Open dataset of intraday Tehran Stock Exchange microstructure under the ±5% daily price-limit regime. Includes minute-level returns, signed trade flow, volume, and freeze-regime indicators across 50 symbols (2023–2024). Reproducibility companion to forthcoming work on endogenous vs. imposed market frictions.
quantitative-finance reproducibility financial-data market-microstructure emerging-markets tehran-stock-exchange trade-signs order-flow high-frequency-data price-limits
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Updated
May 28, 2026