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. .
Impact and interest:
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|Item Type:||QUT Thesis (PhD)|
|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 23:05|
|Last Modified:||29 Oct 2011 05:58|
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