Selected Essays on Market Microstructure

Doctoral Thesis / Dissertation from the year 2008 in the subject Business economics - Economic Policy, grade: summa cum laude, European Business School - International University Schlo Reichartshausen Oestrich-Winkel, language: English, abstract: The aim of this thesis is to contribute to the existing empirical literature by investigating the strategic behavior of informed and uninformed traders under the light of recent developments. We observe their actual current behavior at financial markets and try to assess whether existing theoretical arguments and assumptions are still valid in the world today, or the newly available rich data samples provide new answers to old questions that researchers have not been able to answer before.

Author: Christian Voigt

Publisher: Grin Verlag

Publication Date: Sep 12, 2008

Number of Pages: 164 pages

Binding: Paperback or Softback

ISBN-10: 3640161289

ISBN-13: 9783640161287