{"id":108928,"date":"2011-06-06T00:00:00","date_gmt":"2011-06-06T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/trading-and-financial-market-efficiency-in-eighteenth-century-holland\/"},"modified":"2011-06-06T00:00:00","modified_gmt":"2011-06-06T00:00:00","slug":"trading-and-financial-market-efficiency-in-eighteenth-century-holland","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/historia-de-la-economia\/trading-and-financial-market-efficiency-in-eighteenth-century-holland\/","title":{"rendered":"Trading and financial market efficiency in eighteenth-century holland"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Peter Koudijs <\/strong><\/h2>\n<p>Este tesis estudia el negocio en acciones ingleses en el mercado de valores de amsterdam durante el siglo xviii. En cap\u00edtulo uno aplico la comunicaci\u00f3n primitiva de esa \u00e9poca para identificar el impacto de noticias sobre la volatilidad de cotizaciones de acciones. Observo que la llegada de noticias mediante barco a vela explica entre 30 y 50% de los movimientos en las cotizaciones de acciones ingleses en el mercado de amsterdam. En cap\u00edtulo dos ense\u00f1o que en amsterdam se utiliz\u00f3 informaci\u00f3n privada sobre las acciones ingleses. Muestro una correlaci\u00f3n entre los movimientos en las cotizaciones de amsterdam y londres, incluso cuando no hay intercambio de informaci\u00f3n entre los dos mercados. En el \u00faltimo cap\u00edtulo (junto con hans-joachim voth) estudiamos el impacto de transacciones forzados en amsterdam sobre las cotizaciones. Mostramos que las cotizaciones responden notablemente a noticias sobre la necesidad de negociar, pero que las transacciones forzados fueron aplazadas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Trading and financial market efficiency in eighteenth-century holland<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Trading and financial market efficiency in eighteenth-century holland <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Peter Koudijs <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pompeu fabra<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 06\/06\/2011<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Hans Joachim Voth<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: jaume Ventura fontanet <\/li>\n<li>harry Garretsen (vocal)<\/li>\n<li>  (vocal)<\/li>\n<li>  (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Peter Koudijs Este tesis estudia el negocio en acciones ingleses en el mercado de valores de amsterdam [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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