The investigation of the market disequilibrium in the stock market

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The investigation of the market disequilibrium in the stock market

This thesis investigated stock market disequilibrium focusing on two topics: the impact of multiple market makers on the market disequilibrium at the market microstructure level, and the detection of the long-run market disequilibrium in the context of bubbles and the changes in transition probabili...

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Bibliographic Details
Main Author:	Park, Jin Suk
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2013
Subjects:	market disequilibrium market microstructure market maker duration dependence survival analysis structural break stock price bubbles.
Online Access:	https://eprints.nottingham.ac.uk/13166/

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