TY  - JOUR
AU  - Fathabadi, Mehdi
AU  - Hosseini, ُSeyedeh Atefeh
AU  - Rezazade, Elahe
AU  - Haronkolaei, kazem
TI  - Algorithm trading, trend and cyclical volatility and stock returns:  a band-pass filter and PMG-ARDL approach
JO  - Economic  Modeling
VL  - 19
IS  - 2
SP  - 83
EP  - 109
PY  - 2025
DO  - https://doi.org/10.71849/ECO.2025.1209195
ER  -