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Essays in Empirical Finance with Latent Structure Modeling
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays in Empirical Finance with Latent Structure Modeling. |
| 개인저자 | Swaney, Colin. |
| 단체저자명 | The University of Iowa. Business Administration. |
| 발행사항 | [S.l.]: The University of Iowa., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 120 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-12A(E). Dissertation Abstract International |
| ISBN | 9780438152755 |
| 학위논문주기 | Thesis (Ph.D.)--The University of Iowa, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
Adviser: Artem Durnev. |
| 요약 | This thesis consists of three essays that attempt to provide novel empirical analyses of important problems in finance. The first essay deals with the returns of actively managed mutual funds |
| 요약 | Evaluating the performance of actively managed equity mutual funds is among the most important topics in the field of finance. In the first chapter, I present a new assessment of the stock picking ability of actively managed funds that accounts |
| 요약 | The second chapter begins a study of high-frequency limit order book data. With a view towards exploring the information content of limit orders, as opposed to market orders, I propose a factor model of order book shape. I start by building a un |
| 요약 | In the third chapter, I explore a continuous-time, event-driven model of limit order book dynamics. It is the first analysis of its kind to examine the microstructure of a broad cross-section of markets, as well as the first to introduce a Bayes |
| 일반주제명 | Finance. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
