Essays on the Behavior of Agents in Financial Markets
In the first chapter, I focus on the extent of information-driven trading originating from order flows to capture the behavior of the market makers on an emerging market. With my supervisor, we modified the classical Easley et al. (1996) model for the probability of informed trading using a jackknif...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2012
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| Online Access: | http://www.nusl.cz/ntk/nusl-309602 |