Information and Noise in Stock Markets: Evidence on the Determinants and Effects using New Empirical Measures

Please use this identifier to cite or link to this item: http://tailieuso.udn.vn/handle/TTHL_125/9883

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DC Field	Value	Language
dc.contributor.advisor	Putnins, Talis, Prof.	-
dc.contributor.author	Nguyen, Thanh Huong	-
dc.date.accessioned	2019-08-06T04:47:06Z	-
dc.date.available	2019-08-06T04:47:06Z	-
dc.date.issued	2019-07	-
dc.date.submitted	2019-08-02	-
dc.identifier.uri	http://tailieuso.udn.vn/handle/TTHL_125/9883	-
dc.description	Doctor of Philosophy in Finance. Major: Finance; 204 pages	en
dc.description.tableofcontents	Chapter 1. Introduction; Chapter 2. Measuring the information and noise in prices; Chapter 3. The effects of noise on existing empirical models; ...	en
dc.language.iso	en	en
dc.publisher	University of Technology Sydney	en
dc.source	University of Economics - The University of Danang	en
dc.subject	Variance decomposition	en
dc.subject	Firm-specific information	en
dc.subject	Marketwide information	en
dc.subject	Loftery-like stocks	en
dc.subject	Gambling propensity	en
dc.subject	Substitution effects	en
dc.title	Information and Noise in Stock Markets: Evidence on the Determinants and Effects using New Empirical Measures	en
dc.title.alternative	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	en
dc.type	Ph.D Thesis	en
Appears in Collections:	Kinh tế

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