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...

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Bibliographic Details
Main Authors: Mojtaba Kobari, Mohammadesmaeel Fadaeinejad, Gholam hosein Asadi, Mohammadreza Hamidizadeh
Format: Article
Language:fas
Published: University of Tehran 2016-11-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_62454_f2433380a280f353cec7f4bb9c676c76.pdf