Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange
Objective: Open limit order book can be used as a tool to enhance transparency and price discovery in financial markets by showing the offered volumes and prices of buy and sell orders. In this study, we aim to answer two questions by examining the limit order book on Tehran Stock Exchange: 1) Does...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2020-12-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_24802_05057547142ccd887e308fdfa998d8d4.pdf |