On Liquidity around Large-Block Trades: Upstairs Trading Mechanisms, Price Impacts and Common Factors Chwen Chwen Chen Submitted for the degree of Ph.D. in Economics University of Lugano, Switzerland Accepted ...
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...On liquidity around large block trades upstairs trading mechanisms price impacts and common factors chwen chen submitted for the degree of ph d in economics university lugano switzerland accepted recommendation prof g barone adesi f degeorge m murgia bolzano november to my parents pie tommino ogni schema ordinato tendente a comporre il modello della vita umana e necessario introdurre una certa dose di anarchia russell bertrand scritti loso ci tutto questione misura anonimo acknowledgments manypeople deserve thanks their part creating this thesis i am grateful profes sors committe comments suggestions improve dissertation would like thank professor giovanni supervisor his encouragements guidance through phd program humanity understanding problems helped me acquire alternative perspectives doing research professors francoise maurizio especially providing helpful insights vision that improved quality work also aditya kaul at alberta canada giulio cifarelli florence italy who has been high...