@article{ author = {Zafarpour, Alireza, Sarlak, Ahmed, Haji, Gholam Ali}, title = {Investigating the asymmetric effects of high-frequency transactions on the returns of companies listed on the Tehran Stock Exchange (using the MS-EGARCH model)}, journal = {Financial Economics}, year = {2023}, volume = {17}, number = {65}, pages = {333-356}, doi = {10.30495/fed.2023.707998} }