Hodgson, Allan Clement
A general result from theoretical and empirical research in financial market is that
information, market microstructure and trading clientele affect prices and trading
patterns. Previous research, however, concentrated mainly on larger well traded security
markets. This thesis extend this research to the thinly traded and informationally
dependent Australian All Ordinaries Index (AOI), the Share Price Index (SPI) future
contract and the arbitrage pricing series between these two markets....[Show more]
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