An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect
- 31 August 1990
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 14 (2-3), 441-458
- https://doi.org/10.1016/0378-4266(90)90058-a
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
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- An Investigation of Transactions Data for NYSE StocksThe Journal of Finance, 1985
- Heteroscedasticity, R 2 and Thin Trading on the Toronto Stock ExchangeThe Journal of Finance, 1979
- Marketability of Common Stocks in Canada and the U.S.A.: A Comparison of Agent Versus Dealer Dominated MarketsThe Journal of Finance, 1974