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You searched for subject:(Informed Trading). Showing records 1 – 30 of 38 total matches.

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Australian National University

1. Drienko, Jan. Trading of Takeover Target Shares .

Degree: 2017, Australian National University

 In this study, we confirm the validity of Cornelli and Li (2002) theoretical model that posits takeover traders affect the outcome of takeover activity. This… (more)

Subjects/Keywords: Takeover Success; Trading Informed Probability

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Drienko, J. (2017). Trading of Takeover Target Shares . (Thesis). Australian National University. Retrieved from http://hdl.handle.net/1885/116892

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Drienko, Jan. “Trading of Takeover Target Shares .” 2017. Thesis, Australian National University. Accessed January 23, 2019. http://hdl.handle.net/1885/116892.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Drienko, Jan. “Trading of Takeover Target Shares .” 2017. Web. 23 Jan 2019.

Vancouver:

Drienko J. Trading of Takeover Target Shares . [Internet] [Thesis]. Australian National University; 2017. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1885/116892.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Drienko J. Trading of Takeover Target Shares . [Thesis]. Australian National University; 2017. Available from: http://hdl.handle.net/1885/116892

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Toronto

2. Brolley, Michael. Essays in Market Microstructure.

Degree: PhD, 2015, University of Toronto

 This thesis examines the impact of various financial market innovations on trading in limit order markets, with a focus on financial market quality and investor… (more)

Subjects/Keywords: Dark Trading; Informed Trading; Limit Order Markets; Trading Fees; 0501

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APA (6th Edition):

Brolley, M. (2015). Essays in Market Microstructure. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/70906

Chicago Manual of Style (16th Edition):

Brolley, Michael. “Essays in Market Microstructure.” 2015. Doctoral Dissertation, University of Toronto. Accessed January 23, 2019. http://hdl.handle.net/1807/70906.

MLA Handbook (7th Edition):

Brolley, Michael. “Essays in Market Microstructure.” 2015. Web. 23 Jan 2019.

Vancouver:

Brolley M. Essays in Market Microstructure. [Internet] [Doctoral dissertation]. University of Toronto; 2015. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1807/70906.

Council of Science Editors:

Brolley M. Essays in Market Microstructure. [Doctoral Dissertation]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/70906


University of Sydney

3. Sensenbrenner, Frank J. Three Essays on Informed Trading .

Degree: 2011, University of Sydney

 This thesis consists of three essays examining the behavior of informed traders in financial markets and how they affect asset pricing. It examines informed traders’… (more)

Subjects/Keywords: financial markets; informed traders; multilateral trading facilities

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APA (6th Edition):

Sensenbrenner, F. J. (2011). Three Essays on Informed Trading . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/8036

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sensenbrenner, Frank J. “Three Essays on Informed Trading .” 2011. Thesis, University of Sydney. Accessed January 23, 2019. http://hdl.handle.net/2123/8036.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sensenbrenner, Frank J. “Three Essays on Informed Trading .” 2011. Web. 23 Jan 2019.

Vancouver:

Sensenbrenner FJ. Three Essays on Informed Trading . [Internet] [Thesis]. University of Sydney; 2011. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/2123/8036.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sensenbrenner FJ. Three Essays on Informed Trading . [Thesis]. University of Sydney; 2011. Available from: http://hdl.handle.net/2123/8036

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Cornell University

4. Zhou, Xing. INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING .

Degree: 2007, Cornell University

 Valuation of corporate debt has been an extremely important, albeit imprecise task in asset pricing. Both structural models and reduced form models have had limited… (more)

Subjects/Keywords: Informed Trading; Microstructure

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APA (6th Edition):

Zhou, X. (2007). INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/8213

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhou, Xing. “INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING .” 2007. Thesis, Cornell University. Accessed January 23, 2019. http://hdl.handle.net/1813/8213.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhou, Xing. “INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING .” 2007. Web. 23 Jan 2019.

Vancouver:

Zhou X. INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING . [Internet] [Thesis]. Cornell University; 2007. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1813/8213.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhou X. INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING . [Thesis]. Cornell University; 2007. Available from: http://hdl.handle.net/1813/8213

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

5. Jheng , Ding-rong. Predicting stock returns by option implied information.

Degree: Master, Finance, 2016, NSYSU

 This research offers an extensive discussion on whether informed traders prefer to choose the options market to acquire an information advantage. If informed trading exists,… (more)

Subjects/Keywords: Informed trading; Option market; Informed trader; Stock return predictability; Implied volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jheng , D. (2016). Predicting stock returns by option implied information. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522116-212151

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jheng , Ding-rong. “Predicting stock returns by option implied information.” 2016. Thesis, NSYSU. Accessed January 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522116-212151.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jheng , Ding-rong. “Predicting stock returns by option implied information.” 2016. Web. 23 Jan 2019.

Vancouver:

Jheng D. Predicting stock returns by option implied information. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522116-212151.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jheng D. Predicting stock returns by option implied information. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0522116-212151

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Massey University

6. Gao, Xin. Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry .

Degree: 2009, Massey University

 This paper tests the relation between pricing efficiency and liquidity, with and without, the effects of asymmetric information. First, we show that informed trading is… (more)

Subjects/Keywords: Informed trading; Liquidity trading

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APA (6th Edition):

Gao, X. (2009). Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/1631

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Xin. “Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry .” 2009. Thesis, Massey University. Accessed January 23, 2019. http://hdl.handle.net/10179/1631.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Xin. “Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry .” 2009. Web. 23 Jan 2019.

Vancouver:

Gao X. Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry . [Internet] [Thesis]. Massey University; 2009. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/10179/1631.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao X. Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry . [Thesis]. Massey University; 2009. Available from: http://hdl.handle.net/10179/1631

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Technology, Sydney

7. Feigin, A. Assessing informed trading measures against material mining progress reports.

Degree: 2015, University of Technology, Sydney

 A method for assessing measures of informed trading is proposed, under a framework of minimal assumptions about informed trader behaviour. The method is applied in… (more)

Subjects/Keywords: Measures of informed trading.; Mining progress reports.; PIN (probability of informed trading).; Limit order book slope.; Buyer initiated trading.; PIN’s failure.; Informed trading measures.

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APA (6th Edition):

Feigin, A. (2015). Assessing informed trading measures against material mining progress reports. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/38976

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Feigin, A. “Assessing informed trading measures against material mining progress reports.” 2015. Thesis, University of Technology, Sydney. Accessed January 23, 2019. http://hdl.handle.net/10453/38976.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Feigin, A. “Assessing informed trading measures against material mining progress reports.” 2015. Web. 23 Jan 2019.

Vancouver:

Feigin A. Assessing informed trading measures against material mining progress reports. [Internet] [Thesis]. University of Technology, Sydney; 2015. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/10453/38976.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Feigin A. Assessing informed trading measures against material mining progress reports. [Thesis]. University of Technology, Sydney; 2015. Available from: http://hdl.handle.net/10453/38976

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


AUT University

8. Lai, Qiang. Daily analysis of institutional and individual trading and stock returns: evidence from China .

Degree: 2010, AUT University

 This dissertation examines the impact of institutional (and individual) trading on stock prices in China. Previous literature suggests three alternative hypotheses for this impact: price… (more)

Subjects/Keywords: Price pressure; Informed trading; Momentum trading; Institutional investors; Individual investors; Shanghai Stock Exchange

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APA (6th Edition):

Lai, Q. (2010). Daily analysis of institutional and individual trading and stock returns: evidence from China . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/882

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lai, Qiang. “Daily analysis of institutional and individual trading and stock returns: evidence from China .” 2010. Thesis, AUT University. Accessed January 23, 2019. http://hdl.handle.net/10292/882.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lai, Qiang. “Daily analysis of institutional and individual trading and stock returns: evidence from China .” 2010. Web. 23 Jan 2019.

Vancouver:

Lai Q. Daily analysis of institutional and individual trading and stock returns: evidence from China . [Internet] [Thesis]. AUT University; 2010. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/10292/882.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai Q. Daily analysis of institutional and individual trading and stock returns: evidence from China . [Thesis]. AUT University; 2010. Available from: http://hdl.handle.net/10292/882

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

9. Sun, Chia-Liang. none.

Degree: Master, Business Management, 2008, NSYSU

 Family or group-owned corporations and informed trading are two features of Taiwanâs capital market. Is there any relationship between the two features? Can we solve… (more)

Subjects/Keywords: bid-ask spread; informed trading; corporate governance; central agency problems

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APA (6th Edition):

Sun, C. (2008). none. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sun, Chia-Liang. “none.” 2008. Thesis, NSYSU. Accessed January 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sun, Chia-Liang. “none.” 2008. Web. 23 Jan 2019.

Vancouver:

Sun C. none. [Internet] [Thesis]. NSYSU; 2008. [cited 2019 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sun C. none. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

10. Teng, Yi-chin. The application of PIN model under order-driven market on investing strategy.

Degree: Master, Finance, 2010, NSYSU

 The purpose of this paper is to explore the information content in a trading, confirm the relationship between information-trading probability (PIN) and asset returns, and… (more)

Subjects/Keywords: Jump diffusion model; portfolio investing strategy; Probability of Informed-Trading; PIN

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APA (6th Edition):

Teng, Y. (2010). The application of PIN model under order-driven market on investing strategy. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0125110-160100

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Teng, Yi-chin. “The application of PIN model under order-driven market on investing strategy.” 2010. Thesis, NSYSU. Accessed January 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0125110-160100.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Teng, Yi-chin. “The application of PIN model under order-driven market on investing strategy.” 2010. Web. 23 Jan 2019.

Vancouver:

Teng Y. The application of PIN model under order-driven market on investing strategy. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0125110-160100.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Teng Y. The application of PIN model under order-driven market on investing strategy. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0125110-160100

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Adelaide

11. Le, Thi Thanh Van. An empirical examination of informed trading in the option market.

Degree: 2012, University of Adelaide

 Despite a growing research interest in option trading and its impact on the pricing of the underlying asset, the role of options as a vehicle… (more)

Subjects/Keywords: option; informed trading; volatility; implied volatility; volume; forecast

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APA (6th Edition):

Le, T. T. V. (2012). An empirical examination of informed trading in the option market. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/78241

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Le, Thi Thanh Van. “An empirical examination of informed trading in the option market.” 2012. Thesis, University of Adelaide. Accessed January 23, 2019. http://hdl.handle.net/2440/78241.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Le, Thi Thanh Van. “An empirical examination of informed trading in the option market.” 2012. Web. 23 Jan 2019.

Vancouver:

Le TTV. An empirical examination of informed trading in the option market. [Internet] [Thesis]. University of Adelaide; 2012. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/2440/78241.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Le TTV. An empirical examination of informed trading in the option market. [Thesis]. University of Adelaide; 2012. Available from: http://hdl.handle.net/2440/78241

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

12. Mazza, Paolo. Essays on intraday liquidity and price movements.

Degree: 2013, Université Catholique de Louvain

This doctoral thesis is composed of four essays that relate price movements to market liquidity at the intraday level. This issue is of utmost importance… (more)

Subjects/Keywords: Market microstructure; liquidity; HLOC price movements; informed trading; panel

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APA (6th Edition):

Mazza, P. (2013). Essays on intraday liquidity and price movements. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/136804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mazza, Paolo. “Essays on intraday liquidity and price movements.” 2013. Thesis, Université Catholique de Louvain. Accessed January 23, 2019. http://hdl.handle.net/2078.1/136804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mazza, Paolo. “Essays on intraday liquidity and price movements.” 2013. Web. 23 Jan 2019.

Vancouver:

Mazza P. Essays on intraday liquidity and price movements. [Internet] [Thesis]. Université Catholique de Louvain; 2013. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/2078.1/136804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mazza P. Essays on intraday liquidity and price movements. [Thesis]. Université Catholique de Louvain; 2013. Available from: http://hdl.handle.net/2078.1/136804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

13. Teng, Chyun-Ru. Intraday Momentum in VIX Futures Market.

Degree: Master, Finance, 2018, NSYSU

 In our study, we examine the existence of the intraday momentum, which the first 30-minute interval return can positively predict the last 30-minute interval return,… (more)

Subjects/Keywords: Intraday Momentum; Informed Trading; VIX Futures; Predictability; Liquidity

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APA (6th Edition):

Teng, C. (2018). Intraday Momentum in VIX Futures Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Teng, Chyun-Ru. “Intraday Momentum in VIX Futures Market.” 2018. Thesis, NSYSU. Accessed January 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Teng, Chyun-Ru. “Intraday Momentum in VIX Futures Market.” 2018. Web. 23 Jan 2019.

Vancouver:

Teng C. Intraday Momentum in VIX Futures Market. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Teng C. Intraday Momentum in VIX Futures Market. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-202434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

14. Lo, Jhih-Yang. Relative Options Prices and Cross-Section of Stock Returns.

Degree: Master, Finance, 2016, NSYSU

 The literature offers an extensive discussion on whether an informed trader prefers to choose the options market to acquire an information advantage. In this paper… (more)

Subjects/Keywords: Information trading; Option market; Risk-neutral skewness; Informed trader; Stock return predictability

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APA (6th Edition):

Lo, J. (2016). Relative Options Prices and Cross-Section of Stock Returns. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0514115-142131

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lo, Jhih-Yang. “Relative Options Prices and Cross-Section of Stock Returns.” 2016. Thesis, NSYSU. Accessed January 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0514115-142131.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lo, Jhih-Yang. “Relative Options Prices and Cross-Section of Stock Returns.” 2016. Web. 23 Jan 2019.

Vancouver:

Lo J. Relative Options Prices and Cross-Section of Stock Returns. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0514115-142131.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lo J. Relative Options Prices and Cross-Section of Stock Returns. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0514115-142131

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

15. Wu, Po-ting. Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information.

Degree: Master, Finance, 2011, NSYSU

 This paper refers to Ma and Hung(2004) using the amount of the institutional investors to measure the competitions of trading and the order flows of… (more)

Subjects/Keywords: Informed traders; Correlation of information; Intraday Patterns; Order Aggressiveness; Competition of trading

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, P. (2011). Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728111-222156

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Po-ting. “Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information.” 2011. Thesis, NSYSU. Accessed January 23, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728111-222156.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Po-ting. “Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information.” 2011. Web. 23 Jan 2019.

Vancouver:

Wu P. Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information. [Internet] [Thesis]. NSYSU; 2011. [cited 2019 Jan 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728111-222156.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu P. Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information. [Thesis]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728111-222156

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Kentucky

16. Huang, Qiping. ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE.

Degree: 2018, University of Kentucky

 In the first essay, I create a hedge fund informed trading measure (ITM) that separates information related trades from liquidity driven trades. The results indicate… (more)

Subjects/Keywords: Hedge fund; Fund performance; Informed trading; Funding liquidity risk; Lockup; Mispricing; Finance and Financial Management

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APA (6th Edition):

Huang, Q. (2018). ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE. (Doctoral Dissertation). University of Kentucky. Retrieved from https://uknowledge.uky.edu/finance_etds/8

Chicago Manual of Style (16th Edition):

Huang, Qiping. “ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE.” 2018. Doctoral Dissertation, University of Kentucky. Accessed January 23, 2019. https://uknowledge.uky.edu/finance_etds/8.

MLA Handbook (7th Edition):

Huang, Qiping. “ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE.” 2018. Web. 23 Jan 2019.

Vancouver:

Huang Q. ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE. [Internet] [Doctoral dissertation]. University of Kentucky; 2018. [cited 2019 Jan 23]. Available from: https://uknowledge.uky.edu/finance_etds/8.

Council of Science Editors:

Huang Q. ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE. [Doctoral Dissertation]. University of Kentucky; 2018. Available from: https://uknowledge.uky.edu/finance_etds/8


University of Sydney

17. Wei, Wang Chun. Essays on Information Asymmetry and Price Impact in Market Microstructure .

Degree: 2013, University of Sydney

 Essays on Information Asymmetry and Price Impact in Market Microstructure This thesis comprises of topics on information asymmetry and price impact in market microstructure. Our… (more)

Subjects/Keywords: market microstructure; price impact; adaptive lasso VAR; PIN; informed trading; information asymmetry

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APA (6th Edition):

Wei, W. C. (2013). Essays on Information Asymmetry and Price Impact in Market Microstructure . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/9927

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wei, Wang Chun. “Essays on Information Asymmetry and Price Impact in Market Microstructure .” 2013. Thesis, University of Sydney. Accessed January 23, 2019. http://hdl.handle.net/2123/9927.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wei, Wang Chun. “Essays on Information Asymmetry and Price Impact in Market Microstructure .” 2013. Web. 23 Jan 2019.

Vancouver:

Wei WC. Essays on Information Asymmetry and Price Impact in Market Microstructure . [Internet] [Thesis]. University of Sydney; 2013. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/2123/9927.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wei WC. Essays on Information Asymmetry and Price Impact in Market Microstructure . [Thesis]. University of Sydney; 2013. Available from: http://hdl.handle.net/2123/9927

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Toronto

18. Peyravan, Leila. Financial Reporting Quality and Dual-holding of Debt and Equity.

Degree: PhD, 2016, University of Toronto

 In this dissertation, I examine the causes and consequences of investors’ simultaneous participation in a firm’s syndicated loan and equity (“dual-holding”). In the first chapter,… (more)

Subjects/Keywords: Dual-holding; Financial reporting quality; Incentive-alignment;

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Peyravan, L. (2016). Financial Reporting Quality and Dual-holding of Debt and Equity. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/76586

Chicago Manual of Style (16th Edition):

Peyravan, Leila. “Financial Reporting Quality and Dual-holding of Debt and Equity.” 2016. Doctoral Dissertation, University of Toronto. Accessed January 23, 2019. http://hdl.handle.net/1807/76586.

MLA Handbook (7th Edition):

Peyravan, Leila. “Financial Reporting Quality and Dual-holding of Debt and Equity.” 2016. Web. 23 Jan 2019.

Vancouver:

Peyravan L. Financial Reporting Quality and Dual-holding of Debt and Equity. [Internet] [Doctoral dissertation]. University of Toronto; 2016. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1807/76586.

Council of Science Editors:

Peyravan L. Financial Reporting Quality and Dual-holding of Debt and Equity. [Doctoral Dissertation]. University of Toronto; 2016. Available from: http://hdl.handle.net/1807/76586


University of New South Wales

19. Luong, Hoang Luong. Institutional Investors, Corporate Innovation, and Information.

Degree: Banking & Finance, 2014, University of New South Wales

 This thesis contains three stand-alone studies that relate to institutional investors, corporate innovation, and information. The first study examines the role of foreign institutional investors… (more)

Subjects/Keywords: Information Asymmetry; Institutional Investors; Corporate Innovation; Probability of Informed Trading; Expected Returns; Foreign Investment

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APA (6th Edition):

Luong, H. L. (2014). Institutional Investors, Corporate Innovation, and Information. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/53945 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:12655/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Luong, Hoang Luong. “Institutional Investors, Corporate Innovation, and Information.” 2014. Doctoral Dissertation, University of New South Wales. Accessed January 23, 2019. http://handle.unsw.edu.au/1959.4/53945 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:12655/SOURCE02?view=true.

MLA Handbook (7th Edition):

Luong, Hoang Luong. “Institutional Investors, Corporate Innovation, and Information.” 2014. Web. 23 Jan 2019.

Vancouver:

Luong HL. Institutional Investors, Corporate Innovation, and Information. [Internet] [Doctoral dissertation]. University of New South Wales; 2014. [cited 2019 Jan 23]. Available from: http://handle.unsw.edu.au/1959.4/53945 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:12655/SOURCE02?view=true.

Council of Science Editors:

Luong HL. Institutional Investors, Corporate Innovation, and Information. [Doctoral Dissertation]. University of New South Wales; 2014. Available from: http://handle.unsw.edu.au/1959.4/53945 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:12655/SOURCE02?view=true


University of Rochester

20. Ritter, John. Essays on hidden liquidity in limit order markets.

Degree: PhD, 2016, University of Rochester

 This dissertation consists of three chapters that examine the use of hidden liquidity in limit order markets. Chapter 1 models a dynamic limit order market… (more)

Subjects/Keywords: Hidden liquidity; High frequency trading; Informed traders; Limit order markets; Market microstructure; Pre-trade transparency

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APA (6th Edition):

Ritter, J. (2016). Essays on hidden liquidity in limit order markets. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/31343

Chicago Manual of Style (16th Edition):

Ritter, John. “Essays on hidden liquidity in limit order markets.” 2016. Doctoral Dissertation, University of Rochester. Accessed January 23, 2019. http://hdl.handle.net/1802/31343.

MLA Handbook (7th Edition):

Ritter, John. “Essays on hidden liquidity in limit order markets.” 2016. Web. 23 Jan 2019.

Vancouver:

Ritter J. Essays on hidden liquidity in limit order markets. [Internet] [Doctoral dissertation]. University of Rochester; 2016. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1802/31343.

Council of Science Editors:

Ritter J. Essays on hidden liquidity in limit order markets. [Doctoral Dissertation]. University of Rochester; 2016. Available from: http://hdl.handle.net/1802/31343


University of Edinburgh

21. Sun, Yuxin. UK equity market microstructure in the age of machine.

Degree: PhD, 2018, University of Edinburgh

 Financial markets perform two major functions. The first is the provision of liquidity in order to facilitate direct investment, hedging and diversification; the second is… (more)

Subjects/Keywords: probability of informed trading; block trades; opacity; price impact; price discovery; multilateral trading facilities; MTFs; market transparency; adverse selection costs; market efficiency; dark pools; MiFID; liquidity commonality; trading liquidity; algorithm trading; high-frequency trading

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APA (6th Edition):

Sun, Y. (2018). UK equity market microstructure in the age of machine. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/31413

Chicago Manual of Style (16th Edition):

Sun, Yuxin. “UK equity market microstructure in the age of machine.” 2018. Doctoral Dissertation, University of Edinburgh. Accessed January 23, 2019. http://hdl.handle.net/1842/31413.

MLA Handbook (7th Edition):

Sun, Yuxin. “UK equity market microstructure in the age of machine.” 2018. Web. 23 Jan 2019.

Vancouver:

Sun Y. UK equity market microstructure in the age of machine. [Internet] [Doctoral dissertation]. University of Edinburgh; 2018. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1842/31413.

Council of Science Editors:

Sun Y. UK equity market microstructure in the age of machine. [Doctoral Dissertation]. University of Edinburgh; 2018. Available from: http://hdl.handle.net/1842/31413

22. Calhau, Fabio Ricardo dos Santos. Estudo da assimetria da informação e seus impactos no custo de capital das empresas brasileiras negociadas em bolsa.

Degree: Mestrado, Controladoria e Contabilidade: Contabilidade, 2012, University of São Paulo

O objetivo principal deste trabalho é analisar o efeito da assimetria da informação no custo de capital próprio das empresas negociadas em bolsa de valores… (more)

Subjects/Keywords: Assimetria da informação; Bolsa de valores; Cost of equity; Custo de capital; Empresas; Information asymmetry; PIN (Probability of Informed Trading); PIN (Probability of Informed)

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APA (6th Edition):

Calhau, F. R. d. S. (2012). Estudo da assimetria da informação e seus impactos no custo de capital das empresas brasileiras negociadas em bolsa. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12136/tde-06022013-200206/ ;

Chicago Manual of Style (16th Edition):

Calhau, Fabio Ricardo dos Santos. “Estudo da assimetria da informação e seus impactos no custo de capital das empresas brasileiras negociadas em bolsa.” 2012. Masters Thesis, University of São Paulo. Accessed January 23, 2019. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-06022013-200206/ ;.

MLA Handbook (7th Edition):

Calhau, Fabio Ricardo dos Santos. “Estudo da assimetria da informação e seus impactos no custo de capital das empresas brasileiras negociadas em bolsa.” 2012. Web. 23 Jan 2019.

Vancouver:

Calhau FRdS. Estudo da assimetria da informação e seus impactos no custo de capital das empresas brasileiras negociadas em bolsa. [Internet] [Masters thesis]. University of São Paulo; 2012. [cited 2019 Jan 23]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-06022013-200206/ ;.

Council of Science Editors:

Calhau FRdS. Estudo da assimetria da informação e seus impactos no custo de capital das empresas brasileiras negociadas em bolsa. [Masters Thesis]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-06022013-200206/ ;


University of New Orleans

23. Xu, Li. Two Essays in Finance: Analyzing the Value of Cash to U.S. and Non-U.S. Firms and Institutional Trading in Stock Index Futures.

Degree: PhD, Economics and Finance, 2014, University of New Orleans

  In the first chapter, we analyze the role of market development, risk premium, and transparency as factors influencing the value of cash in firms… (more)

Subjects/Keywords: ADR; Market development; Risk premium; Transparency; Informed trading; Institutional investors; Corporate Finance; Finance and Financial Management

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APA (6th Edition):

Xu, L. (2014). Two Essays in Finance: Analyzing the Value of Cash to U.S. and Non-U.S. Firms and Institutional Trading in Stock Index Futures. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/1840

Chicago Manual of Style (16th Edition):

Xu, Li. “Two Essays in Finance: Analyzing the Value of Cash to U.S. and Non-U.S. Firms and Institutional Trading in Stock Index Futures.” 2014. Doctoral Dissertation, University of New Orleans. Accessed January 23, 2019. https://scholarworks.uno.edu/td/1840.

MLA Handbook (7th Edition):

Xu, Li. “Two Essays in Finance: Analyzing the Value of Cash to U.S. and Non-U.S. Firms and Institutional Trading in Stock Index Futures.” 2014. Web. 23 Jan 2019.

Vancouver:

Xu L. Two Essays in Finance: Analyzing the Value of Cash to U.S. and Non-U.S. Firms and Institutional Trading in Stock Index Futures. [Internet] [Doctoral dissertation]. University of New Orleans; 2014. [cited 2019 Jan 23]. Available from: https://scholarworks.uno.edu/td/1840.

Council of Science Editors:

Xu L. Two Essays in Finance: Analyzing the Value of Cash to U.S. and Non-U.S. Firms and Institutional Trading in Stock Index Futures. [Doctoral Dissertation]. University of New Orleans; 2014. Available from: https://scholarworks.uno.edu/td/1840

24. Vlachogiannakis, Nikolaos. Informational and trading cost components in the credit risk markets.

Degree: 2016, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών

 The concept of informed trading is closely linked to the activity of speculators. Speculators utilize the information they possess, regarding the prospects of a firm,… (more)

Subjects/Keywords: Χρηματοοικονομικοί δείκτες; Κίνδυνος συστημικής ρευστότητας; Κίνδυνος ιδιοσυγκρατικής ρευστότητας; Πληροφορημένοι επενδυτές; Financial ratios; Systematic liquidity risk; Idiosyncratic liquidity risk; Informed trading

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APA (6th Edition):

Vlachogiannakis, N. (2016). Informational and trading cost components in the credit risk markets. (Thesis). Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Retrieved from http://hdl.handle.net/10442/hedi/38073

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vlachogiannakis, Nikolaos. “Informational and trading cost components in the credit risk markets.” 2016. Thesis, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Accessed January 23, 2019. http://hdl.handle.net/10442/hedi/38073.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vlachogiannakis, Nikolaos. “Informational and trading cost components in the credit risk markets.” 2016. Web. 23 Jan 2019.

Vancouver:

Vlachogiannakis N. Informational and trading cost components in the credit risk markets. [Internet] [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2016. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/10442/hedi/38073.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vlachogiannakis N. Informational and trading cost components in the credit risk markets. [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2016. Available from: http://hdl.handle.net/10442/hedi/38073

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université du Luxembourg

25. Wells, René Joseph Guy. ESSAYS IN PRICE DISCOVERY.

Degree: 2017, Université du Luxembourg

 I claim that uninformed traders prefer ending the size of their orders with a zero (e.g. 110 shares) but it is not the case for… (more)

Subjects/Keywords: price discovery; digit preferences; order size; informed trading; market microstructure; Business & economic sciences :: Finance [B03]; Sciences économiques & de gestion :: Finance [B03]

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wells, R. J. G. (2017). ESSAYS IN PRICE DISCOVERY. (Doctoral Dissertation). Université du Luxembourg. Retrieved from http://orbilu.uni.lu/handle/10993/29820

Chicago Manual of Style (16th Edition):

Wells, René Joseph Guy. “ESSAYS IN PRICE DISCOVERY.” 2017. Doctoral Dissertation, Université du Luxembourg. Accessed January 23, 2019. http://orbilu.uni.lu/handle/10993/29820.

MLA Handbook (7th Edition):

Wells, René Joseph Guy. “ESSAYS IN PRICE DISCOVERY.” 2017. Web. 23 Jan 2019.

Vancouver:

Wells RJG. ESSAYS IN PRICE DISCOVERY. [Internet] [Doctoral dissertation]. Université du Luxembourg; 2017. [cited 2019 Jan 23]. Available from: http://orbilu.uni.lu/handle/10993/29820.

Council of Science Editors:

Wells RJG. ESSAYS IN PRICE DISCOVERY. [Doctoral Dissertation]. Université du Luxembourg; 2017. Available from: http://orbilu.uni.lu/handle/10993/29820


Cornell University

26. Murataj, Rinald. Default Risk and Asset Returns .

Degree: 2018, Cornell University

 This dissertation investigates the role of default risk on asset returns. In the first essay, I study the role of default risk spillovers on an… (more)

Subjects/Keywords: Applied mathematics; Asset Redeployability; Asset Returns; Credit Default Swap; Default Risk; Dynamic Hazard Rate Estimation; Informed Trading; Finance

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APA (6th Edition):

Murataj, R. (2018). Default Risk and Asset Returns . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/59423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Murataj, Rinald. “Default Risk and Asset Returns .” 2018. Thesis, Cornell University. Accessed January 23, 2019. http://hdl.handle.net/1813/59423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Murataj, Rinald. “Default Risk and Asset Returns .” 2018. Web. 23 Jan 2019.

Vancouver:

Murataj R. Default Risk and Asset Returns . [Internet] [Thesis]. Cornell University; 2018. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/1813/59423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Murataj R. Default Risk and Asset Returns . [Thesis]. Cornell University; 2018. Available from: http://hdl.handle.net/1813/59423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Florida

27. Xu, Ziwei. Two essays on information ambiguity and informed traders' trade-size choice.

Degree: 2010, University of South Florida

 Defining ambiguity as investor's uncertainty about the precision of the observed information, Chapter One constructs an empirical measure of ambiguity based on analysts' earnings forecast… (more)

Subjects/Keywords: Analysts' forecast revisions; Stock return skewness; Analyst forecast accuracy; Informed trading; Trade size; Order flow imbalance; American Studies; Arts and Humanities

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APA (6th Edition):

Xu, Z. (2010). Two essays on information ambiguity and informed traders' trade-size choice. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/1817

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Xu, Ziwei. “Two essays on information ambiguity and informed traders' trade-size choice.” 2010. Thesis, University of South Florida. Accessed January 23, 2019. https://scholarcommons.usf.edu/etd/1817.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Xu, Ziwei. “Two essays on information ambiguity and informed traders' trade-size choice.” 2010. Web. 23 Jan 2019.

Vancouver:

Xu Z. Two essays on information ambiguity and informed traders' trade-size choice. [Internet] [Thesis]. University of South Florida; 2010. [cited 2019 Jan 23]. Available from: https://scholarcommons.usf.edu/etd/1817.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xu Z. Two essays on information ambiguity and informed traders' trade-size choice. [Thesis]. University of South Florida; 2010. Available from: https://scholarcommons.usf.edu/etd/1817

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New Orleans

28. Li, Wei-Xuan. Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost.

Degree: PhD, Economics and Finance, 2008, University of New Orleans

 In the first essay, I examine the impact of the introduction of exchange traded funds (ETFs) options on the information related trading of index options.… (more)

Subjects/Keywords: Options trading; informed trading; liquidity and asset pricing; liquidity; liquidity premium

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, W. (2008). Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/893

Chicago Manual of Style (16th Edition):

Li, Wei-Xuan. “Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost.” 2008. Doctoral Dissertation, University of New Orleans. Accessed January 23, 2019. https://scholarworks.uno.edu/td/893.

MLA Handbook (7th Edition):

Li, Wei-Xuan. “Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost.” 2008. Web. 23 Jan 2019.

Vancouver:

Li W. Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost. [Internet] [Doctoral dissertation]. University of New Orleans; 2008. [cited 2019 Jan 23]. Available from: https://scholarworks.uno.edu/td/893.

Council of Science Editors:

Li W. Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost. [Doctoral Dissertation]. University of New Orleans; 2008. Available from: https://scholarworks.uno.edu/td/893

29. Alldredge, Dallin Max. The Performance of Institutional Investor Trades Across the Supply Chain.

Degree: 2015, University of Tennessee – Knoxville

 In this paper I investigate institutional ownership and trading across the supply chain. I find that institutions are more likely to own stock in a… (more)

Subjects/Keywords: Institutional Trading; Supply Chain; Informed Trading; Finance and Financial Management

…of informed trading by institutions trading in pseudo-supplier firms. It appears that joint… …evidence of informed trading in supplier stock, another possible source of the information… …and-hold strategy. In an effort to isolate informed institutional trading from categorical… …implications for both customer and supplier firms. In particular, significant trading bonds between a… …insiders and sell-side analysts incorporate supply chain information in their trading and… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Alldredge, D. M. (2015). The Performance of Institutional Investor Trades Across the Supply Chain. (Doctoral Dissertation). University of Tennessee – Knoxville. Retrieved from https://trace.tennessee.edu/utk_graddiss/3319

Chicago Manual of Style (16th Edition):

Alldredge, Dallin Max. “The Performance of Institutional Investor Trades Across the Supply Chain.” 2015. Doctoral Dissertation, University of Tennessee – Knoxville. Accessed January 23, 2019. https://trace.tennessee.edu/utk_graddiss/3319.

MLA Handbook (7th Edition):

Alldredge, Dallin Max. “The Performance of Institutional Investor Trades Across the Supply Chain.” 2015. Web. 23 Jan 2019.

Vancouver:

Alldredge DM. The Performance of Institutional Investor Trades Across the Supply Chain. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2015. [cited 2019 Jan 23]. Available from: https://trace.tennessee.edu/utk_graddiss/3319.

Council of Science Editors:

Alldredge DM. The Performance of Institutional Investor Trades Across the Supply Chain. [Doctoral Dissertation]. University of Tennessee – Knoxville; 2015. Available from: https://trace.tennessee.edu/utk_graddiss/3319


Virginia Tech

30. Popescu, Marius. Two Essays on the Probability of Informed Trading.

Degree: Finance, Insurance, and Business Law, 2007, Virginia Tech

 This dissertation consists of two essays. The first essay develops a new methodology for estimating the probability of informed trading from the observed quotes and… (more)

Subjects/Keywords: initial public offering (IPO); bid-ask spread; informed trading; information asymmetry; underwriting syndicate

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Popescu, M. (2007). Two Essays on the Probability of Informed Trading. (Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/27500

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Popescu, Marius. “Two Essays on the Probability of Informed Trading.” 2007. Thesis, Virginia Tech. Accessed January 23, 2019. http://hdl.handle.net/10919/27500.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Popescu, Marius. “Two Essays on the Probability of Informed Trading.” 2007. Web. 23 Jan 2019.

Vancouver:

Popescu M. Two Essays on the Probability of Informed Trading. [Internet] [Thesis]. Virginia Tech; 2007. [cited 2019 Jan 23]. Available from: http://hdl.handle.net/10919/27500.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Popescu M. Two Essays on the Probability of Informed Trading. [Thesis]. Virginia Tech; 2007. Available from: http://hdl.handle.net/10919/27500

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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