Essays in empirical finance and econometrics
This thesis consists of three essays and aims to deepen our understanding of agent's actions in financial markets at different aggregation levels and using various data. In the first essay, we analyse the trades of brokers in a non-anonymous market. Specifically, we explore the information cont...
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University of Warwick
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606183 |