Essays on equity prices and market structures
In the first essay, we provide new evidence on the relationship between order flow and prices, an issue that is central to asset pricing and market microstructure. We examine proprietary data on a broad panel of NYSE-listed stocks that reveal daily order imbalances by institutions, individuals, and...
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| Format: | Others |
| Language: | en_US |
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2010
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| Online Access: | http://hdl.handle.net/1969.1/ETD-TAMU-1509 http://hdl.handle.net/1969.1/ETD-TAMU-1509 |