Essays in financial economics

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2003. === Includes bibliographical references (leaves 66-68). === In Chapter 1, I investigate trading volume before scheduled and unscheduled corporate announcements to explore how traders respond to private informat...

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Bibliographic Details
Main Author: Chae, Joon, 1967-
Other Authors: Andrew W. Lo.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2006
Subjects:
Online Access:http://hdl.handle.net/1721.1/29757