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Dissertations / Theses on the topic 'The financial market'

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Published: 3 June 2025

Last updated: 31 July 2025

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1

Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

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This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks

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2

Rahman, Rizwan Tanvir. "Market integrity issues in financial markets." Thesis, The University of Sydney, 2013. http://hdl.handle.net/2123/12552.

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This dissertation investigates market integrity issues across a range of financial markets. The essays investigate the leakage of information, information asymmetry, market manipulation, and off-market trading across the carbon, equity, and option markets. The study spans across the European Union Emissions Allowances (EUA) futures market, the Australian Securities Exchange (ASX) equity market, and the Australian Securities Exchange (ASX) option market (AOM). The first essay examines the impact of European Union emissions trading scheme (EU ETS) national allocation plan (NAP) announcements o

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3

Das, Sanmay. "Intelligent Market-Making in Artificial Financial Markets." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/5570.

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This thesis describes and evaluates a market-making algorithm for setting prices in financial markets with asymmetric information, and analyzes the properties of artificial markets in which the algorithm is used. The core of our algorithm is a technique for maintaining an online probability density estimate of the underlying value of a stock. Previous theoretical work on market-making has led to price-setting equations for which solutions cannot be achieved in practice, whereas empirical work on algorithms for market-making has focused on sets of heuristics and rules that lack theoret

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4

Morales, Raffaello. "Unwinding financial market complexity." Thesis, King's College London (University of London), 2014. https://kclpure.kcl.ac.uk/portal/en/theses/unwinding-financial-market-complexity(915c2237-8f7c-4fe7-831f-2bca1a0f6f68).html.

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Complex systems are characterised by different distinguishing aspects often associated with completely separate behaviours. In financial markets, paramount example of complex systems, two of these aspects stand out in characterising the statistical properties of the many constituents: one is multifractality, a feature which describes the departure of financial time series from purely random processes and is therefore a measure of complexity of the prices; the other is the cross-correlation structure between assets, which encloses information about the market organisation and can reveal dominan

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5

Cândido, Maria Teresa. "Financial market liquidity, asset pricing, and financial crises /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9914068.

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6

Hui, Zizhen <1993&gt. "Analysis of the differences between the U.S. financial market and the Chinese financial market." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/20731.

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In recent years, the epidemic has swept the globe, with manufacturing, consumption and investment, everywhere severely damaged. The world economy is in the worst position it has been in since the Great Depression. While the disease was occurring, the world's economies were slowly recovering. Changes in the financial structure are driving the financial economy as economic growth and financial activity go hand in hand. The financial structure is an important indicator of a country's financial development and has become an important driver of economic growth. This paper describes in detail the fi

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7

Davies, Ryan. "Topics in financial market microstructure." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ63416.pdf.

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8

Wu, Ding Ph D. Massachusetts Institute of Technology. "Essays on financial market imperfections." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/39721.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2007.<br>Includes bibliographical references.<br>This dissertation consists of three chapters on financial market imperfections, in particular, information imperfections. Chapter 1 studies how the existence of a fixed cost per transaction faced by uninformed investors hampers information revelation through price and exacerbates adverse selection. The exacerbated adverse selection explains one long-standing puzzle in finance - the momentum anomaly. Properly adjusting stock returns for adverse selection by using data on

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9

Hollstein, Fabian [Verfasser]. "Market beta and factor risk premia in financial markets / Fabian Hollstein." Hannover : Technische Informationsbibliothek (TIB), 2015. http://d-nb.info/1081961864/34.

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10

Paudyal, Krishna N. "Macro economic announcements and financial asset markets : tests of market efficiency." Thesis, University of Strathclyde, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.293214.

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11

Zebedee, Allan A. "The flow of information in financial markets : a market microstructure examination /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3026388.

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12

Aubrun, Cécilia. "Unraveling Financial Market Quakes : Exploring Endogenous Volatility Dynamics in Interconnected Markets." Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAX066.

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Le rôle des mécanismes de rétroaction dans la création d’instabilités sur des marchés financiers a largement été étudié dans la littérature. L’endogénéité de la volatilité et de l'activité des marchés a effectivement conduit à plusieurs krachs notoires. Le plus connu, le flash crash du 6 mai 2010, illustre comment les instabilités du marché découlent de ses caractéristiques intrinsèques. En effet, c’est une exécution excessivement rapide d’ordres de vente qui a déclenché la chute rapide suivie d’une remontée du S&Pmini en moins d'une heure. De plus, les instabilités des marchés sont accent

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13

Raoli, Elisa. "Market misvaluation and earnings management. Evidence from Italian financial market." Doctoral thesis, Luiss Guido Carli, 2012. http://hdl.handle.net/11385/200809.

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Classical and behavioural finance theory overview. Classical finance theory. Market Inefficiencies. Behavioural Finance Theory. Investors’ Sentiment. Stock market overvaluation and undervaluation. Earnings management. Earnings management definition. The relationship between earnings and stock market. The relation between earnings management and stock market incentives. Detecting Earnings Management. The agency theory of overvalued equity and earnings management. Empirical evidences supporting the Jensen’s agency cost of overvalued equity and earnings management. Hypothesis Development. The I

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14

Li, Jia. "China's Financial Market Fragmentation,1978-2004." Graduate School of International Development, Nagoya University, 2006. http://hdl.handle.net/2237/7306.

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15

Ma, Zishun. "Topics in financial market risk modelling." Thesis, University of Newcastle Upon Tyne, 2012. http://hdl.handle.net/10443/1675.

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The growth of the financial risk management industry has been motivated by the increased volatility of financial markets combined with the rapid innovation of derivatives. Since the 1970s, several financial crises have occurred globally with devastating consequences for financial and non-financial institutions and for the real economy. The most recent US subprime crisis led to enormous losses for financial and non-financial institutions and to a recession in many countries including the US and UK. A common lesson from these crises is that advanced financial risk management systems are required

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16

Pang, Chung-kit, and 彭仲傑. "Financial market and Hong Kong economy." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31265066.

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17

Clare, Andrew. "Asset pricing and financial market regulation." Thesis, University of Southampton, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.315447.

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18

Feijer, Diego (Diego Francisco Feijer Rovira). "Financial market failures and systemic crises." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/101570.

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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 97-103).<br>This thesis contributes to the theoretical literature that studies the macroeconomic implications of financial frictions. It develops frameworks to address different financial market failures, and evaluate preventive policies to mitigate the vulnerability of the economy to costly systemic crises. First, it identifies a credit risk (fire sale) externality that justifies the macro

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19

Hirata, Wataru. "Financial Market Imperfections and Aggregate Fluctuations." Thesis, Boston College, 2010. http://hdl.handle.net/2345/1325.

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Thesis advisor: Susanto Basu<br>This dissertation examines the fluctuations of the aggregate economy when frictions in financial markets are present. I focus on the the asymmetric information problems between creditors and debtors on the quality of debtor's projects and I analyze how these frictions cause the fluctuations in aggregate economy which is potentially inefficient. The first chapter examines the interaction between the perverse incentives and the general equilibrium effects of misallocated bank credit. This essay is intended to elucidate the mechanism of zombie lending in Japan. By

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20

Fletcher, T. S. B. "Machine learning for financial market prediction." Thesis, University College London (University of London), 2012. http://discovery.ucl.ac.uk/1338146/.

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The usage of machine learning techniques for the prediction of financial time series is investigated. Both discriminative and generative methods are considered and compared to more standard financial prediction techniques. Generative methods such as Switching Autoregressive Hidden Markov and changepoint models are found to be unsuccessful at predicting daily and minutely prices from a wide range of asset classes. Committees of discriminative techniques (Support Vector Machines (SVM), Relevance Vector Machines and Neural Networks) are found to perform well when incorporating sophisticated exoge

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21

Nordenhed, Joakim, and Oskar Rosenkvist. "Measuring financial literacy and market participation." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15607.

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The authors report the results from a survey about financial literacy, financial market participation and numerous factors such as age, income, and education etcetera, which may or may not affect the level of financial literacy and financial market participation among Swedish adults. The study has a qualitative approach and the the survey is conducted on 80 random chosen Swedish individuals in Jönköping. The major findings in this study were the following; Individuals with high financial literacy are more likely to have money invested in stocks and/or funds than individuals with low financial

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22

Gomes, Carla Cindy Mendes. "Financial market and the macroeconomic variables." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/6143.

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Mestrado em Finanças<br>This study aims to examine the effect of the macroeconomic variables on the stock market price index from Germany and Portugal, using the OLS regression model and quarterly data from 2000(Q1) to 2011(Q4). The group of the macroeconomic variables used in this study is composed by GDP, consumer price index, long term domestic interest rate, exchange rate, and by the ratio of government deficit, tax revenue, net lending or borrowing of an economy and gross fixed capital formation, to GDP. In addition to the macroeconomic variables presented, we also consider the Dow Jones

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23

Chen, Haojun. "Three essays on financial market predictability." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html.

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Prior studies have shown that returns exhibit certain predictable patterns that are inconsistent with the mainstream finance theory. In this thesis, I explore the behaviour of returns following three different types of market events with a particular focus on behavioural and non-behavioural factors that are attributable to the predictability of post-event returns. This thesis consists of three self-contained empirical essays. The first essay examines the information role of large S&P500 futures trades (commercial, noncommercial, dealers, asset managers, and hedge funds) in shaping future index

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24

Vogel, Harold. "Financial market bubbles : characteristics and theory." Thesis, University of London, 2008. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.534026.

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25

Gyamfi, Michael. "Modelling The Financial Market Using Copula." University of Akron / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=akron149601408369316.

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26

Martínez, Ortuno Fernando. "Financial market models for the grid." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/6827.

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The existing network of computing devices around the world created by the Internet gives the possibility of establishing a global market for computing power, where anybody connected to this network can acquire computing power or sell his own spare computing resources in exchange for real money. This potential global market for computing power, which does not exist yet, is what we study in this thesis. Specifically, we study the market with both analytic and simulated models. This thesis predicts how a future global market for Grid computing will behave. We give arguments that such a large mark

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27

Hristov, Atanas. "Fiscal policy and financial market imperfections." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015. http://dx.doi.org/10.18452/17116.

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Die vorliegende Dissertation beschäftigt sich mit der Fragestellung, ob Fiskalpolitik die Gesamtnachfrage erhöhen kann, wenn eine Reihe von Haushalten und Unternehmen Finanzierungsbeschränkungen unterliegt. Das erste Essay liefert Evidenz zur Größe von Fiskalmultiplikatoren aus der Eurozone und den USA. Das Essay kommt zu dem Schluss, dass es in der Literatur hinreichend Hinweise gibt, dass expansive Fiskalpolitik, insbesondere in Form einer Erhöhung der Staatsausgaben oder in Form gezielter Transfers an liquiditätsbeschränkte Haushalte, die Wirtschaftstätigkeit in einer tiefen Rezession sta

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28

Prasad, Jayan Ganesh Information Technology &amp Electrical Engineering Australian Defence Force Academy UNSW. "Financial forecasting using artificial neural networks." Awarded by:University of New South Wales - Australian Defence Force Academy. School of Information Technology and Electrical Engineering, 2008. http://handle.unsw.edu.au/1959.4/38700.

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Despite the extent of a theoretical framework in financial market studies, a vast majority of the traders, investors and computer scientists have relied only on technical and timeseries data for predicting future prices. So far, the forecasting models have rarely incorporated macro-economic and market fundamentals successfully, especially with short-term predictions ranging less than a month. In this investigation on the predictability of certain financial markets, an attempt has been made to incorporate a un-exampled and encompassing set of parameters into an Artificial Neural Network predict

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29

Carmo, João Pedro Rodrigues do. "Modeling stock markets through the reconstruction of market processes." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/15048.

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Mestrado em Economia<br>Existem duas maneira possíveis de interpretar a aparente natureza estocástica dos mercados financeiros: a Hipótese do mercado eficiente (HME) e um conjunto de factos estilizados que conduzem o comportamento dos mercados. Apresentamos evidência para alguns dos factos estilizados como a existência de um fenómeno de memória na volatilidade dos preços a curto prazo, um comportamento em lei de potência e dependências não lineares nos retornos. Considerando isto, construímos um modelo do mercado através de cadeias de Markov. Em seguida, desenvolvemos um algoritmo que pode se

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30

Ivanovski, Marjan. "Asset bubbles in underdeveloped financial markets with influential DC pension funds : evidence from the Croatian financial market." Thesis, Staffordshire University, 2015. http://eprints.staffs.ac.uk/2385/.

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In the mid-1990s, the World Bank promoted a major reform of the pension systems in developing and transition economies; namely, the introduction of mandatory defined contribution pension schemes. Yet this was not accompanied by thorough analysis of the potentially speculative valuation side effects of influential institutional investors being introduced into underdeveloped financial markets. In this Dissertation we developed a theoretical Overlapping Generations Model (OLG) with rational asset bubbles and influential institutional Defined Contribution (DC) pension funds. We report empirical ev

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31

Singh, Vikkram. "Financial Integration: Pervasiveness, Effect of Culture and Impact on Policy Effectiveness." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/373044.

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The studies in this thesis examine financial integration: its extent across regions and market cycles, how culture affects it and how the levels of market linkages impact the effectiveness of policy decisions during periods of market crisis. This investigation is undertaken in four separate but interrelated studies. The first study (Chapter 3) uses a novel approach, partial correlations within a complex network framework, to examine the degree of globalization and regionalization of stock market linkages and how these linkages vary across different economic or market cycles. The results show t

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32

Aidov, Alexandre. "Three Essays on Market Depth in Futures Markets." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/974.

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Liquidity is an important market characteristic for participants in every financial market. One of the three components of liquidity is market depth. Prior literature lacks a comprehensive analysis of depth in U.S. futures markets due to past limitations on the availability of data. However, recent innovations in data collection and dissemination provide new opportunities to investigate the depth dimension of liquidity. In this dissertation, the Chicago Mercantile Exchange (CME) Group proprietary database on depth is employed to study the dynamics of depth in the U.S. futures markets. This dat

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33

Johansson, Markus, Ola Arvidsson, and John Zerihoun. "Financial Institution’s Media Strategy : With respect to the Swedish financial market." Thesis, Jönköping University, JIBS, Business Administration, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-1112.

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<p>Financial experts from various financial institutions are often seen in media. Media’s objec-tive towards the society is to report occurring events of interest to its audience. Media ap-pearances through giving expert opinions, is for financial institutions costless and a reason-ably effective way of promoting their top analysts and strategically position their firms. For the financial institutions, there exists competition for being allowed to participate and give expert reports when media is in need for a comment, and therefore a media strategy is con-sidered required. The purpose, used a

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34

Liu, Holly Li-Chen Yeh. "The financial markets in Taiwan : competitive marketing strategy in a growing market." Thesis, Massachusetts Institute of Technology, 1995. http://hdl.handle.net/1721.1/11522.

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35

Wu, Yuliang. "Market discipline in emerging financial markets : evidence from the chinese banking system." Thesis, University of Manchester, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.622089.

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Since the Basel Committee on Banking Supervision (200lc) includes market discipline as the third "pillar" of the New Basel Accord, the topic of market discipline acting as a market mechanism to control bank risk management has been the centre of academic and policy debate. Although research in developed financial markets finds empirical evidence supporting the existence of market discipline (Park and Peristiani, 1998; Sironi, 2003; Maechler and McDill, 2006), to date there exists little research undertaken in the context of emerging markets. This thesis takes the Chinese banking sector as an i

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36

Evans, Pornsawan. "An investigation into aspects of market behaviour in UK financial futures markets." Thesis, Swansea University, 2003. https://cronfa.swan.ac.uk/Record/cronfa42422.

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This thesis investigates a number of features of UK financial futures markets: (i) market microstructure through the context of the volume-maturity relationship of FTSEIOO futures (stock index futures), Long Gilt (bond futures) and Short Sterling (interest rate futures), (ii) domestic market linkages through the impact of macroeconomic announcements on the lead/lag relationship between the stock index futures and its equity index, (iii) international market linkages through the transmission of arbitrage information, measured by the mispricing errors, of stock index futures across the UK, US an

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37

Ficik, Jozef. "Are Financial Market Anomalies Real? Evidence from Stock Markets in Five Countries." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-198627.

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The financial market anomaly can be characterized as the event when observed stock returns differentiate from those expected by concrete pricing model. Many anomalies have been detected so far, and some of them vanished, while other persisted, after they had been published by academics and researchers. The aim of this thesis is to investigate the potential presence of selected types of anomalies in the financial markets and to provide relevant empirical evidence. The theoretical section will supply the reader with the descriptions of several types of financial market anomalies and the results

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38

Omar, Mahmoud Abdulsalam Taib. "Stochastic modelling in financial markets : case study of the Nigerian Stock Market." Thesis, Sheffield Hallam University, 2012. http://shura.shu.ac.uk/16847/.

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This research uses suitable stochastic models typically encountered in empirical and quantitative financial economics to analyse stock market data from the Nigerian Stock Market (NSM), in light of a) possible changes in the policy environments as result of the 2004 financial reforms by the then Governor of Central Bank of Nigeria, b) effects or otherwise of the 2008-09 global financial crises on the Nigerian financial system, and c) more technical issues underpinning performance of financial markets for example market efficiency, anomalies, bubbles, volatilities and their implications for inve

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Ding, Haina. "Three Essays on Information Efficiency in Financial Markets and Product Market Interaction." Thesis, Toulouse 1, 2014. http://www.theses.fr/2014TOU10021/document.

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Cette thèse contient trois articles indépendants. Les deux premiers examinent le rôle informationnel des prix des actions et de son impact sur l'économie réelle. Le dernier explore la relation entre incitation gestion et de la concurrence sur le marché du produit. Dans le premier article, deux entreprises en concurrence dans un marché de produits et d'avoir la possibilité d'investir dans une technologie risquée. Une entreprise peut choisir d'investir plus tôt ou plus tard, lorsque les cours des actions révèlent la valeur de la technologie. La fuite d'informations introduit donc une option d'at

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40

Nishi, Hirofumi. "Market Efficiency, Arbitrage and the NYMEX Crude Oil Futures Market." Thesis, University of North Texas, 2016. https://digital.library.unt.edu/ark:/67531/metadc862846/.

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Since Engle and Granger formulated the concept of cointegration in 1987, the literature has extensively examined the unbiasedness of the commodity futures prices using the cointegration-based technique. Despite intense attention, many of the previous studies suffer from the contradicting empirical results. That is, the cointegration test and the stationarity test on the differential contradict each other. In marked contrast, my dissertation develops the no-arbitrage cost-of-carry model in the NYMEX light sweet crude oil futures market and tests stationarity of the spot-futures differential. It

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Cross, J. "Gold and its financial derivatives." Thesis, University of Nottingham, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.239416.

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Koulakiotis, Athanasios. "Three papers on European financial market integration." Thesis, Bangor University, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.252406.

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Gang, Jianhua. "Volatility analysis on macroeconomy and financial market." Thesis, University of York, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.542806.

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Sepahsalari, A. "Essays on labour market and financial frictions." Thesis, University College London (University of London), 2017. http://discovery.ucl.ac.uk/1559781/.

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This thesis studies the labour market consequences of financial frictions and investigates how the interaction between frictions in the labour and financial markets affects the job-finding decisions of unemployed workers as well as the job creation and layoff decisions of firms. In the first chapter, the focus is placed on the firm side to study how the interaction of frictions reduces the mobility of the labour force from unproductive to productive firms. It demonstrates that capital market tightening reduces the hiring of productive firms while, at the same time, labour market frictions caus

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Ibikunle, G. "Financial market microstructure of EU emissions futures." Thesis, University of East Anglia, 2012. https://ueaeprints.uea.ac.uk/39452/.

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46

Corrado, Charles J. "Nonparametric statistical methods in financial market research." Diss., The University of Arizona, 1988. http://hdl.handle.net/10150/184608.

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This dissertation presents an exploration of the use of nonparametric statistical methods based on ranks for use in financial market research. Applications to event study methodology and the estimation of security systematic risk are analyzed using a simulation methodology with actual daily security return data. The results indicate that procedures based on ranks are more efficient than normal theory procedures currently in common use.

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47

Povel, Paul. "Financial contracts, bankruptcy and product market competition." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/858/.

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This thesis consists of three self–contained game–theoretic analyses of the contractual relationship between borrowers and lenders. A key element of this relation concerning their strategic variables than their opponents. Optimal contracts for diﬀerent environments are derived and studied. They include ‘bankruptcy’ games, which are designed to structure the parties’ bargaining under certain circumstances. The ﬁrst chapter questions the idea that being a unique lender to a ﬁrm is better than sharing the lender’s role. Even borrowers with poor prospects will apply for loans, if their main goal i

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Tan, Bin. "Growth, financial development, market liquidity and risk." Thesis, Brunel University, 2010. http://bura.brunel.ac.uk/handle/2438/8205.

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This thesis,firstly, studies the impact of financial liberalization and political instability on economic growth and quantitatively examines the relative importance of the identified underling reasons of Argentine riddle by using an innovative econometric methodology and unique data set: it presents power ARCH estimates for Argentina from 1896 to 2000. The main results show that the long-run effect of financial liberalization on economic growth is positive while the short-run effect is negative, albeit substantially smaller. The political instability effects are substantially larger in the sho

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49

Huang, Shiyang. "Essays on information asymmetry in financial market." Thesis, London School of Economics and Political Science (University of London), 2014. http://etheses.lse.ac.uk/1063/.

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I study how asymmetric information affects the financial market in three papers. In the first paper, I study the joint determination of optimal contracts and equilibrium asset prices in an economy with multiple principal-agent pairs. Principals design optimal contracts that provide incentives for agents to acquire costly information. With agency problems, the agents’ compensation depends on the accuracy of their forecasts for asset prices and payoffs. Complementarities in information acquisition delegation arise as follows. As more principals hire agents to acquire information, asset prices be

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Ma, Yao. "Financial market predictions using Web mining approaches /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?CSED%202009%20MAY.

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