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You searched for subject:(SPECULATIVE TRADING). Showing records 1 – 4 of 4 total matches.

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Louisiana State University

1. Yang, Hsiao-Fen. Liquidity and speculative trading: evidence from stock price adjustments to quarterly earnings announcements.

Degree: PhD, Finance and Financial Management, 2007, Louisiana State University

 This dissertation studies whether stock price reactions to quarterly earnings announcements depend on stock liquidity. Baker and Stein (2004) and Scheinkman and Xiong (2003) develop… (more)

Subjects/Keywords: market efficiency; behavior finance; liquidity; speculative trading

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

APA (6th Edition):

Yang, H. (2007). Liquidity and speculative trading: evidence from stock price adjustments to quarterly earnings announcements. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07102007-194806 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3742

Chicago Manual of Style (16th Edition):

Yang, Hsiao-Fen. “Liquidity and speculative trading: evidence from stock price adjustments to quarterly earnings announcements.” 2007. Doctoral Dissertation, Louisiana State University. Accessed January 18, 2020. etd-07102007-194806 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3742.

MLA Handbook (7th Edition):

Yang, Hsiao-Fen. “Liquidity and speculative trading: evidence from stock price adjustments to quarterly earnings announcements.” 2007. Web. 18 Jan 2020.

Vancouver:

Yang H. Liquidity and speculative trading: evidence from stock price adjustments to quarterly earnings announcements. [Internet] [Doctoral dissertation]. Louisiana State University; 2007. [cited 2020 Jan 18]. Available from: etd-07102007-194806 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3742.

Council of Science Editors:

Yang H. Liquidity and speculative trading: evidence from stock price adjustments to quarterly earnings announcements. [Doctoral Dissertation]. Louisiana State University; 2007. Available from: etd-07102007-194806 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3742


ETH Zürich

2. Walter, Stefanie. Explaining policy responses to speculative attacks: The political economy of currency crises.

Degree: 2007, ETH Zürich

Subjects/Keywords: WIRTSCHAFTSPOLITIK; SPEKULATIONSHANDEL; ECONOMIC POLICY; SPECULATIVE TRADING; WECHSELKURS; EXCHANGE RATE; info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Walter, S. (2007). Explaining policy responses to speculative attacks: The political economy of currency crises. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/8821

Chicago Manual of Style (16th Edition):

Walter, Stefanie. “Explaining policy responses to speculative attacks: The political economy of currency crises.” 2007. Doctoral Dissertation, ETH Zürich. Accessed January 18, 2020. http://hdl.handle.net/20.500.11850/8821.

MLA Handbook (7th Edition):

Walter, Stefanie. “Explaining policy responses to speculative attacks: The political economy of currency crises.” 2007. Web. 18 Jan 2020.

Vancouver:

Walter S. Explaining policy responses to speculative attacks: The political economy of currency crises. [Internet] [Doctoral dissertation]. ETH Zürich; 2007. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/20.500.11850/8821.

Council of Science Editors:

Walter S. Explaining policy responses to speculative attacks: The political economy of currency crises. [Doctoral Dissertation]. ETH Zürich; 2007. Available from: http://hdl.handle.net/20.500.11850/8821


ETH Zürich

3. Yan, Wanfeng. Identification and forecasts of financial bubbles.

Degree: 2011, ETH Zürich

Subjects/Keywords: FINANCIAL CRISIS; SPECULATIVE TRADING; FINANCIAL MARKETS; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INVESTMENT DECISIONS; FINANZKRISEN; SPEKULATIONSHANDEL; FINANZMÄRKTE; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; INVESTITIONSENTSCHEIDE; info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Yan, W. (2011). Identification and forecasts of financial bubbles. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152934

Chicago Manual of Style (16th Edition):

Yan, Wanfeng. “Identification and forecasts of financial bubbles.” 2011. Doctoral Dissertation, ETH Zürich. Accessed January 18, 2020. http://hdl.handle.net/20.500.11850/152934.

MLA Handbook (7th Edition):

Yan, Wanfeng. “Identification and forecasts of financial bubbles.” 2011. Web. 18 Jan 2020.

Vancouver:

Yan W. Identification and forecasts of financial bubbles. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/20.500.11850/152934.

Council of Science Editors:

Yan W. Identification and forecasts of financial bubbles. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152934


ETH Zürich

4. Herdegen, Martin P.G. Numéraire-Independent Modelling of Financial Markets.

Degree: 2014, ETH Zürich

Subjects/Keywords: ARBITRAGE THEORY (OPERATIONS RESEARCH); SPEKULATIONSHANDEL; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); GELD + WÄHRUNG; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); SPECULATIVE TRADING; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; MONEY + CURRENCY; FINANZMÄRKTE; ARBITRAGETHEORIE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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

APA (6th Edition):

Herdegen, M. P. G. (2014). Numéraire-Independent Modelling of Financial Markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/93498

Chicago Manual of Style (16th Edition):

Herdegen, Martin P G. “Numéraire-Independent Modelling of Financial Markets.” 2014. Doctoral Dissertation, ETH Zürich. Accessed January 18, 2020. http://hdl.handle.net/20.500.11850/93498.

MLA Handbook (7th Edition):

Herdegen, Martin P G. “Numéraire-Independent Modelling of Financial Markets.” 2014. Web. 18 Jan 2020.

Vancouver:

Herdegen MPG. Numéraire-Independent Modelling of Financial Markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/20.500.11850/93498.

Council of Science Editors:

Herdegen MPG. Numéraire-Independent Modelling of Financial Markets. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/93498

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