Three Essays on the Efficiency of Selected Financial Markets

Released on by Fabian Ackermann
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  • Three Essays on the Efficiency of Selected Financial Markets Book Detail

  • Author : Fabian Ackermann
  • Release Date : 2014
  • Publisher :
  • Genre :
  • Pages : 143
  • ISBN 13 :
  • File Size : 17,17 MB
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Three Essays on the Efficiency of Selected Financial Markets by Fabian Ackermann PDF Summary

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Three Essays on Financial Markets

Three Essays on Financial Markets

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This thesis consists of three essays. The first essay studies the ability of stock return idiosyncrasy to predict future economic conditions over time. The seco

Three Essays on Financial Markets

Three Essays on Financial Markets

File Size : 40,40 MB
Total View : 4039 Views
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This dissertation is composed of three essays. The first essay investigates the information content of the limit order book (LOB) on the Shanghai Stock Exchange