Trading and financial market efficiency in eighteenth-century Holland

The three chapters of this thesis revolve around the trade in English stocks in the Amsterdam market during the 18th century. In the first chapter I use the primitive communication technology of that time to identify the impact of news on stock price volatility. I find that the arrival of news throu...

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Bibliographic Details
Main Author: Koudijs, Peter Arie Eliza
Other Authors: Voth, Hans-Joachim
Format: Doctoral Thesis
Language:English
Published: Universitat Pompeu Fabra 2011
Subjects:
33
Online Access:http://hdl.handle.net/10803/32041
http://nbn-resolving.de/urn:isbn: 978-84-694-7054-1