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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Hun Y. Park | - |
| dc.date.accessioned | 2026-06-09T15:50:27Z | - |
| dc.date.available | 2026-06-09T15:50:27Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/783647 | - |
| dc.description.abstract | IIt has been generally well-known that opening prices are more volatile than closing prices in the stock market, and that the intraday volatility pattern is U-shaped. The different volatilities around the opening and closing times have often been attributed to the different trading mechanists by which the prices are determined: the opening transactions in the NYSE represent the outcome of an auction trading procedure, whereas closing prices are determined by the market-makers. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Trading mechanisms | en_US |
| dc.title | Trading mechanisms, speculative behavior of investors, and the volatility of prices | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 12-13 | en_US |
| dc.identifier.callno | HC681.P338 1990 katsem | en_US |
| dc.contributor.conferencename | Pacific-Basin Finance Conference | - |
| dc.coverage.conferencelocation | Bangkok, Thailand | - |
| dc.date.conferencedate | 1990-06-04 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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