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Three Essays on Market Microstructure and Financial Econometrics
Language: en
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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
Three essays on financial econometrics
Language: en
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Three essays on financial econometrics

Authors: Jiang Liang
Categories: Econometrics
Type: BOOK - Published: 2015 - Publisher:

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"This dissertation develops several econometric techniques to address three issues in financial economics, namely, constructing a real estate price index, estim
Three Essays in Financial Econometrics
Language: en
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Three Essays in Financial Econometrics

Authors: Jianxun Li
Categories:
Type: BOOK - Published: 2016 - Publisher:

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

Authors: Andrew Seong Kiat Tan
Categories: Futures market
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Advances In Quantitative Analysis Of Finance And Accounting (Vol. 3): Essays In Microstructure In Honor Of David K Whitcomb
Language: en
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Advances In Quantitative Analysis Of Finance And Accounting (Vol. 3): Essays In Microstructure In Honor Of David K Whitcomb

Authors: Cheng Few Lee
Categories: Business & Economics
Type: BOOK - Published: 2006-04-18 - Publisher: World Scientific

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News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journal