Two Essays In Empirical Market Microstructure
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Author | : Keith Jakob |
Publisher | : |
Total Pages | : 172 |
Release | : 2000 |
Genre | : Stock exchanges |
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This dissertation contains two empirical market-microstructure essays. Both incorporate information from the TORQ database but are otherwise unrelated and deal with separate issues in the finance literature. The first essay empirically examines an existing asymmetric information model from the microstructure literature. The second essay examines the order arrival process around dividends.
Author | : Selahattin Tuğkan Tüzün |
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Total Pages | : |
Release | : 2011 |
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Author | : Yoichi Otsubo |
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Total Pages | : 0 |
Release | : 2011 |
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Author | : Allen Mario Carrion |
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Total Pages | : 164 |
Release | : 2012 |
Genre | : Electronic trading of securities |
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Author | : Stefan Scharnowski |
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Total Pages | : 0 |
Release | : 2020 |
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Author | : Robert Czech |
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Total Pages | : |
Release | : 2019 |
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Author | : Jan-Magnus Moberg |
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Total Pages | : 124 |
Release | : 2008 |
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ISBN | : 9788240501976 |
Author | : Thomas Johann |
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Total Pages | : |
Release | : 2019 |
Genre | : |
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Author | : Rahul Ravi |
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Total Pages | : 314 |
Release | : 2007 |
Genre | : Corporations |
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Author | : Grigori Erenburg |
Publisher | : |
Total Pages | : 246 |
Release | : 2004 |
Genre | : Computer networks |
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