Honours theses: Recent submissions
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STATISTICAL AND ECONOMIC TESTS OF EFFICIENCY IN THE ENGLISH PREMIER LEAGUE SOCCER BETTING MARKET
Published 2009-02-26This thesis investigates the weak and semi-strong form efficiency of the fixed odds English Premier League soccer betting market between 2002-03 and 2007-08. Recent structural changes – including a reduction in taxes, and ...Open AccessThesis, Honours -
The Dynamics of Bid and Ask Quotes Set by a Heterogeneously Informed Market Maker
Published 2009-02-26This paper studies the effects superiorly informed market makers have on the price formation process. Two models are developed in which the market maker receives some informative signal. In one version, the market maker ...Open AccessThesis, Honours -
Order Placement and Performance: A Comparative Analysis of Institutional and Retail Traders
Published 2009-02-26This thesis seeks to identify systematic differences in the order placement of institutional and retail traders in the Australian market. With institutions exhibiting a greater awareness of market conditions, this analysis ...Open AccessThesis, Honours -
Does market depth concentration matter? Evidence from the Australian Stock Exchange
Published 2009-02-26In considering the behaviour of market participants, this paper introduces a new variable into the model for the determinants of institutional trading costs. By using an ex-ante measure of the concentration in the opposite-side ...Open AccessThesis, Honours -
THE IMPACT OF BLOCKS TRADES IN THE UNDERLYING MARKET ON OPTION PRICES: EVIDENCE FROM THE ASX
Published 2009-02-26This dissertation examines the impact a block trade in the underlying stock market has on options listed on that stock in the options market. There is significant debate in previous literature in regards to which market ...Open AccessThesis, Honours