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Selected Essays on Market Microstructure (Paperback)
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Selected Essays on Market Microstructure (Paperback)
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Doctoral Thesis / Dissertation from the year 2008 in the subject
Business economics - Economic Policy, grade: summa cum laude,
European Business School - International University Schloss
Reichartshausen Oestrich-Winkel, 205 entries in the bibliography,
language: English, abstract: The aim of this thesis is to
contribute to the existing empirical literature by investigating
the strategic behavior of informed and uninformed traders under the
light of recent developments. We observe their actual current
behavior at financial markets and try to assess whether existing
theoretical arguments and assumptions are still valid in the world
today, or the newly available rich data samples provide new answers
to old questions that researchers have not been able to answer
before
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