Keywords = High Frequency Data
Stock Price Clustering and Factors Affecting on It in Iran Capital Market

Volume 7, Issue 26, July 2018, Pages 297-312

Moslem Peymany Foroushany; Amir Hossein Erza; Mohammad Mahdi Bahrololoum


Market Depth and Noisy Prices: A Maximum Likelihood Approach

Volume 6, Issue 23, September 2017, Pages 23-38

Jalal Seifoddini; Fereydon Rahnamay Roodposhti; Hashem Nikoomaram


Information Content of Limit Order Book in Tehran Stock Exchange

Volume 5, Issue 18, June 2016, Pages 95-117

Ahmad Badri; Mohammad Arab Mazar; Massoud Soltanzali