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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Format: | Doctoral Thesis |
Language: | English |
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Universitat Pompeu Fabra
2011
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Online Access: | http://hdl.handle.net/10803/32041 http://nbn-resolving.de/urn:isbn: 978-84-694-7054-1 |