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Week 4 - Summary of all Articles

Madhavan, A. (2012). Exchange-traded Funds, Market Structure, and the Flash Crash, Financial Analyst; Harvey, C., Siddique, A. (2000). Conditional Skewness in Asset Pricing Tests; Barberis, N., Mukherjee, A., and Wang, B. (2016). Prospect Theory and Stock Returns An Empirical Test,; Frank de Jong

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Extensive summary - Exchange-Traded Funds, Market Structure, and the Flash Crash Ananth Madhavan 2012

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This is an extensive summary. In this summary you can find a sentence or two about each graph and figure based on the authors conclusion. Mainly, it contains some important aspects from the paper. I took out of the article the main important parts.

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Extensive Summary - Conditional Skewness in Asset Pricing Tests Campbell R. Harvey and Akhtar Siddique JUNE 2000

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This is an extensive summary. The research questions are explained, the underlying intuition my comment about it is provided and the main methodology is given. In this summary you can find a sentence or two about each graph and figure based on the authors conclusion. I also added some comments from ...

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Short Summary - Conditional Skewness in Asset Pricing Tests CAMPBELL R. HARVEY and AKHTAR SIDDIQ JUNE 2000

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This is a shorter version of the extensive summary. Here you can have a "to the point" explanation just with a description of the important graphs and with less elaboration.

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Extensive Summary - Prospect Theory and Stock Returns An Empirical Test Nicholas Barberis

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This is an extensive summary. The research questions are explained, the underlying intuition, my comment about it, is provided and the main methodology is given. In this summary you can find a sentence or two about each graph and figure based on the authors conclusion. I also added some comments fro...

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Summary of the Article The Microstructure of Financial Markets Frank_de_Jong,_Barbara_Rindi

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This is a book actually. I summarized a little bit what is important and what was on the slides.

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