Essays on stock market volatility


Essays on stock market volatility

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)
Authors:Jiang, Li
Pagination:ix, 115 leaves : ill. ; 29 cm.
Institution:Concordia University
Degree Name:Theses (Ph.D.)
Program:Faculty of Commerce and Administration
Thesis Supervisor(s):Kryzanowski, Lawrence
ID Code:3181
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 15:25
Last Modified:08 Dec 2010 10:31
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