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. 2025;19(2):83-109. https://doi.org/10.71849/ECO.2025.1209195