The impact and measurement of the intensity of noise in stock returns
| Data(s) |
2002
|
|---|---|
| Identificador | |
| Publicador |
Queensland University of Technology |
| Relação |
Clements, Adam (2002) The impact and measurement of the intensity of noise in stock returns. PhD thesis, Queensland University of Technology. |
| Direitos |
Copyright Adam Clements |
| Palavras-Chave | #Stocks Mathematical models #Investments Mathematical models #non-linearity #investor behaviour #hetrogeneous traders #microsimulation market models #noise #conditional volatility #leverage effects #news arrival #thesis #doctoral |
| Tipo |
Thesis |
