Testing Weak Form Efficiency on the Toronto Stock Exchange
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- Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 661-691, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Suárez & Víctor Alfonso Rueda Ortiz, 2015. "Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, vol. 7(2), pages 341-357, July.
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More about this item
KeywordsMarket efficiency; weak form market efficiency; Canada; Toronto Stock Exchange;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-14 (All new papers)
- NEP-CFN-2010-08-14 (Corporate Finance)
- NEP-FMK-2010-08-14 (Financial Markets)
- NEP-MST-2010-08-14 (Market Microstructure)
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