Essays on Using High-frequency Data in Empirical Asset Pricing Models
| Author | : Qianqiu Liu |
| Publisher | : |
| Total Pages | : 121 |
| Release | : 2003 |
| ISBN-10 | : OCLC:254537785 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Essays on Using High-frequency Data in Empirical Asset Pricing Models by : Qianqiu Liu
Download or read book Essays on Using High-frequency Data in Empirical Asset Pricing Models written by Qianqiu Liu and published by . This book was released on 2003 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation explores using high-frequency data in empirical asset pricing models. Since 1990s, the progress of information technology has made tick-by-tick data available in some financial markets and also allows for empirical investigations of a wide range of issues.
