| LDR | | 02180nmm uu200409 4500 |
| 001 | | 000000332301 |
| 005 | | 20240805170541 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438152755 |
| 035 | |
▼a (MiAaPQ)AAI10751931 |
| 035 | |
▼a (MiAaPQ)uiowa:15610 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
| 082 | 0 |
▼a 658 |
| 100 | 1 |
▼a Swaney, Colin. |
| 245 | 10 |
▼a Essays in Empirical Finance with Latent Structure Modeling. |
| 260 | |
▼a [S.l.] :
▼b The University of Iowa.,
▼c 2018 |
| 260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
| 300 | |
▼a 120 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A. |
| 500 | |
▼a Adviser: Artem Durnev. |
| 502 | 1 |
▼a Thesis (Ph.D.)--The University of Iowa, 2018. |
| 520 | |
▼a This thesis consists of three essays that attempt to provide novel empirical analyses of important problems in finance. The first essay deals with the returns of actively managed mutual funds |
| 520 | |
▼a Evaluating the performance of actively managed equity mutual funds is among the most important topics in the field of finance. In the first chapter, I present a new assessment of the stock picking ability of actively managed funds that accounts |
| 520 | |
▼a The second chapter begins a study of high-frequency limit order book data. With a view towards exploring the information content of limit orders, as opposed to market orders, I propose a factor model of order book shape. I start by building a un |
| 520 | |
▼a In the third chapter, I explore a continuous-time, event-driven model of limit order book dynamics. It is the first analysis of its kind to examine the microstructure of a broad cross-section of markets, as well as the first to introduce a Bayes |
| 590 | |
▼a School code: 0096. |
| 650 | 4 |
▼a Finance. |
| 690 | |
▼a 0508 |
| 710 | 20 |
▼a The University of Iowa.
▼b Business Administration. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 79-12A(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0096 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997205
▼n KERIS |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a 관리자 |