Three essays in intraday momentum, market efficiency and market liquidity

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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...

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Bibliographic Details
Main Author:	Khan, Ali Shakil
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2020
Subjects:	Intraday market efficiency Market liquidity Intraday momentum
Online Access:	https://eprints.nottingham.ac.uk/59754/

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