Dynamics of Price Formation in Financial Markets

Authors	P.W. van Hasselt
Supervisors	A.W.A. Boot
Award date	10-09-1999
Publisher	Amsterdam: Thela Thesis
Organisations	Faculty of Economics and Business (FEB) - Amsterdam Business School Research Institute (ABS-RI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam Faculteit Ec + Ec'trie
Downloads	Thesis Cover Titlepage Acknowledgements Contents 1: Introduction and Outline 2: Models of Intertemporal Trade under Information Asymmetry 3: A Multi-Period Multi-Asset Noisy Rational Expectations Equilibrium 4: On the Impact of Information Friction in Re-Trade Economies 5: Market Development under Costly Information 6: On Technical Analysis and Time Series Properties of Asset Returns 7: Market Failure in the Presence of Technical Analysts 8: Summary and Conclusion 9: Samenvatting (Summary in Dutch) References Cover
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