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You searched for subject:(Market microstructure). Showing records 1 – 30 of 117 total matches.

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University of New South Wales

1. Kwan, Amy. Dark market fragmentation in U.S. equity markets.

Degree: Banking & Finance, 2012, University of New South Wales

 Recently, there has been widespread concern over the growth of new ‘dark’ trading venues in equity markets. It is important to understand the implications of… (more)

Subjects/Keywords: Microstructure; Market fragmentation

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

APA (6th Edition):

Kwan, A. (2012). Dark market fragmentation in U.S. equity markets. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/52231 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10901/SOURCE1?view=true

Chicago Manual of Style (16th Edition):

Kwan, Amy. “Dark market fragmentation in U.S. equity markets.” 2012. Doctoral Dissertation, University of New South Wales. Accessed March 28, 2020. http://handle.unsw.edu.au/1959.4/52231 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10901/SOURCE1?view=true.

MLA Handbook (7th Edition):

Kwan, Amy. “Dark market fragmentation in U.S. equity markets.” 2012. Web. 28 Mar 2020.

Vancouver:

Kwan A. Dark market fragmentation in U.S. equity markets. [Internet] [Doctoral dissertation]. University of New South Wales; 2012. [cited 2020 Mar 28]. Available from: http://handle.unsw.edu.au/1959.4/52231 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10901/SOURCE1?view=true.

Council of Science Editors:

Kwan A. Dark market fragmentation in U.S. equity markets. [Doctoral Dissertation]. University of New South Wales; 2012. Available from: http://handle.unsw.edu.au/1959.4/52231 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10901/SOURCE1?view=true


University of Sydney

2. Issa, George. Three Essays on the Microstructure of Over-the-Counter Interbank Markets .

Degree: 2018, University of Sydney

 This thesis consists of three essays, with each comprised of an empirical analysis of microstructural issues in over-the-counter interbank markets. It uses a confidential transaction-level… (more)

Subjects/Keywords: over-the-counter; market microstructure

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APA (6th Edition):

Issa, G. (2018). Three Essays on the Microstructure of Over-the-Counter Interbank Markets . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/18150

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):

Issa, George. “Three Essays on the Microstructure of Over-the-Counter Interbank Markets .” 2018. Thesis, University of Sydney. Accessed March 28, 2020. http://hdl.handle.net/2123/18150.

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

MLA Handbook (7th Edition):

Issa, George. “Three Essays on the Microstructure of Over-the-Counter Interbank Markets .” 2018. Web. 28 Mar 2020.

Vancouver:

Issa G. Three Essays on the Microstructure of Over-the-Counter Interbank Markets . [Internet] [Thesis]. University of Sydney; 2018. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/2123/18150.

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

Council of Science Editors:

Issa G. Three Essays on the Microstructure of Over-the-Counter Interbank Markets . [Thesis]. University of Sydney; 2018. Available from: http://hdl.handle.net/2123/18150

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


Università della Svizzera italiana

3. Chen, Chwen Chwen. On liquidity around large-block trades: Upstairs trading mechanisms, price impacts and common factors.

Degree: 2004, Università della Svizzera italiana

 Large-block trades have been typically handled over the counter in the upstairs market. Institutional trading raises several issues of concern, such as the fragmentation of… (more)

Subjects/Keywords: Market microstructure

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APA (6th Edition):

Chen, C. C. (2004). On liquidity around large-block trades: Upstairs trading mechanisms, price impacts and common factors. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/5895

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):

Chen, Chwen Chwen. “On liquidity around large-block trades: Upstairs trading mechanisms, price impacts and common factors.” 2004. Thesis, Università della Svizzera italiana. Accessed March 28, 2020. http://doc.rero.ch/record/5895.

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

MLA Handbook (7th Edition):

Chen, Chwen Chwen. “On liquidity around large-block trades: Upstairs trading mechanisms, price impacts and common factors.” 2004. Web. 28 Mar 2020.

Vancouver:

Chen CC. On liquidity around large-block trades: Upstairs trading mechanisms, price impacts and common factors. [Internet] [Thesis]. Università della Svizzera italiana; 2004. [cited 2020 Mar 28]. Available from: http://doc.rero.ch/record/5895.

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

Council of Science Editors:

Chen CC. On liquidity around large-block trades: Upstairs trading mechanisms, price impacts and common factors. [Thesis]. Università della Svizzera italiana; 2004. Available from: http://doc.rero.ch/record/5895

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


University of New South Wales

4. Chen, Hao Ming. Stock Exchange Competition in a High Frequency World.

Degree: Banking & Finance, 2019, University of New South Wales

 This dissertation examines the impacts of competition among stock exchanges in a high frequency equities trading environment on liquidity provision, gains from trade for different… (more)

Subjects/Keywords: High frequency trading; Market microstructure; Market fragmentation; Market efficiency; Liquidity

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APA (6th Edition):

Chen, H. M. (2019). Stock Exchange Competition in a High Frequency World. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/64958 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:63152/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Chen, Hao Ming. “Stock Exchange Competition in a High Frequency World.” 2019. Doctoral Dissertation, University of New South Wales. Accessed March 28, 2020. http://handle.unsw.edu.au/1959.4/64958 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:63152/SOURCE02?view=true.

MLA Handbook (7th Edition):

Chen, Hao Ming. “Stock Exchange Competition in a High Frequency World.” 2019. Web. 28 Mar 2020.

Vancouver:

Chen HM. Stock Exchange Competition in a High Frequency World. [Internet] [Doctoral dissertation]. University of New South Wales; 2019. [cited 2020 Mar 28]. Available from: http://handle.unsw.edu.au/1959.4/64958 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:63152/SOURCE02?view=true.

Council of Science Editors:

Chen HM. Stock Exchange Competition in a High Frequency World. [Doctoral Dissertation]. University of New South Wales; 2019. Available from: http://handle.unsw.edu.au/1959.4/64958 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:63152/SOURCE02?view=true


University of Arizona

5. Brough, Tyler Jon. An empirical analysis of institutional liquidity trading .

Degree: 2010, University of Arizona

 I investigate the trading decisions of a large institutional liquidity trader by using a detailed data set from a transition management firm. The data set… (more)

Subjects/Keywords: Liquidity Trading; Market Microstructure; Transition Management

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APA (6th Edition):

Brough, T. J. (2010). An empirical analysis of institutional liquidity trading . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/195279

Chicago Manual of Style (16th Edition):

Brough, Tyler Jon. “An empirical analysis of institutional liquidity trading .” 2010. Doctoral Dissertation, University of Arizona. Accessed March 28, 2020. http://hdl.handle.net/10150/195279.

MLA Handbook (7th Edition):

Brough, Tyler Jon. “An empirical analysis of institutional liquidity trading .” 2010. Web. 28 Mar 2020.

Vancouver:

Brough TJ. An empirical analysis of institutional liquidity trading . [Internet] [Doctoral dissertation]. University of Arizona; 2010. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/10150/195279.

Council of Science Editors:

Brough TJ. An empirical analysis of institutional liquidity trading . [Doctoral Dissertation]. University of Arizona; 2010. Available from: http://hdl.handle.net/10150/195279


Cornell University

6. Zhong, Zhuo. Essays On Over-The-Counter Markets .

Degree: 2014, Cornell University

 This dissertation consists of three essays studying on over-the-counter trading (OTC henceforth). In Chapter 1, I model the formation of the inter-dealer network in an… (more)

Subjects/Keywords: over-the-counter; network; market microstructure

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APA (6th Edition):

Zhong, Z. (2014). Essays On Over-The-Counter Markets . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/38965

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):

Zhong, Zhuo. “Essays On Over-The-Counter Markets .” 2014. Thesis, Cornell University. Accessed March 28, 2020. http://hdl.handle.net/1813/38965.

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

MLA Handbook (7th Edition):

Zhong, Zhuo. “Essays On Over-The-Counter Markets .” 2014. Web. 28 Mar 2020.

Vancouver:

Zhong Z. Essays On Over-The-Counter Markets . [Internet] [Thesis]. Cornell University; 2014. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/1813/38965.

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

Council of Science Editors:

Zhong Z. Essays On Over-The-Counter Markets . [Thesis]. Cornell University; 2014. Available from: http://hdl.handle.net/1813/38965

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


Cornell University

7. Ye, Shuai. ESSAYS ON THE IMPACT OF ETFS ON THE UNDERLYING ASSETS .

Degree: 2018, Cornell University

 My dissertation focuses on how ETFs affect the underlying assets. The first chapter studies how bond ETFs affect the liquidity of the underlying corporate bonds.… (more)

Subjects/Keywords: Corporate Bond; ETF; Liquidity; Finance; Market Microstructure

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APA (6th Edition):

Ye, S. (2018). ESSAYS ON THE IMPACT OF ETFS ON THE UNDERLYING ASSETS . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/59554

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):

Ye, Shuai. “ESSAYS ON THE IMPACT OF ETFS ON THE UNDERLYING ASSETS .” 2018. Thesis, Cornell University. Accessed March 28, 2020. http://hdl.handle.net/1813/59554.

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

MLA Handbook (7th Edition):

Ye, Shuai. “ESSAYS ON THE IMPACT OF ETFS ON THE UNDERLYING ASSETS .” 2018. Web. 28 Mar 2020.

Vancouver:

Ye S. ESSAYS ON THE IMPACT OF ETFS ON THE UNDERLYING ASSETS . [Internet] [Thesis]. Cornell University; 2018. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/1813/59554.

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

Council of Science Editors:

Ye S. ESSAYS ON THE IMPACT OF ETFS ON THE UNDERLYING ASSETS . [Thesis]. Cornell University; 2018. Available from: http://hdl.handle.net/1813/59554

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


University of New South Wales

8. Feigin, Alexey. The goode effect: a study of intraday and daily capital market reactions to a star resource analyst’s recommendations.

Degree: Accounting, 2010, University of New South Wales

 I investigate market reactions to a star resource analyst Keith Goode’s recommendations over daily and intraday horizons. Goode is a well known analyst with a… (more)

Subjects/Keywords: Market microstructure; Star analyst; Extractive industries

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APA (6th Edition):

Feigin, A. (2010). The goode effect: a study of intraday and daily capital market reactions to a star resource analyst’s recommendations. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/50423 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9315/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Feigin, Alexey. “The goode effect: a study of intraday and daily capital market reactions to a star resource analyst’s recommendations.” 2010. Masters Thesis, University of New South Wales. Accessed March 28, 2020. http://handle.unsw.edu.au/1959.4/50423 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9315/SOURCE02?view=true.

MLA Handbook (7th Edition):

Feigin, Alexey. “The goode effect: a study of intraday and daily capital market reactions to a star resource analyst’s recommendations.” 2010. Web. 28 Mar 2020.

Vancouver:

Feigin A. The goode effect: a study of intraday and daily capital market reactions to a star resource analyst’s recommendations. [Internet] [Masters thesis]. University of New South Wales; 2010. [cited 2020 Mar 28]. Available from: http://handle.unsw.edu.au/1959.4/50423 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9315/SOURCE02?view=true.

Council of Science Editors:

Feigin A. The goode effect: a study of intraday and daily capital market reactions to a star resource analyst’s recommendations. [Masters Thesis]. University of New South Wales; 2010. Available from: http://handle.unsw.edu.au/1959.4/50423 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9315/SOURCE02?view=true

9. Wang, Zixuan. Essays in Financial Economics.

Degree: PhD, 2019, Harvard University

The first chapter studies how dealers affect the liquidity of the corporate bonds market. Using corporate bond transaction data with dealer identifiers, I find that… (more)

Subjects/Keywords: asset pricing; market microstructure; financial institutions

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APA (6th Edition):

Wang, Z. (2019). Essays in Financial Economics. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651

Chicago Manual of Style (16th Edition):

Wang, Zixuan. “Essays in Financial Economics.” 2019. Doctoral Dissertation, Harvard University. Accessed March 28, 2020. http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651.

MLA Handbook (7th Edition):

Wang, Zixuan. “Essays in Financial Economics.” 2019. Web. 28 Mar 2020.

Vancouver:

Wang Z. Essays in Financial Economics. [Internet] [Doctoral dissertation]. Harvard University; 2019. [cited 2020 Mar 28]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651.

Council of Science Editors:

Wang Z. Essays in Financial Economics. [Doctoral Dissertation]. Harvard University; 2019. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651


Boston College

10. Ni, Xuechuan. Essays in Asset Pricing.

Degree: PhD, Finance, 2018, Boston College

 Chapter 1 studies volatility tail risk and its asset pricing implications. Motivated by dynamic models featuring jumps in stochastic volatility, I examine the economic behaviors… (more)

Subjects/Keywords: Asset Pricing; Investments; Macro-Finance; Market Microstructure

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

APA (6th Edition):

Ni, X. (2018). Essays in Asset Pricing. (Doctoral Dissertation). Boston College. Retrieved from http://dlib.bc.edu/islandora/object/bc-ir:108691

Chicago Manual of Style (16th Edition):

Ni, Xuechuan. “Essays in Asset Pricing.” 2018. Doctoral Dissertation, Boston College. Accessed March 28, 2020. http://dlib.bc.edu/islandora/object/bc-ir:108691.

MLA Handbook (7th Edition):

Ni, Xuechuan. “Essays in Asset Pricing.” 2018. Web. 28 Mar 2020.

Vancouver:

Ni X. Essays in Asset Pricing. [Internet] [Doctoral dissertation]. Boston College; 2018. [cited 2020 Mar 28]. Available from: http://dlib.bc.edu/islandora/object/bc-ir:108691.

Council of Science Editors:

Ni X. Essays in Asset Pricing. [Doctoral Dissertation]. Boston College; 2018. Available from: http://dlib.bc.edu/islandora/object/bc-ir:108691


Rice University

11. Barton, Paul. Essays in Financial Economics.

Degree: PhD, Social Sciences, 2019, Rice University

 Financial markets often feature interactions between agents who do not have the same amount of information about a financial asset. The presence of asymmetric information… (more)

Subjects/Keywords: corporate finance; market microstructure; asymmetric information

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APA (6th Edition):

Barton, P. (2019). Essays in Financial Economics. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/106159

Chicago Manual of Style (16th Edition):

Barton, Paul. “Essays in Financial Economics.” 2019. Doctoral Dissertation, Rice University. Accessed March 28, 2020. http://hdl.handle.net/1911/106159.

MLA Handbook (7th Edition):

Barton, Paul. “Essays in Financial Economics.” 2019. Web. 28 Mar 2020.

Vancouver:

Barton P. Essays in Financial Economics. [Internet] [Doctoral dissertation]. Rice University; 2019. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/1911/106159.

Council of Science Editors:

Barton P. Essays in Financial Economics. [Doctoral Dissertation]. Rice University; 2019. Available from: http://hdl.handle.net/1911/106159


University of Illinois – Urbana-Champaign

12. Shang, Quanbiao. The components of the bid-ask spread: evidence from the corn futures market.

Degree: MS, Agricultural & Applied Econ, 2016, University of Illinois – Urbana-Champaign

 Using the Best Bid Offer data from the CME, this thesis decomposes the Bid-Ask Spread (BAS) in the Chicago Board of Trade (CBOT) corn futures… (more)

Subjects/Keywords: Bid-ask spread components; market microstructure

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APA (6th Edition):

Shang, Q. (2016). The components of the bid-ask spread: evidence from the corn futures market. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/90838

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):

Shang, Quanbiao. “The components of the bid-ask spread: evidence from the corn futures market.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed March 28, 2020. http://hdl.handle.net/2142/90838.

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

MLA Handbook (7th Edition):

Shang, Quanbiao. “The components of the bid-ask spread: evidence from the corn futures market.” 2016. Web. 28 Mar 2020.

Vancouver:

Shang Q. The components of the bid-ask spread: evidence from the corn futures market. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/2142/90838.

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

Council of Science Editors:

Shang Q. The components of the bid-ask spread: evidence from the corn futures market. [Thesis]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/90838

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


Cornell University

13. Bhattacharya, Ayan. Essays On Financial Market Design .

Degree: 2016, Cornell University

Subjects/Keywords: Financial Market Design; Market Microstructure

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

APA (6th Edition):

Bhattacharya, A. (2016). Essays On Financial Market Design . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/45097

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):

Bhattacharya, Ayan. “Essays On Financial Market Design .” 2016. Thesis, Cornell University. Accessed March 28, 2020. http://hdl.handle.net/1813/45097.

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

MLA Handbook (7th Edition):

Bhattacharya, Ayan. “Essays On Financial Market Design .” 2016. Web. 28 Mar 2020.

Vancouver:

Bhattacharya A. Essays On Financial Market Design . [Internet] [Thesis]. Cornell University; 2016. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/1813/45097.

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

Council of Science Editors:

Bhattacharya A. Essays On Financial Market Design . [Thesis]. Cornell University; 2016. Available from: http://hdl.handle.net/1813/45097

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


University of Wollongong

14. Chau, Ching (Jane). Market microstructure studies: liquidity, price discovery and manipulation.

Degree: PhD, 2013, University of Wollongong

  This thesis offers an original way to examine three specific issues in market microstructure: liquidity, price discovery and price manipulation. The purpose of this… (more)

Subjects/Keywords: market microstructure; market liquidity; price discovery; price manipulation

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

APA (6th Edition):

Chau, C. (. (2013). Market microstructure studies: liquidity, price discovery and manipulation. (Doctoral Dissertation). University of Wollongong. Retrieved from ; https://ro.uow.edu.au/theses/3921

Chicago Manual of Style (16th Edition):

Chau, Ching (Jane). “Market microstructure studies: liquidity, price discovery and manipulation.” 2013. Doctoral Dissertation, University of Wollongong. Accessed March 28, 2020. ; https://ro.uow.edu.au/theses/3921.

MLA Handbook (7th Edition):

Chau, Ching (Jane). “Market microstructure studies: liquidity, price discovery and manipulation.” 2013. Web. 28 Mar 2020.

Vancouver:

Chau C(. Market microstructure studies: liquidity, price discovery and manipulation. [Internet] [Doctoral dissertation]. University of Wollongong; 2013. [cited 2020 Mar 28]. Available from: ; https://ro.uow.edu.au/theses/3921.

Council of Science Editors:

Chau C(. Market microstructure studies: liquidity, price discovery and manipulation. [Doctoral Dissertation]. University of Wollongong; 2013. Available from: ; https://ro.uow.edu.au/theses/3921


University of Sydney

15. Li, Jun George. Financial Market Intermediaries and Information Asymmetry in Equity Markets .

Degree: 2011, University of Sydney

 This dissertation examines the relationship between financial market intermediaries and information asymmetry. Chapters 5, 6, and 7 re-examines issues raised in the literature, but extends… (more)

Subjects/Keywords: Information Asymmetry; Market Intermediaries; Trading Costs; Equity Analysts; Market Microstructure; Anonymity

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

APA (6th Edition):

Li, J. G. (2011). Financial Market Intermediaries and Information Asymmetry in Equity Markets . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/7537

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):

Li, Jun George. “Financial Market Intermediaries and Information Asymmetry in Equity Markets .” 2011. Thesis, University of Sydney. Accessed March 28, 2020. http://hdl.handle.net/2123/7537.

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

MLA Handbook (7th Edition):

Li, Jun George. “Financial Market Intermediaries and Information Asymmetry in Equity Markets .” 2011. Web. 28 Mar 2020.

Vancouver:

Li JG. Financial Market Intermediaries and Information Asymmetry in Equity Markets . [Internet] [Thesis]. University of Sydney; 2011. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/2123/7537.

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

Council of Science Editors:

Li JG. Financial Market Intermediaries and Information Asymmetry in Equity Markets . [Thesis]. University of Sydney; 2011. Available from: http://hdl.handle.net/2123/7537

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


Brunel University

16. Alzahrani, Ahmed A. Four essays on return behaviour and market microstructures : evidence from the Saudi stock market.

Degree: PhD, 2009, Brunel University

 This dissertation is divided into an introductory chapter and four essays. Chapter one discusses the importance of the study and describes the development and growth… (more)

Subjects/Keywords: 332.64; Market efficiency; Market microstructure; Post-earnings announcement drift (PEAD); Block trades; Saudi stock market

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

APA (6th Edition):

Alzahrani, A. A. (2009). Four essays on return behaviour and market microstructures : evidence from the Saudi stock market. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/6277 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549630

Chicago Manual of Style (16th Edition):

Alzahrani, Ahmed A. “Four essays on return behaviour and market microstructures : evidence from the Saudi stock market.” 2009. Doctoral Dissertation, Brunel University. Accessed March 28, 2020. http://bura.brunel.ac.uk/handle/2438/6277 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549630.

MLA Handbook (7th Edition):

Alzahrani, Ahmed A. “Four essays on return behaviour and market microstructures : evidence from the Saudi stock market.” 2009. Web. 28 Mar 2020.

Vancouver:

Alzahrani AA. Four essays on return behaviour and market microstructures : evidence from the Saudi stock market. [Internet] [Doctoral dissertation]. Brunel University; 2009. [cited 2020 Mar 28]. Available from: http://bura.brunel.ac.uk/handle/2438/6277 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549630.

Council of Science Editors:

Alzahrani AA. Four essays on return behaviour and market microstructures : evidence from the Saudi stock market. [Doctoral Dissertation]. Brunel University; 2009. Available from: http://bura.brunel.ac.uk/handle/2438/6277 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549630

17. Sun, Yuzheng. ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS .

Degree: 2017, Cornell University

 My dissertation uses international evidence to provide fresh perspectives on the interaction of firms and the secondary market. Chapter 1 is an empirical study of… (more)

Subjects/Keywords: International Finance; Economics; Financial market; Finance; Behavior Finance; Chinese Stock Market; Market Microstructure; Corporate finance

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

APA (6th Edition):

Sun, Y. (2017). ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/56945

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, Yuzheng. “ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS .” 2017. Thesis, Cornell University. Accessed March 28, 2020. http://hdl.handle.net/1813/56945.

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

MLA Handbook (7th Edition):

Sun, Yuzheng. “ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS .” 2017. Web. 28 Mar 2020.

Vancouver:

Sun Y. ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS . [Internet] [Thesis]. Cornell University; 2017. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/1813/56945.

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

Council of Science Editors:

Sun Y. ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS . [Thesis]. Cornell University; 2017. Available from: http://hdl.handle.net/1813/56945

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

18. Primicerio, Kevin. Comportement des traders institutionnels et microstructure des marchés : une approche big data : Large-trader behaviour and market microstructure : a big data approach.

Degree: Docteur es, Mathématiques appliquées, 2018, Université Paris-Saclay (ComUE)

Cette thèse est composée de quatre chapitres.Le premier chapitre est une description préliminaire de la base de données Factset Ownership. Nous en donnons une description… (more)

Subjects/Keywords: Systèmes complexes; Microstructure de marché; Marchés financiers; Financial networks; Market microstructure; Complex systems; Collective optimization

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

APA (6th Edition):

Primicerio, K. (2018). Comportement des traders institutionnels et microstructure des marchés : une approche big data : Large-trader behaviour and market microstructure : a big data approach. (Doctoral Dissertation). Université Paris-Saclay (ComUE). Retrieved from http://www.theses.fr/2018SACLC036

Chicago Manual of Style (16th Edition):

Primicerio, Kevin. “Comportement des traders institutionnels et microstructure des marchés : une approche big data : Large-trader behaviour and market microstructure : a big data approach.” 2018. Doctoral Dissertation, Université Paris-Saclay (ComUE). Accessed March 28, 2020. http://www.theses.fr/2018SACLC036.

MLA Handbook (7th Edition):

Primicerio, Kevin. “Comportement des traders institutionnels et microstructure des marchés : une approche big data : Large-trader behaviour and market microstructure : a big data approach.” 2018. Web. 28 Mar 2020.

Vancouver:

Primicerio K. Comportement des traders institutionnels et microstructure des marchés : une approche big data : Large-trader behaviour and market microstructure : a big data approach. [Internet] [Doctoral dissertation]. Université Paris-Saclay (ComUE); 2018. [cited 2020 Mar 28]. Available from: http://www.theses.fr/2018SACLC036.

Council of Science Editors:

Primicerio K. Comportement des traders institutionnels et microstructure des marchés : une approche big data : Large-trader behaviour and market microstructure : a big data approach. [Doctoral Dissertation]. Université Paris-Saclay (ComUE); 2018. Available from: http://www.theses.fr/2018SACLC036


Humboldt University of Berlin

19. Schelisch, Martin. Jumps in high frequency data.

Degree: 2011, Humboldt University of Berlin

Due to high frequency data researchers can observe jumps in the price process which raises the question if these price changes can really be the… (more)

Subjects/Keywords: jumps; Sprünge; Volatilität; hochfrequente Datensätze; market microstructure noise; Anlagen; volatility; high frequency data; market microstructure noise; assets; assets

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

APA (6th Edition):

Schelisch, M. (2011). Jumps in high frequency data. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=38115 ; http://edoc.hu-berlin.de/master/schelisch-martin-2011-06-10/PDF/schelisch.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100188722

Chicago Manual of Style (16th Edition):

Schelisch, Martin. “Jumps in high frequency data.” 2011. Masters Thesis, Humboldt University of Berlin. Accessed March 28, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=38115 ; http://edoc.hu-berlin.de/master/schelisch-martin-2011-06-10/PDF/schelisch.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100188722.

MLA Handbook (7th Edition):

Schelisch, Martin. “Jumps in high frequency data.” 2011. Web. 28 Mar 2020.

Vancouver:

Schelisch M. Jumps in high frequency data. [Internet] [Masters thesis]. Humboldt University of Berlin; 2011. [cited 2020 Mar 28]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=38115 ; http://edoc.hu-berlin.de/master/schelisch-martin-2011-06-10/PDF/schelisch.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100188722.

Council of Science Editors:

Schelisch M. Jumps in high frequency data. [Masters Thesis]. Humboldt University of Berlin; 2011. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=38115 ; http://edoc.hu-berlin.de/master/schelisch-martin-2011-06-10/PDF/schelisch.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100188722


University of Utah

20. Carrion, Allen Mario. Essays in empirical market microstructure.

Degree: PhD, Business (School of), 2012, University of Utah

 This dissertation is composed of three essays in empirical market microstructure. My first two essays study market quality issues related to High-frequency Trading (HFT) using… (more)

Subjects/Keywords: Corporate bonds; High-frequency trading; Market microstructure; Market quality; Mini-flash crashes; Trading costs

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

APA (6th Edition):

Carrion, A. M. (2012). Essays in empirical market microstructure. (Doctoral Dissertation). University of Utah. Retrieved from http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1804/rec/897

Chicago Manual of Style (16th Edition):

Carrion, Allen Mario. “Essays in empirical market microstructure.” 2012. Doctoral Dissertation, University of Utah. Accessed March 28, 2020. http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1804/rec/897.

MLA Handbook (7th Edition):

Carrion, Allen Mario. “Essays in empirical market microstructure.” 2012. Web. 28 Mar 2020.

Vancouver:

Carrion AM. Essays in empirical market microstructure. [Internet] [Doctoral dissertation]. University of Utah; 2012. [cited 2020 Mar 28]. Available from: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1804/rec/897.

Council of Science Editors:

Carrion AM. Essays in empirical market microstructure. [Doctoral Dissertation]. University of Utah; 2012. Available from: http://content.lib.utah.edu/cdm/singleitem/collection/etd3/id/1804/rec/897


Universidade do Rio Grande do Sul

21. Roa, Angélica Maria Lizarazo. O impacto da informação no mercado acionário colombiano.

Degree: 2016, Universidade do Rio Grande do Sul

O propósito dessa pesquisa é estudar a relação entre a revelação de informação corporativa e o comportamento de uma seleção de empresas com fortes políticas… (more)

Subjects/Keywords: Mercado financeiro; Stock market efficiency; Gestão da informação; Market microstructure; Informação corporativa; Corporate disclosure

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

APA (6th Edition):

Roa, A. M. L. (2016). O impacto da informação no mercado acionário colombiano. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/148317

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):

Roa, Angélica Maria Lizarazo. “O impacto da informação no mercado acionário colombiano.” 2016. Thesis, Universidade do Rio Grande do Sul. Accessed March 28, 2020. http://hdl.handle.net/10183/148317.

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

MLA Handbook (7th Edition):

Roa, Angélica Maria Lizarazo. “O impacto da informação no mercado acionário colombiano.” 2016. Web. 28 Mar 2020.

Vancouver:

Roa AML. O impacto da informação no mercado acionário colombiano. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2016. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/10183/148317.

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

Council of Science Editors:

Roa AML. O impacto da informação no mercado acionário colombiano. [Thesis]. Universidade do Rio Grande do Sul; 2016. Available from: http://hdl.handle.net/10183/148317

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


Université Catholique de Louvain

22. Lefebvre, Maxime. The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares.

Degree: 2016, Université Catholique de Louvain

Market liquidity has a central role in many areas of finance and has been studied in depth, both in order to identify its sources and… (more)

Subjects/Keywords: market liquidity; market microstructure; liquidity proxies; intraday patterns of liquidity; bid-ask spread

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

APA (6th Edition):

Lefebvre, M. (2016). The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:7130

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):

Lefebvre, Maxime. “The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares.” 2016. Thesis, Université Catholique de Louvain. Accessed March 28, 2020. http://hdl.handle.net/2078.1/thesis:7130.

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

MLA Handbook (7th Edition):

Lefebvre, Maxime. “The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares.” 2016. Web. 28 Mar 2020.

Vancouver:

Lefebvre M. The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/2078.1/thesis:7130.

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

Council of Science Editors:

Lefebvre M. The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:7130

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


University of Illinois – Chicago

23. Thomas, Nordia. Transaction Taxes in Limit Order Markets.

Degree: 2012, University of Illinois – Chicago

 In the wake of a financial crisis, regulators may consider taxing financial transactions. Recent discussions of the institution of a securities transaction tax in the… (more)

Subjects/Keywords: transaction tax; financial crisis; Tobin tax; market microstructure; limit order book; market maker

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

APA (6th Edition):

Thomas, N. (2012). Transaction Taxes in Limit Order Markets. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/8143

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):

Thomas, Nordia. “Transaction Taxes in Limit Order Markets.” 2012. Thesis, University of Illinois – Chicago. Accessed March 28, 2020. http://hdl.handle.net/10027/8143.

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

MLA Handbook (7th Edition):

Thomas, Nordia. “Transaction Taxes in Limit Order Markets.” 2012. Web. 28 Mar 2020.

Vancouver:

Thomas N. Transaction Taxes in Limit Order Markets. [Internet] [Thesis]. University of Illinois – Chicago; 2012. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/10027/8143.

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

Council of Science Editors:

Thomas N. Transaction Taxes in Limit Order Markets. [Thesis]. University of Illinois – Chicago; 2012. Available from: http://hdl.handle.net/10027/8143

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


Queensland University of Technology

24. Xiong, Feng. The economic consequences of financial reporting on Twitter.

Degree: 2017, Queensland University of Technology

 This thesis examines stock market reaction following financial reporting information on Twitter. The results indicate that larger companies and companies closer to technology are more… (more)

Subjects/Keywords: Financial reporting; Twitter; Sentiment; Market microstructure; Information asymmetry; ASX

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

APA (6th Edition):

Xiong, F. (2017). The economic consequences of financial reporting on Twitter. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/105509/

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):

Xiong, Feng. “The economic consequences of financial reporting on Twitter.” 2017. Thesis, Queensland University of Technology. Accessed March 28, 2020. https://eprints.qut.edu.au/105509/.

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

MLA Handbook (7th Edition):

Xiong, Feng. “The economic consequences of financial reporting on Twitter.” 2017. Web. 28 Mar 2020.

Vancouver:

Xiong F. The economic consequences of financial reporting on Twitter. [Internet] [Thesis]. Queensland University of Technology; 2017. [cited 2020 Mar 28]. Available from: https://eprints.qut.edu.au/105509/.

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

Council of Science Editors:

Xiong F. The economic consequences of financial reporting on Twitter. [Thesis]. Queensland University of Technology; 2017. Available from: https://eprints.qut.edu.au/105509/

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


University of Rochester

25. Lee, Tae Suk (1976 - ); Ploberger, Werner. Essays in econometrics and time-series analysis.

Degree: PhD, 2010, University of Rochester

 This dissertation consists of two essays dealing respectively with estimation of volatility and test for a jump using high frequency data. Chapter 1 investigates the… (more)

Subjects/Keywords: High frequency data; Realized variance; Market microstructure noise; Jump; Likelihood test

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APA (6th Edition):

Lee, Tae Suk (1976 - ); Ploberger, W. (2010). Essays in econometrics and time-series analysis. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/12745

Chicago Manual of Style (16th Edition):

Lee, Tae Suk (1976 - ); Ploberger, Werner. “Essays in econometrics and time-series analysis.” 2010. Doctoral Dissertation, University of Rochester. Accessed March 28, 2020. http://hdl.handle.net/1802/12745.

MLA Handbook (7th Edition):

Lee, Tae Suk (1976 - ); Ploberger, Werner. “Essays in econometrics and time-series analysis.” 2010. Web. 28 Mar 2020.

Vancouver:

Lee, Tae Suk (1976 - ); Ploberger W. Essays in econometrics and time-series analysis. [Internet] [Doctoral dissertation]. University of Rochester; 2010. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/1802/12745.

Council of Science Editors:

Lee, Tae Suk (1976 - ); Ploberger W. Essays in econometrics and time-series analysis. [Doctoral Dissertation]. University of Rochester; 2010. Available from: http://hdl.handle.net/1802/12745


NSYSU

26. Zu, Lon-ping. Informed Trading Timing and Market Behavior.

Degree: PhD, Finance, 2008, NSYSU

 This thesis analyzes the timing issue related to informed trades under two different market frameworks. Firstly, the issue under the competitive market framework is analyzed.… (more)

Subjects/Keywords: Rational expectations; Informed trade; Trade timing; Market microstructure structure; Competitive framework

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

APA (6th Edition):

Zu, L. (2008). Informed Trading Timing and Market Behavior. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0708108-124527

Chicago Manual of Style (16th Edition):

Zu, Lon-ping. “Informed Trading Timing and Market Behavior.” 2008. Doctoral Dissertation, NSYSU. Accessed March 28, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0708108-124527.

MLA Handbook (7th Edition):

Zu, Lon-ping. “Informed Trading Timing and Market Behavior.” 2008. Web. 28 Mar 2020.

Vancouver:

Zu L. Informed Trading Timing and Market Behavior. [Internet] [Doctoral dissertation]. NSYSU; 2008. [cited 2020 Mar 28]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0708108-124527.

Council of Science Editors:

Zu L. Informed Trading Timing and Market Behavior. [Doctoral Dissertation]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0708108-124527


Carnegie Mellon University

27. Othman, Abraham M. Automated Market Making: Theory and Practice.

Degree: 2012, Carnegie Mellon University

Market makers are unique entities in a market ecosystem. Unlike other participants that have exposure (either speculative or endogenous) to potential future states of the… (more)

Subjects/Keywords: Market microstructure; agent design; wagering; risk measures; Computer Sciences

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

APA (6th Edition):

Othman, A. M. (2012). Automated Market Making: Theory and Practice. (Thesis). Carnegie Mellon University. Retrieved from http://repository.cmu.edu/dissertations/159

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):

Othman, Abraham M. “Automated Market Making: Theory and Practice.” 2012. Thesis, Carnegie Mellon University. Accessed March 28, 2020. http://repository.cmu.edu/dissertations/159.

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

MLA Handbook (7th Edition):

Othman, Abraham M. “Automated Market Making: Theory and Practice.” 2012. Web. 28 Mar 2020.

Vancouver:

Othman AM. Automated Market Making: Theory and Practice. [Internet] [Thesis]. Carnegie Mellon University; 2012. [cited 2020 Mar 28]. Available from: http://repository.cmu.edu/dissertations/159.

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

Council of Science Editors:

Othman AM. Automated Market Making: Theory and Practice. [Thesis]. Carnegie Mellon University; 2012. Available from: http://repository.cmu.edu/dissertations/159

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


University of Manchester

28. Deji-Olowe, Adeola. Essays on Investor Trading Activity in a Limit Order Book Market.

Degree: 2014, University of Manchester

 AbstractThe University of ManchesterAdeola Deji-OloweDoctor of Philosophy (PhD)Essays on the Impact of Investor Trades in a Limit Order Book MarketNovember 2013This thesis consists of three… (more)

Subjects/Keywords: Market Microstructure; Order submission strategies; Price Impact; Price discovery; emerging markets

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

APA (6th Edition):

Deji-Olowe, A. (2014). Essays on Investor Trading Activity in a Limit Order Book Market. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218306

Chicago Manual of Style (16th Edition):

Deji-Olowe, Adeola. “Essays on Investor Trading Activity in a Limit Order Book Market.” 2014. Doctoral Dissertation, University of Manchester. Accessed March 28, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218306.

MLA Handbook (7th Edition):

Deji-Olowe, Adeola. “Essays on Investor Trading Activity in a Limit Order Book Market.” 2014. Web. 28 Mar 2020.

Vancouver:

Deji-Olowe A. Essays on Investor Trading Activity in a Limit Order Book Market. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2020 Mar 28]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218306.

Council of Science Editors:

Deji-Olowe A. Essays on Investor Trading Activity in a Limit Order Book Market. [Doctoral Dissertation]. University of Manchester; 2014. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218306


Université Catholique de Louvain

29. 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 March 28, 2020. 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. 28 Mar 2020.

Vancouver:

Mazza P. Essays on intraday liquidity and price movements. [Internet] [Thesis]. Université Catholique de Louvain; 2013. [cited 2020 Mar 28]. 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


University of Arizona

30. Kane, Hayden. Price Discovery Across Option and Equity Prices .

Degree: 2014, University of Arizona

 This paper measures the channels by which private information is incorporated in prices in the equity and option markets. Using a mispricing events approach and… (more)

Subjects/Keywords: Market Microstructure; Price Discovery; Put-Call Parity; Management; Equity Options

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

APA (6th Edition):

Kane, H. (2014). Price Discovery Across Option and Equity Prices . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/325212

Chicago Manual of Style (16th Edition):

Kane, Hayden. “Price Discovery Across Option and Equity Prices .” 2014. Doctoral Dissertation, University of Arizona. Accessed March 28, 2020. http://hdl.handle.net/10150/325212.

MLA Handbook (7th Edition):

Kane, Hayden. “Price Discovery Across Option and Equity Prices .” 2014. Web. 28 Mar 2020.

Vancouver:

Kane H. Price Discovery Across Option and Equity Prices . [Internet] [Doctoral dissertation]. University of Arizona; 2014. [cited 2020 Mar 28]. Available from: http://hdl.handle.net/10150/325212.

Council of Science Editors:

Kane H. Price Discovery Across Option and Equity Prices . [Doctoral Dissertation]. University of Arizona; 2014. Available from: http://hdl.handle.net/10150/325212

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