Jiang, Li (1995) Essays on stock market volatility. PhD thesis, Concordia University.
Investigates trade activity and quoted liquidity of the component stocks in the TSE 35 Index, and in the Toronto 35 Index Participations; the sources of variation and volatility; and the Canadian stock market crash of 1987.
|Divisions:||Concordia University > John Molson School of Business|
|Item Type:||Thesis (PhD)|
|Pagination:||ix, 115 leaves : ill. ; 29 cm.|
|Degree Name:||Theses (Ph.D.)|
|Program:||Faculty of Commerce and Administration|
|Thesis Supervisor(s):||Kryzanowski, Lawrence|
|Deposited By:||Concordia University Libraries|
|Deposited On:||27 Aug 2009 19:25|
|Last Modified:||04 Nov 2016 20:27|
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