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Trading mechanisms, return’s volatility, and efficiency in the casablanca stock exchange / El Mehdi Ferrouhi, Elhadj Ezzahid

El Mehdi Ferrouhi. author; Elhadj Ezzahid (Mohamed V University, Morocco, 2013)

 Abstrak

This paper studies the impact of the stock market continuity on the returns volatility and on the
market efficiency in the Casablanca Stock Exchange. For the most active stocks, the trading mechanism
used is the continuous market which is preceded by a call market pre opening session. Results
obtained concerning return volatility and efficiency under the two trading mechanisms show that the
continuous market returns are more volatile than the call market returns and 50% of stocks studied
show independence between variations.

 Metadata

No. Panggil : PDF
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Subjek :
Penerbitan : [Place of publication not identified]: Mohamed V University, Morocco, 2013
Sumber Pengatalogan : LibUI eng rda
ISSN : 23563818
Majalah/Jurnal : Indonesian Capital Market Review
Volume : Vol 5 No 2 July 2013 65-73
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Akses Elektronik : http://journal.ui.ac.id/index.php/icmr/article/view/1859
Institusi Pemilik : Universitas Indonesia
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