijes.2013.2721

Abstract
  This paper investigates the asymmetry in volatility of returns for the Iranian stock market using the daily closing values of the Tehran exchange price index (TEPIX) covering the period from March 25, 2001 to July 25, 2012, with a total of 2743 observations. To this end, two sets of tests have been employed: ...  Read More