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Essays on stock market volatility


Essays on stock market volatility

Jiang, Li (1995) Essays on stock market volatility. PhD thesis, Concordia University.

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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:Ph. D.
Department (as was):Faculty of Commerce and Administration
Thesis Supervisor(s):Kryzanowski, Lawrence
Identification Number:HG 5154 J5 1995
ID Code:3181
Deposited By: Concordia University Library
Deposited On:27 Aug 2009 19:25
Last Modified:20 Oct 2022 18:24
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