Showing 1 - 10 of 502
Persistent link: https://www.econbiz.de/10001191677
Persistent link: https://www.econbiz.de/10007624766
Persistent link: https://www.econbiz.de/10001436147
In this article, we examine dynamic relationships between volatility and various microstructure measures of trade activity and quoted liquidity for each component stock in the Toronto Stock Exchange 35 Index and for the Toronto 35 Index Participation Shares. When volatility is conditioned on...
Persistent link: https://www.econbiz.de/10013004210
In this article, we examine dynamic relationships between volatility and various microstructure measures of trade activity and quoted liquidity for each component stock in the Toronto Stock Exchange 35 Index and for the Toronto 35 Index Participation Shares. When volatility is conditioned on...
Persistent link: https://www.econbiz.de/10010937110
Persistent link: https://www.econbiz.de/10009879195
Persistent link: https://www.econbiz.de/10010528682
Persistent link: https://www.econbiz.de/10009760421
Persistent link: https://www.econbiz.de/10009387419
Persistent link: https://www.econbiz.de/10002900489