Selected Essays on Market Microstructure

Selected Essays on Market Microstructure

  • Christian Voigt
Publisher:GRIN VerlagISBN 13: 9783640161157ISBN 10: 3640161157

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Selected Essays on Market Microstructure is written by Christian Voigt and published by GRIN Verlag. It's available with International Standard Book Number or ISBN identification 3640161157 (ISBN 10) and 9783640161157 (ISBN 13).

Doctoral Thesis / Dissertation from the year 2008 in the subject Business economics - Economic Policy, grade: summa cum laude, European Business School - International University Schloß Reichartshausen Oestrich-Winkel, language: English, abstract: The aim of this thesis is to contribute to the existing empirical literature by investigating the strategic behavior of informed and uninformed traders under the light of recent developments. We observe their actual current behavior at financial markets and try to assess whether existing theoretical arguments and assumptions are still valid in the world today, or the newly available rich data samples provide new answers to old questions that researchers have not been able to answer before.