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Essays on market microstructure and return predictability of mutual funds
Serikova, Ekaterina - 2020
This thesis contains three papers. Each paper addresses a distinct research question and is implemented on a separate dataset. The first paper concludes that daytime auctions, together with market opening and closing intervals, contribute to the periodicity of the cross-section of stock returns....
Persistent link: https://www.econbiz.de/10012216436
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Essays on over-the-counter markets
Zhong, Zhuo - 2014
Persistent link: https://www.econbiz.de/10012511572
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Market microstructure : confronting many viewpoints
Abergel, Frédéric (contributor) - 2012 - Online-Ausg.
The latest cutting-edge research on market microstructure Based on the December 2010 conference on market … microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss …Intro -- Market Microstructure -- Contents -- Introduction -- About the Editors -- PART I ECONOMIC MICROSTRUCTURE …
Persistent link: https://www.econbiz.de/10012661697
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International volatility and economic growth : the first ten years of the International Seminar on Macroeconomics
De Menil, George (ed.); Gordon, Robert J. (contributor) - 1991
Persistent link: https://www.econbiz.de/10000326937
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Government debt management : new trends and challenges
Williams, Mike (contributor) - 2006
Persistent link: https://www.econbiz.de/10003318918
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Currencies and globalization
Ferrington, Marcy L. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003404762
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Currency interventions, fluctuations and economic issues
Hilbert, L. C. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003546425
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Essays on frictional financial markets
Somogyi, Fabricius - 2022
This dissertation consists of three essays that uncover the origins of market frictions and their implications for the functioning of the global foreign exchange (FX) market. The first research paper speaks to the hegemony of the US dollar in FX trading. Over 85% of all FX transactions involve...
Persistent link: https://www.econbiz.de/10013450805
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Protectionism and international banking
Fels, Gerhard (ed.); Sutija, George (ed.) - 1991
Persistent link: https://www.econbiz.de/10013486534