The present study aimed to evaluate the smooth behavior of individual investors in the Iranian capital market and the factors affecting it with a complex network approach. The statistical population of this research is limited to explaining the model, decision-making, a More
The present study aimed to evaluate the smooth behavior of individual investors in the Iranian capital market and the factors affecting it with a complex network approach. The statistical population of this research is limited to explaining the model, decision-making, and selection of the optimal capital combination including 246 mutual funds on the Tehran Stock Exchange. The research method is based on the factors identified from the research sources and according to Christie and Huang model with emphasis on complex networks, and Eviews and Matlab software to explain the model in which according to the research variables, and changes in cross-sectional stock returns of the method Arch and Garch have been used to calculate the herd-like behavior with a complex network approach. Finally, the results of this study show that the herd behavior in individual and institutional investors in the Iranian market has been approved in the period 1393 to 1398. It can be clearly seen.
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