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