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http://tailieuso.udn.vn/handle/TTHL_125/9883| Title: | Information and Noise in Stock Markets: Evidence on the Determinants and Effects using New Empirical Measures |
| Other Titles: | Thông tin và nhiễu trên thị trường chứng khoán: Bằng chứng về các yếu tố quyết định và tác động sử dụng các thước đo thực nghiệm mới |
| Authors: | Nguyen, Thanh Huong |
| Advisor: | Putnins, Talis, Prof. |
| Keywords: | Variance decomposition Firm-specific information Marketwide information Loftery-like stocks Gambling propensity Substitution effects |
| Issue Date: | 2019-07 |
| Publisher: | University of Technology Sydney |
| Description: | Doctor of Philosophy in Finance. Major: Finance; 204 pages |
| Table of contents: | Chapter 1. Introduction; Chapter 2. Measuring the information and noise in prices; Chapter 3. The effects of noise on existing empirical models; ... |
| URI: | http://tailieuso.udn.vn/handle/TTHL_125/9883 |
| Appears in Collections: | Kinh tế |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NguyenThanhHuong.TT.pdf | Abstract & Table of Contents | 148.32 kB | Adobe PDF | View/Open |
| NguyenThanhHuong.TV.pdf | Fulltext | 1.88 MB | Adobe PDF | View/Open Request a copy |
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