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 25 for “"market quality"”.
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Index revisions, market quality and the cost of equity capital.
… index revisions on the various aspects of stock market quality and the cost of equity capital. Our study spans over the period 1986¿2009. Our analyses indicate that the index membership enhances all aspects of liquidity, including trading continuity, trading cost and price impact. We also show …
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Prices, Trading Activity, And Market Quality In The Modern Otc Marketplace
… that are organized into one of three tiered marketplaces (OTCQX, OTCQB, and OTC Pink) based on the quality and quantity of information a firm makes available. My analysis adds to the literature by providing a more complete picture of trading in this market. I examine determinants of trading …
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Effects of misting and modified atmosphere packaging on nutrient and market quality of broccoli
Restriction data tranferred 2014-07-01T11:15:51-05:00 Original Data Group with Access UIUC Users [automated] Release Date: none Reason: ETDs are only available to UIUC Users without author permission
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Tiered Market Structures: an Empirical Examination of NASDAQ
… consists of two essays examining tiered market structures. We focus on the June 2006 restructuring of the NASDAQ Stock Exchange where the listing environment changed from two to three tiers, creating a top tier with the highest listing standards for any exchange in the world. The first …
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The effect of population density on the production of market turkeys
… on growth, feed conversion, mortality, and market quality on Medium White turkeys to 10 weeks of age. At 14 weeks of age body weight and feed conversion decreased slightly for both males and females allowed less than 0.85 square foot per bird. Market quality and mortality were unaffected for …
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Investor Behavior Surrounding Trading Halts: Short Sales, Predation and Contagion Effects
… 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 following a trading halt. This investigation also …
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Order Behavior In High Frequency Markets
… the characteristics of short orders in stock markets. Fleeting orders are quick limit orders that remain on the limit order book for only a few seconds before being canceled, and are significantly different than more patient, static, limit orders that are added to the limit order book and …
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Topics in market microstructure, misconduct and systemic risk: an empirical analysis of the South African equity market
… recent developments in the South African capital markets are presented in this thesis. The first study presents an empirical analysis of the systemic risk exposures and contributions of 125 financial institutions between 2003 and 2018. Using two popular measures of systemic risk, the marginal …
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Three Essays On: Cancelling Liquidity, Information Generation And Learning By Holding Privately Placed Securities, And Information Generation, Learning And The Trading Dynamics Of Institutional Traders During The 2007-2008 Financial Crisis
… also examine the impact of order cancellation on market quality. We use an instrumental variable approach and estimate a simultaneous equations model to overcome simultaneity in the trading process. We find significant differences in cancellation activity in the post Reg NMS environment, and …
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A quality improvement plan for a technical department within a petrochemical company
Quality improvement initiatives have been implemented by various manufacturing companies. Through initiatives such as international standards organization, lean production, total quality management systems and six sigma, quality has improved dramatically while optimizing production and costs. This …
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Three Essays On Diversification Strategy, Diversification Performance, And Corporate Misconduct
… on investor confidence by examining changes in market quality in the firms investigated by the Securities and Exchange Commission for fraud. The market quality measures we test include returns, price volatility, spreads, and Amihud's (2002) illiquidity measure. We find that returns improve and …
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Security market manipulations and the assurance of market integrity
… studies conducted for the relationship between market integrity and market efficiency and the driving forces behind the cross-sectional variations in market quality. Second, a better understanding the relationships among market integrity, market efficiency and other mechanism design factors for …
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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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Three essays on commodity markets
… in agricultural commodity futures and cash markets. The first essay uses price discovery measures and intraday data to quantify the proportional contribution of nearby and deferred contracts in price discovery in the corn and live cattle futures markets. On average, nearby contracts reflect …
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Three essays on commodity markets’ quality
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2024-08-01
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Essays in Heterogeneous Agent Macroeconomics
… of 2008 as a change in the ability of financial market quality and calibrate the model to match the change in capital flows. Importantly, the calibrated model matches not only changes in capital flows, but also relative movements in interest rates as well as changes in debt flows. The third …
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Three Essays on Price Discovery, Stock Liquidity, and Crash Risk
Abstract 1: This paper investigates whether market quality, uncertainty, investor sentiment and attention, and macroeconomic news affect bitcoin price discovery in spot and futures markets. Over the period December 2017 – March 2019, we find significant time variation in the contribution to price …
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Order Execution Quality in Equity Options Markets
… fee on limit order behavior and execution quality on the NASDAQ OMX PHLX. We find that the cancellation fee is effective in reducing the rate at which limit orders are submitted and subsequently deleted. Order volume declines, however, the remaining displayed orders appear to constitute …
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