The impact and measurement of the intensity of noise in stock returns

Clements, Adam (2002) The impact and measurement of the intensity of noise in stock returns. PhD thesis, Queensland University of Technology.

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ID Code: 36367
Item Type: QUT Thesis (PhD)
Supervisor: Hurn, Aubrey
Additional Information: Presented to the School of Economics and Finance, Queensland University of Technology.
Keywords: Stocks Mathematical models, Investments Mathematical models, non-linearity, investor behaviour, hetrogeneous traders, microsimulation market models, noise, conditional volatility, leverage effects, news arrival, thesis, doctoral
Institution: Queensland University of Technology
Copyright Owner: Copyright Adam Clements
Deposited On: 22 Sep 2010 13:05
Last Modified: 02 Nov 2015 05:29

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