Impact of high-frequency trading on the stock returns of large and small companies in the Tehran stock exchange
Ahmad Sarlak & Zahra Talei
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Sarlak, Ahmad ; Talei, Zahra |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 4, p. 216-228
|
| Subject: | high-frequency trading | MS- EGARCH | stock returns | stock exchange | assets log | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Börsenhandel | Stock exchange trading | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v8n4p216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011456887