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This paper analyzes a database of 60,000+ individual repurchase trades from the Toronto Stock Exchange. The average intraday price impact of repurchase trades is negative, since, because of execution rules, 60% are seller-initiated. Prices fall less following repurchase than matched...
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One-third of nations have adopted some form of Daylight Saving Time (DST). Associated costs and benefits include impacts on accident rates. Using data from 12.6 million accident claims in New Zealand during 2005–2016, we model accident rates as a function of various date-based predictors...
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