Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company)
The purpose of this study is offering a new model based on microstructure models in order to explain herd behavioral in the capital market of Iran. <br /> Using this approach and daily transaction data in one year period (235 trading days) and based on Cipriani & Guarino model, this study...
Main Authors: | , , , |
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Format: | Article |
Language: | fas |
Published: |
University of Tehran
2016-11-01
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Series: | تحقیقات مالی |
Subjects: | |
Online Access: | https://jfr.ut.ac.ir/article_62454_f2433380a280f353cec7f4bb9c676c76.pdf |