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 20 of 2175 for “"Microstructure"”.
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Topics in Market Microstructure
The increase in trading volume raised concerns about the impact of algorithmic trading, which includes high frequency trading (HFT), on price discovery process and volatility. First chapter considers the regulatory debate concerning HFT which led the European Commission to suggest implementing a …
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Essays in Market Microstructure
The first essay investigates whether there is an informational linkage between option trading activities and underlying stock depths. I find that option trading activities and underlying stock depths are informative for predicting each other, indicating that a linkage does exist. I further find …
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Essays in market microstructure
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1994.
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Microstructure of Systems with Competition
<p>The micro-structure of systems with competition often exhibits many universal features. In this thesis, we study certain aspects of these structural features as well as the microscopic interactions using disparate exact and approximate techniques. This thesis can be broadly divided into two …
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Understanding particulate coating microstructure development.
… that it be imaged in an SEM. In this thesis, the microstructure development of particulate coatings was explored with several case studies. First, the effect of drying conditions was determined on the collapse of hollow latex particles, which are inexpensive whiteners for paint. Using cryoSEM, it …
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Essays in FX market microstructure
… study of the foreign exchange (FX) market from a microstructure perspective. From the empirical identification of a common component in liquidity across currencies, referred to as FX market liquidity, the thesis investigates its asset pricing implications, determinants and cross-market dynamics. …
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Microstructure evolution and interconnect realiability
… context of predicting the effects of geometry, microstructure, and processing conditions on electromigration (EM) induced interconnect failure, normal grain growth in thin films was studied, analytic models were built for the grain structure statistics in 2D and 3D interconnects, and simulation …
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Microstructure of electro-deposited brass
Thesis: B.S., Massachusetts Institute of Technology, Department of Electrochemical Engineering, 1935
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Quantitative measures of carbon microstructure
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 1995.
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Interrelationships of microstructure, stress and diffusion
Extensive research has been performed on thin metal films due to their interesting mechanical, electrical and magnetic properties. They can exhibit very high residual, internal stresses arising from the film growth and/or external effects. Apart from direct mechanical consequences, several …
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Statistical characterization of technical surface microstructure
… parts, both the macroscopic shape and the microstructure of the parts surface on a µm-scale strongly influence the parts properties. For instance, a surface in frictional contact should be structured in a way to reduce the expected wear by optimizing its lubrication properties. A gasket …
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Foreign Exchange Market Microstructure and Forecasting
… in the field of foreign exchange market microstructure. We confirm the contemporaneous relationship between flows and exchange rates found in the literature in the daily data, but in the forecasting experiments we find no forecasting power, regardless of model, history used forecast …
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International equity markets and market microstructure
If the international equity market is integrated, identical stocks listed on different international stock exchanges should have the same rates of return, the same characteristics of stock price behavior and similar distributions of daily rates of return.
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The microstructure of rotary-swaged rod
Thesis: B.S., Massachusetts Institute of Technology, Department of Metallurgy, 1961
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