Detection and prediction of return fluctuations of securities have always been of great interest to those active in financial markets, leading to their research in financial and economic fields. This research aims at studying and detecting the return difference on specific days and months of a...

This paper examines the effect of transactions carried out by legal persons or individuals on the formation of price bubbles for the companies listed in Tehran Exchange Market (TSE). At first through such tests as rows, skewness, stretching, and duration dependence, it was found out that price...