Search for dissertations about: "dissertation on stock market efficiency"
Showing result 1 - 5 of 6 swedish dissertations containing the words dissertation on stock market efficiency.
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1. Competition, Division and Unity : The Impact of Market Structures on Trading Quality
Abstract : The financial market operates as an ecosystem, involving diverse yet interconnected marketplaces and participants. Market design, intricately interacting with technology, regulation, and competition, shapes how participants adapt their trading behavior and therefore influences market performance. READ MORE
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2. Changing the Rules of the Game : A Market Microstructure Perspective on the Effects of Regulating Financial Markets
Abstract : This dissertation contains four articles that examine the effects brought about by the implementation of new regulations and changes in the trading landscape on different facets of market quality and integrity.Article I studies how the fragmentation of equity markets affects the speed of recovery of the market, both under normal market conditions and in times of stress. READ MORE
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3. Essays on Investor Behavior and Trading Strategies in International Financial Markets
Abstract : This dissertation contains four articles that in different ways inform on investor behavior in international financial markets, their impact on the underlying market, and the trading strategies that they pursue.Article I studies how hedge funds herd in currency future contracts and how it is affecting the underlying market. READ MORE
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4. Essays on Balkan frontier stock markets
Abstract : This dissertation consists of four chapters dealing with Balkan frontier markets, their design and performance. Chapter I provides an introduction to these markets and presents additional information necessary for the reader to understand these markets. READ MORE
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5. Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory
Abstract : The efficient market hypothesis (EMH) has long been perceived as the cornerstone of modern finance theory. However, the EMH has also recently been dismissed as "the most remarkable error in the history of economic theory" (Wall Street Journal, Oct. 23. 1987). READ MORE