LDR | | 02256nam u200409 4500 |
001 | | 000000420522 |
005 | | 20190215164537 |
008 | | 181129s2018 |||||||||||||||||c||eng d |
020 | |
▼a 9780438152755 |
035 | |
▼a (MiAaPQ)AAI10751931 |
035 | |
▼a (MiAaPQ)uiowa:15610 |
040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 247004 |
082 | 0 |
▼a 658 |
100 | 1 |
▼a Swaney, Colin. |
245 | 10 |
▼a Essays in Empirical Finance with Latent Structure Modeling. |
260 | |
▼a [S.l.]:
▼b The University of Iowa.,
▼c 2018. |
260 | 1 |
▼a Ann Arbor:
▼b ProQuest Dissertations & Theses,
▼c 2018. |
300 | |
▼a 120 p. |
500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A. |
500 | |
▼a Adviser: Artem Durnev. |
502 | 1 |
▼a Thesis (Ph.D.)--The University of Iowa, 2018. |
520 | |
▼a 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 |
520 | |
▼a 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 |
520 | |
▼a 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 |
520 | |
▼a 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 |
590 | |
▼a School code: 0096. |
650 | 4 |
▼a Finance. |
690 | |
▼a 0508 |
710 | 20 |
▼a The University of Iowa.
▼b Business Administration. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 79-12A(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0096 |
791 | |
▼a Ph.D. |
792 | |
▼a 2018 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997205
▼n KERIS
▼z 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a ***1012033 |