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 15 of 15 for “"Trading Patterns"”.
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Information and trading patterns in financial markets
… each with implications on information and trading patterns in financial markets. Chapter 1: In most financial markets, dealers are given trading advantages meant to encourage liquidity provision. However, it is unclear if these advantages truly induce such trading. I test a unique dataset …
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Illinois Interregional Trade, 1963: Trading Patterns of Manufacturing Andwholesale Industries
Made available in DSpace on 2014-12-09T19:32:05Z (GMT). No. of bitstreams: 1 6808014.pdf: 6341121 bytes, checksum: 89abdc2ef4f66115513aae788e780498 (MD5) Previous issue date: 1967
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Communication, confidence and asset pricing.
… ability to explain the observed enormous trading activity in financial markets. Yet, a growing literature documents that social communication affects individual trading behavior and market trading patterns, and over- and underconfident traders may coexist. The dissertation thus has two …
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Essays in empirical finance
… Chapter 1, I study the profitability of momentum trading from evidence in mutual fund performance. I find that mutual funds that exhibit a strong momentum trading pattern earn significant risk-adjusted returns relative to Fama-French 3-Factor model, and tend to outperform other funds that do not …
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Mutual fund trading and liquidity
… snapshots of mutual funds to study their trading patterns. Using quarter and semi-annual holdings of mutual funds, I am able to extract a main trading component with the application of the asymptotic principle component method. This component demonstrates short term predictability of …
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Markets for Energy Efficiency - Exploring the new horizons of tradable certificate schemes
… of transaction costs, (iii) the investigation of trading patterns and other flexibilities used to achieve cost-effective compliance, (iv) the level of energy-saving effectiveness under TWC schemes, (v) the use of cost-benefit analysis, and (vi) the application of multi-criteria evaluation. The …
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Investor Behavior Surrounding Trading Halts: Short Sales, Predation and Contagion Effects
… on the interaction between exchange-mandated trading halts and short selling activity in the financial markets. In the first essay, the behavior of short sellers is examined surrounding interruptions in trading to determine if informed short sellers alter their trading patterns prior to and/or …
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Four Essays on Decentralized Markets in Management and Policy
… help traders access the broader market by trading outside of their immediate social network compared to trading without a broker, though there still exists some relationship between traders' social networks and trading patterns even for brokered trades. Brokers are also shown to increase …
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Arab Traders Pursuing Chinese Dream in East China
… to Yiwu, their role in building multinational trading networks, and their increasingly diverse modes of interaction with the majority Chinese community. Drawing on twelve months' fieldwork from November 2015 to December 2016 and follow-up research in November 2017 and February 2019, this …
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Arab Traders Pursuing Chinese Dream in East China
… to Yiwu, their role in building multinational trading networks, and their increasingly diverse modes of interaction with the majority Chinese community. Drawing on twelve months' fieldwork from November 2015 to December 2016 and follow-up research in November 2017 and February 2019, this …
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A Framework for Automated Discovery and Analysis of Suspicious Trade Records
… can help enforcement agencies advise verified trading entities in modifying their trading patterns to avoid false detection, thus streamlining the process. We present a novel formulation and metrics for this unexplored problem of algorithmic recourse in anomaly detection. and a deep learning …
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Essays on Nonparametric Estimation of Asset Pricing Models
… varying or driven by diffusive state variables. Trading times and moneyness levels are modelled by marked point processes to capture intraday trading patterns. A simulation study investigates the performance of the estimator using an iterated plug-in bandwidth in various scenarios. Empirical …
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Two Essays on Herding in Financial Markets
… cannot be explained by simple momentum-based trading. Institutional investors' buying exerted upward price pressure, and the reversal of excess returns in the subsequent quarter provides evidence that the herding was destabilizing and not based on information. The second essay attempts to …
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Essays on derivatives markets and systemic risk
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2025-10-19 without embargo terms
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The Disposition Effect, Trading Biases, and Cognitive Reappraisal
… decades behavioural economics has uncovered many patterns of trading behaviour which appear to work against the investors who display them, resulting in lower investment returns. For this reason, these patterns of behaviour are regarded as trading biases. This thesis investigates two main themes …