Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange
<strong>Objective: </strong>We study intraday patterns of trading volume, size, return, and volatility using the Tehran Stock Exchange (TSE) high frequency data from 2008 to 2015. <strong>Methods:</strong> We first document the intradaily patterns in stock returns, volatility...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2020-05-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_76320_c7a2a968bfe9827705b2807136e0d36d.pdf |