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Three Essays on the Market Microstructure and Security Design in Futures Markets
Language: en
Pages: 398

Three Essays on the Market Microstructure and Security Design in Futures Markets

Authors: Andrew Seong Kiat Tan
Categories: Futures market
Type: BOOK - Published: 2005 - Publisher:

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Three Essays in Market Microstructure
Language: en
Pages: 186

Three Essays in Market Microstructure

Authors: Tatayana V. Zabotina
Categories: Futures market
Type: BOOK - Published: 2002 - Publisher:

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Berlusconi Silvio (1936-).
Language: en
Pages:

Berlusconi Silvio (1936-).

Authors:
Categories:
Type: BOOK - Published: 1992 - Publisher:

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Zeitungsausschnitte (1992-2000).
Three Essays on Market Microstructure and Financial Econometrics
Language: en
Pages: 294

Three Essays on Market Microstructure and Financial Econometrics

Authors: Yi Xue
Categories: Econometrics
Type: BOOK - Published: 2009 - Publisher:

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This thesis consists of three essays that study three interdependent topics: microstructure foundation of volatility clustering, inefficiency of information dif
Essays on Market Microstructure
Language: en
Pages:

Essays on Market Microstructure

Authors: Sean Lew
Categories:
Type: BOOK - Published: 2012 - Publisher:

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This thesis contains three essays on market microstructure. Chapter 1 studies how endogenous information acquisition affects financial markets by modelling pote