Market microstructure, technical analysis, and stock price movements
Examines a number of issues associated with the efficiency of capital markets, asset pricing, and market microstructure. Uses quotation and trade-by-trade data from the Toronto Stock Exchange.
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Format: | Others |
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1995
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Online Access: | http://spectrum.library.concordia.ca/3634/1/NN10872.pdf Liu, Feng <http://spectrum.library.concordia.ca/view/creators/Liu=3AFeng=3A=3A.html> (1995) Market microstructure, technical analysis, and stock price movements. PhD thesis, Concordia University. |