Browsing by Subject "price discovery"
Now showing items 1-4 of 4
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(2020-03-27)Quantitative methods, including Econometrics, Stochastic Simulation and Classifications with Statistical Machine Learning, are widely used in financial markets and applied economics studies. In this dissertation I investigate ...
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(2009-05-15)Insider trading may convey information to the market and promote accurate pricing of stocks. In this dissertation, I investigate insider trading at the turn of the century. In the first essay, I investigate insider trading ...
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(2019-05-02)Currently, the United States is a major supplier in the world peanut market. Using grower level monthly peanut price data from 1982-2018, this study estimates market integration and price discovery patterns among grower ...
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(2011-02-22)The dynamics of the U.S. and Canada natural gas spot markets are evolving through deregulation policies and technological advances. Economic theory suggests that these markets will be integrated. The key question is the ...