How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

Shantanu Dutta, Naceur Essaddam, Vinod Kumar, Samir Saadi

Year of publication:	January 2017
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 \| Random Walk \| Börsenhandel \| Stock exchange trading \| Welt \| World \| Effizienzmarkthypothese \| Efficient market hypothesis \| Börsenkurs \| Share price

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