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Theses and Dissertations

This collection contains theses and dissertations of graduate students of the University of Alberta. The collection contains a very large number of theses electronically available that were granted from 1947 to 2009, 90% of theses granted from 2009-2014, and 100% of theses granted from April 2014 to the present (as long as the theses are not under temporary embargo by agreement with the Faculty of Graduate and Postdoctoral Studies). IMPORTANT NOTE: To conduct a comprehensive search of all UofA theses granted and in University of Alberta Libraries collections, search the library catalogue at www.library.ualberta.ca - you may search by Author, Title, Keyword, or search by Department.
To retrieve all theses and dissertations associated with a specific department from the library catalogue, choose 'Advanced' and keyword search "university of alberta dept of english" OR "university of alberta department of english" (for example). Past graduates who wish to have their thesis or dissertation added to this collection can contact us at erahelp@ualberta.ca.

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Results for "Probability Distributions on a Circle"

Supervisors: Aditya Kaul, Finance

  • Trade Size and the Changing Nature of Price Formation

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    Fall 2017

    Al-Haji, Ahmad

    Trading patterns in US financial markets have undergone significant changes in the past two decades. Using a 21-year (1993-2013) sample of intraday data, this thesis documents the ways in which the size distribution of trades—that is, the distribution of trades based on their dollar value—has

    trades. The results of my test point in the direction of this conjecture. I also test whether a temporary increase in information-based trading shifts the distribution of trades toward smaller transactions. I classify stocks according to their probability of information-based trading (PIN) values during

    changed over this period and examines changes in the price impact of trades and activities of informed traders. Chapter 1 examines changes in trading activity and quantifies changes in the size distribution of trades between 1993 and 2013. On average, the daily trading volume per stock increased from

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