The investigation of the market disequilibrium in the stock market
This thesis investigated stock market disequilibrium focusing on two topics: the impact of multiple market makers on the market disequilibrium at the market microstructure level, and the detection of the long-run market disequilibrium in the context of bubbles and the changes in transition probabili...
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University of Nottingham
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580218 |