An Examination Of Program Trading Strategies and its Causality with Stock Market Volatility, 1987- 1998

Author/​Artist
Machado, Joseph Manuel John [Browse]
Format
Senior thesis
Language
English
Description
110 Pages

Details

Advisor(s)
Roell, Ailsa [Browse]
Department
Princeton University. Department of Economics [Browse]
Class year
1998
Restrictions note
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.

Supplementary Information