Investor type trading behavior and trade performance in Tehran Stock Exchange
In this study, trading patterns and constituents of trading performances of individual and institutional investors have been investigated in a weekly manner, using an Auto Regressive model and a Grinblatt & Titman portfolio performance measure spanning 2008-2012. The results show that while indi...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2015-03-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_54612_cf98fd12fd50d8049063f7eaf2aa283f.pdf |