Essays on the Effective Market Dynamics
Essays on the Effective Market Dynamics Jan Novotný Abstract In the first chapter, I employ high frequency data to study extreme price changes (i.e., price jumps) in the Prague, Warsaw, Budapest, and Frankfurt stock market indexes from June 2003 to December 2010. I use the price jump index and norma...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2012
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| Online Access: | http://www.nusl.cz/ntk/nusl-309601 |