The Efficiency of Canadian Capital Markets: Some Bank of Canada Research
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Other versions of this item:
- Scott Hendry & Michael R. King, 2004. "The Efficiency of Canadian Capital Markets: Some Bank of Canada Research," Bank of Canada Review, Bank of Canada, vol. 2004(Summer), pages 5-17.
References listed on IDEAS
- Bhattacharya, Anand K & Gallinger, George W, 1991. "Causality Tests of Short Sales on the New York Stock Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 277-286, Fall.
- Said Elfakhani, 2000. "Short positions, size effect, and the liquidity hypothesis: implications for stock performance," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 105-116.
- Diamond, Douglas W. & Verrecchia, Robert E., 1987. "Constraints on short-selling and asset price adjustment to private information," Journal of Financial Economics, Elsevier, vol. 18(2), pages 277-311, June.
- Figlewski, Stephen & Webb, Gwendolyn P, 1993. " Options, Short Sales, and Market Completeness," Journal of Finance, American Finance Association, vol. 48(2), pages 761-777, June.
More about this item
Keywordscapital market efficiency; Canada; bond; equity; foreign exchange; derivatives; securitization.;
- F3 - International Economics - - International Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FIN-2004-09-12 (Finance)
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