Price is the most visible signal produced by competition and interaction among a complex ecology of entities in a system called financial markets. This thesis deals with statistical analysis and model identification based on such signals. We approach this problem at various levels of...

58 percent of the jobs in the United Stated are created by firms with fewer than 500 employees (Davis, et al. [1998]). Yet, there is only limited research done on the industry trends and conditions affecting small company sale transactions. The small business industry has very different dynamics...