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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. .

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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 23:05
Last Modified: 29 Oct 2011 05:58

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