Essays on information asymmetry and microstructure of equity markets
Research in market microstructure attempts to determine how differences among trading systems affect price formation in financial markets. In this dissertation, I investigate how large order sizes, and discrete order time/short selling constraints may affect price formation in an equity market. I mo...
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| Language: | ENG |
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ScholarWorks@UMass Amherst
2001
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| Online Access: | https://scholarworks.umass.edu/dissertations/AAI3001148 |