Variations in the degree of asymmetric information associated with trading in multiple marketplaces, integer price clustering, and dynamic hedging of options
Subtitle: an empirical intraday analysis
By: Andrew Thomas Gardner
Published: 1993
Language: eng
Number of pages: 151
Notes: Department: Economics.

Thesis (Ph. D.)--Columbia University, 1993.

Includes bibliographical references (leaves 99-102).