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Market efficiency before and after the introduction of electronic trading at the Toronto stock exchange


  • Freund, William C.
  • Larrain, Maurice
  • Pagano, Michael S.


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  • Freund, William C. & Larrain, Maurice & Pagano, Michael S., 1997. "Market efficiency before and after the introduction of electronic trading at the Toronto stock exchange," Review of Financial Economics, Elsevier, vol. 6(1), pages 29-56.
  • Handle: RePEc:eee:revfin:v:6:y:1997:i:1:p:29-56

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    References listed on IDEAS

    1. Scheinkman, Jose A & LeBaron, Blake, 1989. "Nonlinear Dynamics and Stock Returns," The Journal of Business, University of Chicago Press, vol. 62(3), pages 311-337, July.
    2. Lo, Andrew W, 1991. "Long-Term Memory in Stock Market Prices," Econometrica, Econometric Society, vol. 59(5), pages 1279-1313, September.
    3. Hsieh, David A, 1991. " Chaos and Nonlinear Dynamics: Application to Financial Markets," Journal of Finance, American Finance Association, vol. 46(5), pages 1839-1877, December.
    4. Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-1764, December.
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    Cited by:

    1. repec:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.7 is not listed on IDEAS
    2. Liao, Huei-Chu & Lee, Yi-Huey & Suen, Yu-Bo, 2008. "Electronic trading system and returns volatility in the oil futures market," Energy Economics, Elsevier, vol. 30(5), pages 2636-2644, September.

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