خلاصه ماشینی:
Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange Ali Ebrahimnejad Assistant Prof.
edu Abstract Objective: We study intraday patterns of trading volume, size, return, and volatility using the Tehran Stock Exchange (TSE) high frequency data from 2008 to 2015.
1006875 Received: June 01, 2019; Accepted: October 29, 2019 © Faculty of Management, University of Tehran Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange Saeed Fallahpour Associate Prof.
1006131 Received: January 30, 2016; Accepted: June 05, 2016 © Faculty of Management, University of Tehran Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange Ali Lotfi PhD.
1006897 Received: July 18, 2019; Accepted: January 05, 2020 © Faculty of Management, University of Tehran 2 Trades Return Based on Candlestick Charts in Tehran Stock Exchange Moslem Peymany Foroushany *Corresponding author, Assistant Prof.
1006912 Received: August 14 , 2019; Accepted: December 16, 2019 © Faculty of Management, University of Tehran 2 The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method Saman Ghaderi Assistant Prof.
1006909 Received: August 08, 2019; Accepted: December 09, 2019 © Faculty of Management, University of Tehran Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model Vali Lotfi Lecturer, Department of Economics, Miyaneh Branch, Islamic Azad University, Miyaneh, Iran.