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Bridge over ocean
1 October 1990 Research Foundation

Stock Market Structure, Volatility, and Volume

  1. Hans R. Stoll
  2. Robert E. Whaley

This monograph investigates the New York Stock Exchange opening and closing prices, emphasizing the timing of opening and closing trades.

Stock Market Structure, Volatility, and Volume View the full book (PDF)

This monograph investigates the New York Stock Exchange opening and closing prices, emphasizing the timing of opening and closing trades. The conclusions provide important insights into trading, the costs of transacting, the impact of market structure on investor returns, and the regulation of capital markets.