Details about Mohammad Mahdi Rounaghi

Access statistics for papers by Mohammad Mahdi Rounaghi.

Last updated 2024-02-20. Update your information in the RePEc Author Service.

Short-id: pro1128

Journal Articles

2024

1. The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
   Financial Innovation, 2024, 10, (1), 1-34 View citations (3)

2022

2. Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model
   Future Business Journal, 2022, 8, (1), 1-12 View citations (4)

2021

3. Implementation of strategic cost management in manufacturing companies: overcoming costs stickiness and increasing corporate sustainability
   Future Business Journal, 2021, 7, (1), 1-8 View citations (8)
4. Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange
   International Journal of Finance & Economics, 2021, 26, (1), 662-678 View citations (9)

2019

5. Economic analysis of using green accounting and environmental accounting to identify environmental costs and sustainability indicators
   International Journal of Ethics and Systems, 2019, 35, (4), 504-512 View citations (9)

2016

6. Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model
   Physica A: Statistical Mechanics and its Applications, 2016, 456, (C), 10-21 View citations (20)

2015

7. Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange
   Physica A: Statistical Mechanics and its Applications, 2015, 438, (C), 178-187 View citations (21)
8. Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique
   Physica A: Statistical Mechanics and its Applications, 2015, 438, (C), 625-633 View citations (5)