Mutual Fund Returns and Market Microstructure

Mutual Fund Returns and Market Microstructure
Author: Mark M. Carhart
Publisher:
Total Pages: 28
Release: 1999
Genre:
ISBN:

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Mutual Fund Returns and Market Microstructure
Language: en
Pages: 28
Authors: Mark M. Carhart
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Essays on Market Microstructure and Return Predictability of Mutual Funds
Language: en
Pages:
Authors: Ekaterina Serikova
Categories:
Type: BOOK - Published: 2020 - Publisher:

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This thesis contains three papers. Each paper addresses a distinct research question and is implemented on a separate dataset. The first paper concludes that da
Market Microstructure in Emerging and Developed Markets
Language: en
Pages: 758
Authors: H. Kent Baker
Categories: Business & Economics
Type: BOOK - Published: 2013-07-31 - Publisher: John Wiley & Sons

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A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatically in recent years due
Trading and Exchanges
Language: en
Pages: 664
Authors: Larry Harris
Categories: Business & Economics
Type: BOOK - Published: 2003 - Publisher: OUP USA

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Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock tr
Stock Market Liquidity
Language: en
Pages: 502
Authors: François-Serge Lhabitant
Categories: Business & Economics
Type: BOOK - Published: 2008-01-09 - Publisher: John Wiley & Sons

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Brings together today's best financial minds across the world to discuss the issue of liquidity in today's markets. It is often proxied by trade-based measures