Three essays in intraday momentum, market efficiency and market liquidity
This thesis is composed of three essays which aim to provide a better understanding of intraday market momentum, market efficiency and market liquidity in international markets. These aspects are under researched in international stock markets, particularly in the Chinese stock markets. These issues...
| Main Author: | |
|---|---|
| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/59754/ |