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 11 of 11 for “"Price Efficiency"”.
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Three essays in the impact of financial market structure on corporate decisions and price efficiency
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-09-01 without embargo terms
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Economics of Decision-Making in Agricultural Pest Management (Integrated Pest Management (Ipm))
… the extent of pesticide use; and technical and price efficiency in the use of pesticide, and other inputs were examined.
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Essays in Financial Economics
… long term incentive of informed dealers, affect price informativeness (efficiency), market liquidity and welfare in dynamic over the counter (OTC) markets. We show more transparency, via the public disclosure of additional information about past trades, paradoxically, makes the markets more …
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Artificial markets and intelligent agents
… of the market dynamics are examined: the price efficiency of the market, the speed at which prices converge to the rational expectations equilibrium price, and the learning dynamics of traders who possess diverse information or preferences.
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Three essays on mispricing and market efficiency
… essay studies the impact of indexing on stock price efficiency. Indexing has experienced substantial growth over the last two decades because it is an effective way of holding a diversified portfolio while minimizing trading costs and taxes. In this paper, we focus on one negative externality …
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ΑΠΟΤΕΛΕΣΜΑΤΙΚΟΤΗΤΑ ΚΑΤΑΝΟΜΗΣ ΚΑΙ ΑΠΟΤΕΛΕΣΜΑΤΙΚΗ ΑΞΙΟΠΟΙΗΣΗ ΤΩΝ ΠΟΡΩΝ ΚΑΤΑ ΤΗΝ ΓΕΩΡΓΙΚΗ ΑΝΑΠΤΥΞΗ
… THESIS ARE: (I) AN EXAMINATION OF THE ALLOCATIVE EFFICIENCY OF RESOURCES (II) AN EXAMINATION OF THE THE AGRICULTURAL SECTOR'S RIABILITY AND (III) AN EXAMINATION OF THE DEVELOPMENTAL POTENTIAL OF THE AGRICULTURAL SECTOR. THE ANALYSIS USES CROSS-SECTION DATA DERIVED FROM AN AD HOC SAMPLE OF FORMS IN …
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Allocation Mechanisms in Partially Linked Secondary Spectrum Markets: A Theory And Experiment
… the model and show an optimal auction design for price efficiency. Second, we assume a dynamic structure where buyers can reallocate and show sufficient conditions to reach equilibrium. Finally, we consider the speed of convergence to an equilibrium and prove the equilibrium is allocation …
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Essays on the relations between derivatives and underlying asset or commodity markets
… analyzes the impact of option trading on stock price efficiency around the expirations of IPO lockup agreements. It is well documented that IPO stock prices decline around lockup expirations, without reversals. Investors can exploit these price declines either by short selling in the underlying …
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An Econometric Analysis of the Dry Bulk Shipping Industry; Seasonality, Market Efficiency and Risk Premia
… risk premia in freight rate and ship price formation, the dynamic interrelationships between freight rate levels and spillover effects in freight rate volatilities, between sub-markets of the dry bulk sector. The seasonal behaviour of' dry bulk freight rates is measured and compared …
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The Effects of Options Markets on the Underlying Markets: Quasi-Experimental Evidence
… for information to be impounded into a stock’s price. Using the `price delay’ measure of Hou and Moskowitz (2005), I test whether stocks become less price efficient as a result of being included in the Penny Pilot Program. I perform this test using firm-level fixed effects on all classes that …
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Index revisions, market quality and the cost of equity capital.
… including trading continuity, trading cost and price impact. We also show that the liquidity premium and the cost of equity capital decrease significantly after additions, but do not exhibit any significant change following deletions. The finding that investment opportunities increases after …