How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange-Reference-Cited by-同舟云学术

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

Published:2017-01 Issue: Volume:39 Page:867-877
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Dutta Shantanu,Essaddam Naceur^ORCID,Kumar Vinod,Saadi Samir

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference39 articles.

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2. Testing weak form efficiency on the Toronto Stock Exchange;Alexeev;J. Empir. Finance,2011

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4. Fractionally integrated generalized autoregressive conditional heteroskedasticty;Baillie;J. Econom.,1996

5. The Relationship between Spot and Futures Index contracts after the Introduction of Electronic Trading on the Johannesburg Stock Exchange;Beelders,2002

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