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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; ...
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