Two essays on information in trading
This dissertation comprises of two essays. The first essay, Index Price Discovery in the Cash Market, employs Hasbroucks (2003) information share method to analyze the flow of information in equity markets. In particular I compare trading in Index ETFs with that of their underlying securities. Surpr...
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| Format: | Others |
| Language: | en |
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LSU
2012
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| Online Access: | http://etd.lsu.edu/docs/available/etd-07042012-223853/ |