Behavior pattern within the trading day based on trading hours on the Tehran Stock Exchange

The purpose of this paper was to model the intraday behavior of transactions based on trading hours on the Tehran Stock Exchange. For this purpose, statistical data extracted from Rahnavard Novin software have been used for the period of April 2009 to September 2017 based on the frequency of daily d...

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Bibliographic Details
Main Authors: Hamid Reza Raofi, Mohsen Mehrara
Format: Article
Language:fas
Published: Semnan University 2020-02-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_4370_dab873c74b116f21b1faebbc5d18a28a.pdf