Essays on financial economics
This thesis consists of five chapters. The first chapter previews the analysis of the following three chapters. In the second chapter, my co-author and I provide new empirical evidence that the distribution of liquidity has a strong in-sample and out of- sample predictive power on intraday market vo...
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London School of Economics and Political Science (University of London)
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.579484 |