Essays on the relation between stock price movements and orders
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2003. === Includes bibliographical references (p. 95-97). === This thesis explores different aspects of the relation between orders submitted (or the trades they generate) and price changes over time. The second chap...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1721.1/29647 |