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Disclosure quantity and the efficiency of price discovery : evidence from the Toronto Stock Exchange

Chung, Dennis Y.; Hrazdil, Karel; Suwanyangyuan, Nattavut - In: Review of accounting & finance 15 (2016) 2, pp. 122-143

Persistent link: https://www.econbiz.de/10011586308

The impact of trading floor closure on market efficiency: evidence from the Toronto Stock Exchange

Chung, Dennis Y.; Hrazdil, Karel - In: Applied economics 47 (2015) 55/57, pp. 6102-6119

Persistent link: https://www.econbiz.de/10011381033

An analysis of depth behavior in an electronic, order-driven environment

Brockman, Paul; Chung, Dennis Y. - In: Journal of banking & finance 23 (1999) 12, pp. 1861-1886

Persistent link: https://www.econbiz.de/10001429001

Commonality in liquidity : a global perspective

Brockman, Paul; Chung, Dennis Y.; Pérignon, Christophe - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 851-882

Persistent link: https://www.econbiz.de/10003901192

Repurchasing shares on a second trading line

Chung, Dennis Y. (contributor); Isakov, Dušan (contributor) - 2005

Persistent link: https://www.econbiz.de/10003287294

Repurchasing shares on a second trading line

Chung, Dennis Y.; Isakov, Dušan; Pérignon, Christophe - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 253-285

Persistent link: https://www.econbiz.de/10003714182

Repurchasing shares on a second trading line

Chung, Dennis Y.; Isakov, Dušan; Pérignon, Christophe - 2005

Persistent link: https://www.econbiz.de/10003253806

Liquidity provision in the Hong Kong warrents market : evidence from equity, derivative, and basket warrents

Brockman, Paul; Chung, Dennis Y. - In: Stock market liquidity : implications for market …, (pp. 23-42). 2008

Persistent link: https://www.econbiz.de/10003650450

The Impact of Trading Floor Closure on Market Efficiency : Evidence from the Toronto Stock Exchange

Hrazdil, Karel - 2020

On 23 April 1997, the Toronto Stock Exchange closed its trading floor, making it at that time the second-largest stock exchange in North America to choose a purely electronic trading environment for its equities. Exploiting this natural experiment, we find that the move to electronic trading...

Persistent link: https://www.econbiz.de/10012857006

Disclosure Quantity and the Efficiency of Price Discovery : Evidence from the Toronto Stock Exchange

Chung, Dennis Y. - 2016

The purpose of this paper is to investigate the effect of the information disclosure quantity on the pricing efficiency of stocks. Using a sample of large and actively traded Canadian companies listed on the Toronto Stock Exchange, the authors utilize annual reports filed on system for...

Persistent link: https://www.econbiz.de/10012979630