Essays on trades and security prices

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2007. === Includes bibliographical references. === This thesis consists of three chapters that investigate the complex relation between security prices and trades of market participants. In the first chapter, I study...

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Bibliographic Details
Main Author: Obizhaeva, Anna
Other Authors: Jiang Wang.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2008
Subjects:
Online Access:http://hdl.handle.net/1721.1/40884