Sökning: "Yuna liu"
Hittade 1 avhandling innehållade orden Yuna liu.
1. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market CorrelationsDetta är en avhandling från Umeå : Umeå University
Sammanfattning : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. LÄS MER