Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 8 of 8 for “"Information Share"”.
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Two Essays in Financial Economics
… to price discovery is estimated using the information share approach proposed by Hasbrouck (1995) and Gonzalo and Granger (1995). Empirical findings indicate that regular futures market accounts for approximately 66.5% of price discovery in the EURO/USD market. This study also examines if …
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Analyzing Earnings Management for Cross-listed Firms and Interaction between Two Futures Exchanges
… to price discovery is estimated using the information share approach of Hasbrouck (1995). Empirical findings indicate that CME accounts for approximately 87% of price discovery in the EURO/USD market and its contribution is substantially larger in the morning than that in the afternoon. …
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Price Discovery and Volatility Spillover Effects: The Agricultural ETPS and Their Underlying Commodities
… term. In the process of price discovery, the information share of ETPs is much lower than that of underlying, with a potential downward trend. Volatility spillover is confirmed by bidirectional relationships between ETPs and underlying, such as JJG_ETP and soybean futures, and confirmed by …
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Separability as a modeling paradigm in large probabilistic models
… models that allow the propagation of partial information, e.g. marginal distributions, expectations, higher-moments, or cross-correlations, as derived from the joint distribution for the network state. This thesis develops and rigorously investigates the notion of separability, associated with …
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Two Essays on Oil Futures Markets
… the effects of trading characteristics on the information share of these two markets. Trading characteristics examined in the study include trading volume, trade size, and trading costs. On average, CME is characterized by greater volume and trade size but also slightly greater bid-ask spread. …
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Misinformation, Persuasion, and News Media on Social Networks
… have become a popular source of news and information for a large segment of society. Users can receive information, share digital content, or attend to online publishers for the latest news. However, the recent proliferation of misinformation has affected people’s perception of the …
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Three Essays in Population Economics
… same housing unit, to study how family members share information, allocate resources, and influence members’ economic outcomes.</p><p>Recognizing the importance of understanding how families allocate resources among their members for policy design and evaluation, my first chapter focuses on …
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Three essays on corporate default prediction : special reference to corporate governance, default correlation and capital structure dynamics
… lenders and borrower and depends on the flow of information. The relevance and the accuracy of the information are necessary to ensure the best judgement about the creditworthiness of borrowers. However, information asymmetry between the borrower and the lender is the main hurdle for any …