مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Information Journal Paper

Title

TRANSACTIONAL PRICES INTRADAY EVIDENCE FROM TEHRAN STOCK EXCHANGE

Pages

  21-38

Abstract

 We used Hasbrouck (1991) and Dufaur and Engle (2000) vector autoregressive model for trades and prices in Tehran Stock Exchange. We find that trade sign, spread and waiting time between consecutive trades in the process of price formation is significant.

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  • Cite

    APA: Copy

    POUYANFAR, A., RAEI, R., & MOHAMMADI, SHAPOUR. (2009). TRANSACTIONAL PRICES INTRADAY EVIDENCE FROM TEHRAN STOCK EXCHANGE. THE IRANIAN ACCOUNTING AND AUDITING REVIEW, 16(56), 21-38. SID. https://sid.ir/paper/8158/en

    Vancouver: Copy

    POUYANFAR A., RAEI R., MOHAMMADI SHAPOUR. TRANSACTIONAL PRICES INTRADAY EVIDENCE FROM TEHRAN STOCK EXCHANGE. THE IRANIAN ACCOUNTING AND AUDITING REVIEW[Internet]. 2009;16(56):21-38. Available from: https://sid.ir/paper/8158/en

    IEEE: Copy

    A. POUYANFAR, R. RAEI, and SHAPOUR MOHAMMADI, “TRANSACTIONAL PRICES INTRADAY EVIDENCE FROM TEHRAN STOCK EXCHANGE,” THE IRANIAN ACCOUNTING AND AUDITING REVIEW, vol. 16, no. 56, pp. 21–38, 2009, [Online]. Available: https://sid.ir/paper/8158/en

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    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
    مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources
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