Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01ng451j33r| Title: | Do Stock Orders Flock Together? An Empirical Analysis of Order Arrival Rates Using Hawkes’ Self-Exciting Point Process |
| Authors: | Han, Hyuk Soo |
| Advisors: | Jurek, Jakub |
| Department: | Economics |
| Class Year: | 2010 |
| Extent: | 50 Pages |
| Other Identifiers: | 24833 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01ng451j33r |
| Location : | 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. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Economics, 1927-2020 |
Files in This Item:
There are no files associated with this item.
Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.