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Information Asymmetries: Three Essays in Market Microstructure 

Zehnder, Lars Simon (2015-12-21)
This dissertation aims at revisiting existing empirical market microstructure models for the measurement of information asymmetries on financial markets and to develop alternative estimation approaches that (1) reduce ...

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AuthorZehnder, Lars Simon (1)SubjectAnleihemarkt (1)Bayesian estimation (1)Bayesianische Schätzung (1)bond markets (1)
financial markets (1)
Finanzmärkte (1)finite mixtures (1)Handelsindikatormodelle (1)Information Asymmetry (1)Informationsasymmetrie (1)... View MoreClassification (DDC)330 Wirtschaft (1)... View MoreResource Type
Dissertation oder Habilitation (1)
... View MoreDate Issued
2015 (1)

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