Essays on financial economics
This thesis consists of an introductory chapter, three main chapters, and a concluding chapter. In Chapter 2, my co-author and I provide new empirical evidencethat the distribution of liquidity has a strong in-sample and out-of-sample predictive power on intraday market volatility. To this end, we i...
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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.579487 |