This thesis adopts an empirical approach to examine various market microstructure issues, using data from the National Stock Exchange of India (NSE). Whilst the respective empirical analyses may beconsidered as self-contained investigations, they are primarily linked through the common objective...

Thesis (Ph. D.)--University of Rochester. Dept. of Economics, 2010.

The problem of determining whether or not a theoretical model is an accurate representation of an empirically observed phenomenon is one of the most challenging in the empirical scientific investigation. The following study explores the problem of stochastic model validation. Special attention...