How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Year of publication: |
January 2017
|
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Authors: | Dutta, Shantanu ; Essaddam, Naceur ; Kumar, Vinod ; Saadi, Samir |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part B, p. 867-877
|
Subject: | Automated trading | Random walk | Nonlinear dynamics | Conditional volatility | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börse | Bourse | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Zeitreihenanalyse | Time series analysis | Handelsvolumen der Börse | Trading volume |
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