Price discovery around Canadian equity trading halts using intraday data
This thesis, comprised of three essays, concentrates on price discovery and the properties associated with transactions and quotes surrounding trading halts on the Montreal (ME) and Toronto Stock Exchanges (TSE). Trading halts are imposed by exchanges on listed securities, namely; in response to inf...
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1996
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| Online Access: | http://spectrum.library.concordia.ca/189/1/NQ44869.pdf Nemiroff, Howard B <http://spectrum.library.concordia.ca/view/creators/Nemiroff=3AHoward_B=3A=3A.html> (1996) Price discovery around Canadian equity trading halts using intraday data. PhD thesis, Concordia University. |