Browsing 15 Commerce, Management, Tourism and Services by Author "Sanger Gary"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Sanger Gary"

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  • Day-end effect on the Paris bourse 
    Michayluk David; Sanger Gary (Blackwell Publishing, 2005)
    We study the day-end effect on the Paris Bourse, a computerized order-driven market with competing dealers. The day-end return is approximately double the magnitude found in U.S. data and is nearly four times larger for ...