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.
Results
Showing 1 to 20 of 22 for “"market impact"”.
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Market impact of software radio : benefits and barriers
… studied. This thesis puts some clarity on the impact of SR through four steps: first, considering the technical constraints of SR and how they may affect its evolution; second, evaluating the SR benefits assuming that there are neither regulatory nor economic hurdles; third, analyzing the …
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Optimal deleveraging and liquidation of financial portfolios with market impact
… and box constraints under linear (nonlinear) market price impact functions. A Lagrangian algorithm is developed to numerically solve the NP-hard problem and estimate the quality of the solution. We further propose a two-period robust deleveraging program to account for market uncertainties. …
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A Theory for Market Impact: How Order Flow Affects Stock Price
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I develop a quantitative theory for the market impact of hidden orders (orders that reflect the true …
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How does the correlation between an agent’s income and financial market impact optimal portfolio allocation?
… una esperanza de vida estocástica? ¿Cuál es el impacto en la política óptima del agente con una renta laboral estocástica y una esperanza de vida estocástica cuando esta utilidad es constante con aversión al riesgo relativo? ¿Cómo puede la autofinanciación ayudar a maximizar el consumo del …
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Factors Behind Construction Companies' Purchasing Decisions of Wood Products and Insight into how Local (In-State) Wood Product Suppliers can have a Bigger Market Impact
… within key southern states have issues gaining market share within the construction sectors. Construction companies often outsource their purchase of wood products from a different state or country, which adversely affects the local economy due to not purchasing from in-state or local wood …
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OPTIMIZATION OF ENERGY STORAGE SCHEDULING IN ELECTRICITY MARKETS
… actions are usually assumed not to affect market prices; however, a large-scale energy storage merchant’s actions can affect market prices. This work examined two electricity merchant scenarios: one with only energy storage and the other with both energy storage and renewable power plants. …
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Optimal execution for portfolio transactions
… trading costs (both the transaction cost and the market impact) and the opportunity costs of delaying the execution and bearing the risk of current-to-target portfolio divergence. This thesis proposes a methodology for measuring the opportunity cost as well as a strategy that minimizes the …
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Assessing byproduct mining and metal recycling as indicators of material criticality
… to excessive concerns by policy makers and market participants. A quantitative and detailed investigation for supply risk indicators is necessary to further understand the risk associated with specific materials. This thesis investigates two aspects related to material criticality: 1) the …
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Index participation units and their effects on the Canadian market : evidence from new issues and their redemptions of TIPs
… the linkage between TIPs and the Canadian market as well as the US market. We show that TIPs are Granger-caused by the T35, the T300 and the S&P 500. Also, we find that the T35, which is the basis of TIPs, exerts a substantial impact on the T300; no relation was revealed between the T35 and …
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Essays on Agglomeration, Homeownership, and Labor Market Outcomes
… dissertation consists of two essays on the labor market impact of agglomeration economies and that of homeownership. The empirical analyses use different U.S. data and econometric techniques to examine the impact on different labor market outcomes such as volatility of hours worked and men's …
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The Effect of Chinese Industrial Investment Projects in Central Africa on the Perception of China’s Commercial Diplomacy in Foreign Policy
… China plays a key role in the new global marketplace. The Chinese system of investment diversification forms the foundation of their commercial diplomacy. One advantage China enjoys is a general lack of proselytization on issues such as good-governance and environmental safety standards. …
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Fairness and optimality in trading
… in our formulation a quadratic model of market impact cost to reflect the cumulative effect of trade pooling. Total trading costs are split fairly among accounts using the so-called pro rata scheme. We solve the resulting multi-objective optimization problem by adopting the Max-Min …
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ESSAYS ON FINANCIAL MARKETS, NETWORKS, AND TECHNOLOGIES
Global financial markets have been dramatically changing over the last decade. More research is needed to understand the fundamental forces behind this market evolution, and how these forces have reshaped the financial market infrastructure. My dissertation investigates three significant issues at …
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China-born migration to South Australia: population and labour force implications.
… from China to Australia but also in its impact on the Australian economy and society. This impact however has remained little investigated and the present study seeks to examine one important dimension – the effect of Chinese migration on the labour market. In order to do this, it focuses …
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Three essays on bubbles in agricultural futures markets
… and understand bubbles in agricultural futures markets. Building on current bubble literature, the dissertation applies a recent-developed forward and backward recursive bubble testing procedure that is capable of date-stamping the exact origination and termination dates of multiple bubbles to …
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Essays On Horizontal Divestitures And Product Market Relationships
… firms. This first essay examines product market impact of a sample of horizontal asset sales from 1988 to 2005 on corporate customers, suppliers, and industry rivals. I create a sample of firms that classifies corporate customers, suppliers, and industry competitors of firms proposing …
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INVESTOR ATTENTION AND SENTIMENT
… disentangles these two potential drivers of market behaviour by studying how investors react to sports outcomes, weather conditions and merger and acquisition announcements. Firstly, a new dataset of medals for major participating countries and sponsor firms over four Summer Olympic Games is …
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Social capital and engagement in Nigerian small business marketing.
… and engagement in Nigerian small business marketing. It examines how Nigerian small business owner-managers develop and use social capital in the network of relationships to overcome marketing constraints. Social capital can be viewed as a marketing asset available in network relationships. …
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Reshaping the Chinese Stock Market to Accommodate Red-chips: Practice, Balance and Consequence
In the Chinese stock market parlance, red-chips refer to Chinese companies that are incorporated overseas but have their main business operation in China, regardless of whether they are listed or not. Red-chips include Chinese state-owned enterprises, but this thesis focuses on those that are not …
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The Bentvueghels: Networking and Agency in the Seicento Roman Art Market
… economics and response to (and even driving of) market forces in Rome, in order to determine how the society of foreigners as a whole operated functionally within a shifting creative environment in one of the most vital artistic centers in Europe. To address these issues, each chapter is arranged …
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