Three Essays on Financial Market Predictability

Three Essays on Financial Market Predictability
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ISBN-10 : OCLC:1063625495
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Book Synopsis Three Essays on Financial Market Predictability by : Haojun Chen

Download or read book Three Essays on Financial Market Predictability written by Haojun Chen and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

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This dissertation is composed of three essays. The first essay investigates the information content of the limit order book (LOB) on the Shanghai Stock Exchange