| Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.498791 |
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| Title: | Essays on the role of time, volume and velocity in futures market microstructure : evidence from the Mexican derivatives exchange | ||||
| Author: | McFarlane, Lavern |
ISNI:
0000 0004 2669 5074
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| Awarding Body: | University of Manchester | ||||
| Current Institution: | University of Manchester | ||||
| Date of Award: | 2009 | ||||
| Availability of Full Text: |
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| Abstract: | |||||
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This thesis consists of three essays that examine several market microstructure hypotheses in the context of an emerging futures market, with a particular emphasis on understanding: (i) the price impact of various trading variables and (ii) the role of time in the trading process.
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| Supervisor: | Not available | Sponsor: | Not available | ||
| Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||
| EThOS ID: | uk.bl.ethos.498791 | DOI: | Not available | ||
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