Color poster with text, images, and graphs.

Color poster with graphs and tables.

In this thesis I examine, within a behavioural finance framework, the impacton stock prices of order and trade imbalance in three separate but related studies.The first study, chapter two, begins with a question that plagues behavioural financetheories?do the investors most likely to be...

Purpose – The aim of this paper is to empirically analyze the source of commonality in liquidity change in China's stock market. Design/methodology/approach – This paper used two‐step test method in Coughenour and Saad and empirically tested the relationship between institutional...

Purpose – The purpose of this paper is to investigate how to determine optimal investing stopping time in a stochastic environment, such as with stochastic returns, stochastic interest rate and stochastic expected growth rate. Design/methodology/approach – Transformation method was used for...