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Author = Mohammadi, Shapoor

Number of Articles: 1
Investigating Stock Market Crashes Using Cusp Model: A Study on Tehran Stock Exchange

Shapoor Mohammadi; Hamed Tabasi

Volume 12, Issue 46 , October 2012, , Pages 157-182

Abstract
  Stock market crashes are important, both for investors and academics. Since Catastrophe Theory is a strong tool for explaining nonlinear phenomena, in this paper we apply Catastrophe theory and fit stochastic Cusp Catastrophe model to Tehran Stock Exchange (TSE) data. With the help of annual growth rate ...  Read More