Search for dissertations about: "Yuna Liu"
Found 1 swedish dissertation containing the words Yuna Liu.
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1. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
Abstract : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. READ MORE
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