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Topics on market microstructure and asset pricing using intraday data from the Oslo stock market.
(Doctoral thesis; Doktorgradsavhandling, 2017-08-23)
What drives asset prices in the financial market? How can we predict these prices? Finding the relationship between different factors or between different variables could help to answer these questions. First, links between asset pricing models and other market microstructure variables can be used to investigate sources to explain asset prices. Second, rapid changes in the microstructure ...