List of Articles High Frequency Data

• Open Access Article
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  1 - High Frequency Market Microstructure Noise Estimates and Inference Regarding Returns: a portfolio switching approach
  Jalal Seifoddini F. Rahnamay Roodposhti Hashem Nikoomaram
• Open Access Article
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  2 - Market Depth and Noisy Prices: A Maximum Likelihood Approach
  Jalal Seifoddini Fereydon Rahnamay Roodposhti Hashem Nikoomaram
• Open Access Article
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  3 - Information Content of Limit Order Book in Tehran Stock Exchange
  Ahmad Badri Mohammad Arab Mazar Massoud Soltanzali
• Open Access Article
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  4 - Stock Price Clustering and Factors Affecting on It in Iran Capital Market
  Moslem Peymany Foroushany Amir Hossein Erza Mohammad Mahdi Bahrololoum
• Open Access Article
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  5 - Forecasting Daily Volatility and Value at Risk with High Frequency Data
  Amir Mohammad Zadeh Sahar Masoud Zadegan
• Open Access Article
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  6 - Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect
  mohammad firouzdehghan Hadi Saeidi Shaban Mohammadi ghasem elahi