Fathabadi, Mehdi, Hosseini, ُSeyedeh Atefeh, Rezazade, Elahe, Haronkolaei, kazem. “Algorithm trading, trend and cyclical volatility and stock returns:  a band-pass filter and PMG-ARDL approach.” Economic  Modeling, vol. 19, no. 2, 2025, pp. 83-109. https://doi.org/10.71849/ECO.2025.1209195