Topics in empirical market microstructure [Elektronische Ressource] : measuring the informational content of order flow / vorgelegt von Oliver Wünsche

Topics in Empirical Market Microstructure:Measuring the Informational Content of Order FlowInaugural-Dissertationzur Erlangung des Doktorgradesder Wirtschaftswissenschaftlichen Fakult¨atder Eberhard-Karls-Universit¨at Tu¨bingenvorgelegt vonOliver Wu¨nscheaus L¨obau2010Dekanin: Prof. Dr. rer. pol. Kerstin PullErstberichterstatter: Prof. Dr. rer. pol. Joachim GrammigZweitberichterstatter: Prof. Dr.-Ing. Rainer Scho¨belTag der mu¨ndlichen Pru¨fung: 14. August 2008AcknowledgmentsAlthough there is a page to be submitted stressing out that this thesis is solely the authorsown work (except of course potential co-authors), alot of people are involved in the evolutionofthefinalpaper. Somearedirectlyinvolved throughsubjectmatterdiscussionsorinvarioussupport functions while some had a rather indirect effect. I could probably write a separatethesis naming all the people who I am grateful to. However, I rather focus to name a fewthat, I believe, had the most significant impact on this work.First and foremost, I want to thank my supervisor Joachim Grammig for all the supportand patience throughout my time in Tu¨bingen University. I learned a lot from you, Jo,far beyond the academic context. I would also like to thank my colleagues Robert Jung,KerstinKehrle, RamonaMaier, LuisHuergo, FranziskaPeter, ThomasDimpfl,PeterSchmidtas well as my co-author Erik Theissen for all their constructive feedback during numerouspresentationsandbrain-stormingsfromwhichIheavilybenefitted.