Three essays on information risk

This dissertation contains three essays. The first essay develops an information risk measure that is based on the price discovery of large trades. This is motivated by the observation that informed traders prefer to trade in large size, so the price discovery of large trades would yield a more pr...

Full description

Saved in:
Bibliographic Details
Main Author: Qian, Xiao Lin
Other Authors: Hwang Chuan Yang
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Online Access:https://hdl.handle.net/10356/20859
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English