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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
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
Type of Material: Princeton University Senior Theses
Appears in Collections:Economics, 1927-2017

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