Seasonality in equities traded on the Toronto Stock Exchange between 1980 and 2019.
This study investigates the day-of-the-week and month-of-the-year effects for equities traded on the Toronto Stock Exchange (TSX) between January 1, 1980, and December 31, 2019. As a conduit for the average price of stocks traded on the exchange, the S&P/TSX Composite Index (INDEXTSI: OSPTX) is...
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| Format: | Article |
| Language: | English |
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Royal St. George's College
2020-08-01
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| Series: | The Young Researcher |
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| Online Access: | http://www.theyoungresearcher.com/papers/woollcombe.pdf |