Volatility in Financial Markets: The Impact of the Global.
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THE UNIVERSITY OF HULL Stock Markets, Financial Development and Economic Growth in Sub-Saharan Africa A Thesis submitted for the Degree of Doctor of Philosophy in Economics at the University of Hull By Seif R. Muba Bachelor of Accounting and Finance (Mzumbe University, Tanzania) MSc.
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Impact of low latency trading on market liquidity: We study the impact of low latency trading on market liquidity using a natural experiment at National Stock Exchange of India. We find that introduction of co-location facilities leads to a significant improvement in market liquidity; quoted spreads and effective spreads decline across all stocks.
This thesis is an empirical study of the volatility and correlation in financial markets, and consists of two parts: The first part is on econometric modeling of the volatility and correlation (Chapter 1). The second part is on the pricing implication of the correlation and volatility as risk factors (Chapter 2 and 3). The thesis begins with proposing a regime-switching multivariate GARCH.
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Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis.. Thesis for: PhD, Advisor: Md Abdul Wadud. of efficiency and volatility of the stock market in.
This thesis decomposes the UK market volatility into short- and long-run components using the EGARCH component model and examines the cross-sectional prices of the two components. The empirical results suggest that these two components are significantly priced in the cross-section and the negative risk premia are consistent with the existing literature.
This thesis comprises three essays. The first essay examines the effect of federal funds rate surprises on implied stock market volatility using U.S. data. While volatility is measured using two popular implied volatility indices (VIX and VXO indexes), different techniques are employed to measure federal funds rate surprises from federal funds futures data at the daily and monthly frequencies.
