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You searched for subject:(Probability of informed trading). Showing records 1 – 30 of 237654 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 (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 November 11, 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. 11 Nov 2019.

Vancouver:

Drienko J. Trading of Takeover Target Shares . [Internet] [Thesis]. Australian National University; 2017. [cited 2019 Nov 11]. 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 Technology, Sydney

2. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Feigin A. Assessing informed trading measures against material mining progress reports. [Internet] [Thesis]. University of Technology, Sydney; 2015. [cited 2019 Nov 11]. 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


NSYSU

3. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Teng Y. The application of PIN model under order-driven market on investing strategy. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Nov 11]. 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 New South Wales

4. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Luong HL. Institutional Investors, Corporate Innovation, and Information. [Internet] [Doctoral dissertation]. University of New South Wales; 2014. [cited 2019 Nov 11]. 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

5. 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 November 11, 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. 11 Nov 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 Nov 11]. 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 Edinburgh

6. 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 November 11, 2019. http://hdl.handle.net/1842/31413.

MLA Handbook (7th Edition):

Sun, Yuxin. “UK equity market microstructure in the age of machine.” 2018. Web. 11 Nov 2019.

Vancouver:

Sun Y. UK equity market microstructure in the age of machine. [Internet] [Doctoral dissertation]. University of Edinburgh; 2018. [cited 2019 Nov 11]. 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


NSYSU

7. Hung, Jung-Yao. A Model of the Probability of Informed Trading and its Application.

Degree: PhD, Finance, 2005, NSYSU

 This paper firstly constructed an order-driven market probability model of informed trading to analyze the correlation between informed trade and return of assets and the… (more)

Subjects/Keywords: probability model of informed trading; uninformed trader; informed trader; probability model of arbitrage trading; intraday pattern; trade frequency; return of assets; stabilization fund

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APA (6th Edition):

Hung, J. (2005). A Model of the Probability of Informed Trading and its Application. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1017105-135154

Chicago Manual of Style (16th Edition):

Hung, Jung-Yao. “A Model of the Probability of Informed Trading and its Application.” 2005. Doctoral Dissertation, NSYSU. Accessed November 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1017105-135154.

MLA Handbook (7th Edition):

Hung, Jung-Yao. “A Model of the Probability of Informed Trading and its Application.” 2005. Web. 11 Nov 2019.

Vancouver:

Hung J. A Model of the Probability of Informed Trading and its Application. [Internet] [Doctoral dissertation]. NSYSU; 2005. [cited 2019 Nov 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1017105-135154.

Council of Science Editors:

Hung J. A Model of the Probability of Informed Trading and its Application. [Doctoral Dissertation]. NSYSU; 2005. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1017105-135154


NSYSU

8. 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 (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 November 11, 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. 11 Nov 2019.

Vancouver:

Wu P. Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information. [Internet] [Thesis]. NSYSU; 2011. [cited 2019 Nov 11]. 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


California State University – Sacramento

9. Pritchett, Adam. The nature of information asymmetry under the Sarbanes-Oxley Act.

Degree: MA, Economics, 2011, California State University – Sacramento

 This thesis examines the impact of the Securities and Exchange Commission (SEC) comment letter process and whether comment letter resolution has any effect on the… (more)

Subjects/Keywords: Sarbanes-Oxley; Information asymmetry; Probability of informed trade

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APA (6th Edition):

Pritchett, A. (2011). The nature of information asymmetry under the Sarbanes-Oxley Act. (Masters Thesis). California State University – Sacramento. Retrieved from http://hdl.handle.net/10211.9/1113

Chicago Manual of Style (16th Edition):

Pritchett, Adam. “The nature of information asymmetry under the Sarbanes-Oxley Act.” 2011. Masters Thesis, California State University – Sacramento. Accessed November 11, 2019. http://hdl.handle.net/10211.9/1113.

MLA Handbook (7th Edition):

Pritchett, Adam. “The nature of information asymmetry under the Sarbanes-Oxley Act.” 2011. Web. 11 Nov 2019.

Vancouver:

Pritchett A. The nature of information asymmetry under the Sarbanes-Oxley Act. [Internet] [Masters thesis]. California State University – Sacramento; 2011. [cited 2019 Nov 11]. Available from: http://hdl.handle.net/10211.9/1113.

Council of Science Editors:

Pritchett A. The nature of information asymmetry under the Sarbanes-Oxley Act. [Masters Thesis]. California State University – Sacramento; 2011. Available from: http://hdl.handle.net/10211.9/1113


NSYSU

10. Yang, Ching-Fen. The Probability of Informed Trading and its Determinants.

Degree: Master, Finance, 2001, NSYSU

none Advisors/Committee Members: Tai Ma (committee member), Robin Chou (chair), Paul Hsieh (chair).

Subjects/Keywords: Marovian Switching Model; Stock Returns; Information asymmetry; Interday Pattern; Intraday Pattern; Probability of informed trading

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APA (6th Edition):

Yang, C. (2001). The Probability of Informed Trading and its Determinants. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0713101-114941

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):

Yang, Ching-Fen. “The Probability of Informed Trading and its Determinants.” 2001. Thesis, NSYSU. Accessed November 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0713101-114941.

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

MLA Handbook (7th Edition):

Yang, Ching-Fen. “The Probability of Informed Trading and its Determinants.” 2001. Web. 11 Nov 2019.

Vancouver:

Yang C. The Probability of Informed Trading and its Determinants. [Internet] [Thesis]. NSYSU; 2001. [cited 2019 Nov 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0713101-114941.

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

Council of Science Editors:

Yang C. The Probability of Informed Trading and its Determinants. [Thesis]. NSYSU; 2001. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0713101-114941

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


Oklahoma State University

11. Saini, Jagjit Singh. Information Asymmetry, Segment Disclosures, and Cost of Equity Capital.

Degree: School of Accounting, 2010, Oklahoma State University

 This study extends the value-relevance research on the association between the cost of equity capital and the level of segment disclosures. Using the ex ante… (more)

Subjects/Keywords: cost of equity capital; information asymmetry; managerial blockholdings; probability of informed trade; segment d

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APA (6th Edition):

Saini, J. S. (2010). Information Asymmetry, Segment Disclosures, and Cost of Equity Capital. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/7142

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):

Saini, Jagjit Singh. “Information Asymmetry, Segment Disclosures, and Cost of Equity Capital.” 2010. Thesis, Oklahoma State University. Accessed November 11, 2019. http://hdl.handle.net/11244/7142.

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

MLA Handbook (7th Edition):

Saini, Jagjit Singh. “Information Asymmetry, Segment Disclosures, and Cost of Equity Capital.” 2010. Web. 11 Nov 2019.

Vancouver:

Saini JS. Information Asymmetry, Segment Disclosures, and Cost of Equity Capital. [Internet] [Thesis]. Oklahoma State University; 2010. [cited 2019 Nov 11]. Available from: http://hdl.handle.net/11244/7142.

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

Council of Science Editors:

Saini JS. Information Asymmetry, Segment Disclosures, and Cost of Equity Capital. [Thesis]. Oklahoma State University; 2010. Available from: http://hdl.handle.net/11244/7142

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


University of Queensland

12. Ling, Xin. Changing the way we measure time to more accurately estimate the probability of informed trading.

Degree: School of Business, 2016, University of Queensland

Subjects/Keywords: Normality; Event clock; Intraday returns distribution; Bid-ask spread; Inventory holding premium; Probability of informed trading; Adverse selection; Global financial crisis; 1502 Banking, Finance and Investment

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APA (6th Edition):

Ling, X. (2016). Changing the way we measure time to more accurately estimate the probability of informed trading. (Thesis). University of Queensland. Retrieved from http://espace.library.uq.edu.au/view/UQ:387280

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):

Ling, Xin. “Changing the way we measure time to more accurately estimate the probability of informed trading.” 2016. Thesis, University of Queensland. Accessed November 11, 2019. http://espace.library.uq.edu.au/view/UQ:387280.

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

MLA Handbook (7th Edition):

Ling, Xin. “Changing the way we measure time to more accurately estimate the probability of informed trading.” 2016. Web. 11 Nov 2019.

Vancouver:

Ling X. Changing the way we measure time to more accurately estimate the probability of informed trading. [Internet] [Thesis]. University of Queensland; 2016. [cited 2019 Nov 11]. Available from: http://espace.library.uq.edu.au/view/UQ:387280.

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

Council of Science Editors:

Ling X. Changing the way we measure time to more accurately estimate the probability of informed trading. [Thesis]. University of Queensland; 2016. Available from: http://espace.library.uq.edu.au/view/UQ:387280

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


Cornell University

13. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Zhou X. INFORMED TRADING AND ITS IMPLICATIONS FOR COPORATE BOND PRICING . [Internet] [Thesis]. Cornell University; 2007. [cited 2019 Nov 11]. 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


University of Sydney

14. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Sensenbrenner FJ. Three Essays on Informed Trading . [Internet] [Thesis]. University of Sydney; 2011. [cited 2019 Nov 11]. 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


NSYSU

15. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Jheng D. Predicting stock returns by option implied information. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Nov 11]. 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

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

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 November 11, 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. 11 Nov 2019.

Vancouver:

Gao X. Cross-sectional analysis of pricing efficiency, liquidity, and information asymmetry . [Internet] [Thesis]. Massey University; 2009. [cited 2019 Nov 11]. 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


NSYSU

17. Chen, Chien-Hung. The Correlation Between Probability Of Informed Trader And Market Performance.

Degree: Master, Finance, 2000, NSYSU

none Advisors/Committee Members: none (committee member), none (chair), none (committee member), none (chair).

Subjects/Keywords: Market Performance; information asymmetry; Probability of Informed Trader

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

APA (6th Edition):

Chen, C. (2000). The Correlation Between Probability Of Informed Trader And Market Performance. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720100-140353

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, Chien-Hung. “The Correlation Between Probability Of Informed Trader And Market Performance.” 2000. Thesis, NSYSU. Accessed November 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720100-140353.

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

MLA Handbook (7th Edition):

Chen, Chien-Hung. “The Correlation Between Probability Of Informed Trader And Market Performance.” 2000. Web. 11 Nov 2019.

Vancouver:

Chen C. The Correlation Between Probability Of Informed Trader And Market Performance. [Internet] [Thesis]. NSYSU; 2000. [cited 2019 Nov 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720100-140353.

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

Council of Science Editors:

Chen C. The Correlation Between Probability Of Informed Trader And Market Performance. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0720100-140353

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


NSYSU

18. Huang, Chih-hung. Can Transparency Affects Investors' Return.

Degree: Master, Finance, 2009, NSYSU

none Advisors/Committee Members: Robin K. Chou (chair), Tai Ma (committee member), Shing-Yang Hu ã (chair).

Subjects/Keywords: individual; transparency; return; probability of informed trade

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

APA (6th Edition):

Huang, C. (2009). Can Transparency Affects Investors' Return. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707109-043320

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):

Huang, Chih-hung. “Can Transparency Affects Investors' Return.” 2009. Thesis, NSYSU. Accessed November 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707109-043320.

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

MLA Handbook (7th Edition):

Huang, Chih-hung. “Can Transparency Affects Investors' Return.” 2009. Web. 11 Nov 2019.

Vancouver:

Huang C. Can Transparency Affects Investors' Return. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Nov 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707109-043320.

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

Council of Science Editors:

Huang C. Can Transparency Affects Investors' Return. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707109-043320

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


Universidade do Rio Grande do Sul

19. Caetano, Fábio Massaúd. Ensaios sobre microestrutura do mercado.

Degree: 2012, Universidade do Rio Grande do Sul

O objetivo geral deste trabalho é testar se a informação contida em dados de microestrutura de mercado contribui para uma melhor explicação do comportamento dos… (more)

Subjects/Keywords: Price-volume relation; Econometria; Probability of informed negotiation; Modelo econométrico; Mercado de ações; Markov-switching models; Portfolios selection; Tick-test algorithm

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

APA (6th Edition):

Caetano, F. M. (2012). Ensaios sobre microestrutura do mercado. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/70024

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):

Caetano, Fábio Massaúd. “Ensaios sobre microestrutura do mercado.” 2012. Thesis, Universidade do Rio Grande do Sul. Accessed November 11, 2019. http://hdl.handle.net/10183/70024.

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

MLA Handbook (7th Edition):

Caetano, Fábio Massaúd. “Ensaios sobre microestrutura do mercado.” 2012. Web. 11 Nov 2019.

Vancouver:

Caetano FM. Ensaios sobre microestrutura do mercado. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2012. [cited 2019 Nov 11]. Available from: http://hdl.handle.net/10183/70024.

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

Council of Science Editors:

Caetano FM. Ensaios sobre microestrutura do mercado. [Thesis]. Universidade do Rio Grande do Sul; 2012. Available from: http://hdl.handle.net/10183/70024

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


AUT University

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

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 November 11, 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. 11 Nov 2019.

Vancouver:

Lai Q. Daily analysis of institutional and individual trading and stock returns: evidence from China . [Internet] [Thesis]. AUT University; 2010. [cited 2019 Nov 11]. 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


University of Saskatchewan

21. Yang, Zhaochun (Fiona). The accuracy of financial analysts and market response.

Degree: 2006, University of Saskatchewan

 Financial analysts play an intermediary role in financial markets, resulting in two steps for information to be fully absorbed into the stock price: analysts’ reaction… (more)

Subjects/Keywords: probability of information-based trading; microstructure; financial analyst

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

APA (6th Edition):

Yang, Z. (. (2006). The accuracy of financial analysts and market response. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/etd-06222006-122716

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):

Yang, Zhaochun (Fiona). “The accuracy of financial analysts and market response.” 2006. Thesis, University of Saskatchewan. Accessed November 11, 2019. http://hdl.handle.net/10388/etd-06222006-122716.

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

MLA Handbook (7th Edition):

Yang, Zhaochun (Fiona). “The accuracy of financial analysts and market response.” 2006. Web. 11 Nov 2019.

Vancouver:

Yang Z(. The accuracy of financial analysts and market response. [Internet] [Thesis]. University of Saskatchewan; 2006. [cited 2019 Nov 11]. Available from: http://hdl.handle.net/10388/etd-06222006-122716.

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

Council of Science Editors:

Yang Z(. The accuracy of financial analysts and market response. [Thesis]. University of Saskatchewan; 2006. Available from: http://hdl.handle.net/10388/etd-06222006-122716

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


NSYSU

22. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Sun C. none. [Internet] [Thesis]. NSYSU; 2008. [cited 2019 Nov 11]. 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


Université Catholique de Louvain

23. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Mazza P. Essays on intraday liquidity and price movements. [Internet] [Thesis]. Université Catholique de Louvain; 2013. [cited 2019 Nov 11]. 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

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

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 November 11, 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. 11 Nov 2019.

Vancouver:

Teng C. Intraday Momentum in VIX Futures Market. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Nov 11]. 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


University of Adelaide

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

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 November 11, 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. 11 Nov 2019.

Vancouver:

Le TTV. An empirical examination of informed trading in the option market. [Internet] [Thesis]. University of Adelaide; 2012. [cited 2019 Nov 11]. 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


NSYSU

26. Chen, Yuan-hao. Influential Trade Detection in Stock Markets.

Degree: Master, Applied Mathematics, 2016, NSYSU

 We use high frequency transaction data in NYSE, and investigate influential trade detection in stock markets. In part 1, We defined the influential trade in… (more)

Subjects/Keywords: support vector machine; k-nearest neighbors; logistic regression model; anomaly detection; volume-synchronized probability of informed(VPIN); influential trade; high frequency transaction data

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

APA (6th Edition):

Chen, Y. (2016). Influential Trade Detection in Stock Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737

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, Yuan-hao. “Influential Trade Detection in Stock Markets.” 2016. Thesis, NSYSU. Accessed November 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737.

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

MLA Handbook (7th Edition):

Chen, Yuan-hao. “Influential Trade Detection in Stock Markets.” 2016. Web. 11 Nov 2019.

Vancouver:

Chen Y. Influential Trade Detection in Stock Markets. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Nov 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737.

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

Council of Science Editors:

Chen Y. Influential Trade Detection in Stock Markets. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737

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


NSYSU

27. 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 November 11, 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. 11 Nov 2019.

Vancouver:

Lo J. Relative Options Prices and Cross-Section of Stock Returns. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Nov 11]. 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


University of Kentucky

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

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 November 11, 2019. https://uknowledge.uky.edu/finance_etds/8.

MLA Handbook (7th Edition):

Huang, Qiping. “ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE.” 2018. Web. 11 Nov 2019.

Vancouver:

Huang Q. ESSAYS ON HEDGE FUND TRADING AND PERFORMANCE. [Internet] [Doctoral dissertation]. University of Kentucky; 2018. [cited 2019 Nov 11]. 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 Rochester

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

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 November 11, 2019. http://hdl.handle.net/1802/31343.

MLA Handbook (7th Edition):

Ritter, John. “Essays on hidden liquidity in limit order markets.” 2016. Web. 11 Nov 2019.

Vancouver:

Ritter J. Essays on hidden liquidity in limit order markets. [Internet] [Doctoral dissertation]. University of Rochester; 2016. [cited 2019 Nov 11]. 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 Sydney

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

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 November 11, 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. 11 Nov 2019.

Vancouver:

Wei WC. Essays on Information Asymmetry and Price Impact in Market Microstructure . [Internet] [Thesis]. University of Sydney; 2013. [cited 2019 Nov 11]. 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

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