Where is the market? [Elektronische Ressource] : three econometric approaches to measure contributions to price discovery / vorgelegt von Franziska Julia Peter

Where is the Market?Three Econometric Approaches to Measure Contributions to PriceDiscoveryInaugural-Dissertationzur Erlangung des Doktorgradesder Wirtschafts- und Sozialwissenschaftlichen Fakulta¨tder Eberhard-Karls-Universita¨t Tu¨bingenvorgelegt vonFranziska Julia Peteraus Stuttgart2011Dekan: Professor Dr. rer. soc. Josef SchmidErstberichterstatter: Professor Dr. rer. pol. Joachim GrammigZweitberichterstatter: Professor Dr. rer. pol. Martin BiewenTag der mu¨ndlichen Pru¨fung: 01. April 2011To whom, if not to you.AcknowledgementsThanks to my parents for their never-ending support and trust,To my little sister for teaching me how to surf the waves,To my brothers, for finally remembering my birthday,And to my grandparents for being wise and open-minded.Thanks to my supervisor for picking me up from the econometric gutter,Shoving me into conferences all around the world,Andmakingmerealize that“Sowhat?” isnot anappropriate answertoastupidquestion.Thanks to my co-authors for enduring to work with me,To Jo, for making up new words and teaching me the importance of being persistent,To Kerstin, my kindred spirit, for the scarves and always calling back.