Essays on Market Microstructure
In this doctoral dissertation, I study markets in which the private information held by various agents may be reflected in prices, and as a result may be leaked to other market participants. Specifically, I study how the market microstructure interacts with the price discovery process, the market ef...
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| Language: | English |
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2021
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| Online Access: | https://doi.org/10.7916/d8-q80d-1s46 |