Grant: Doctoral Awards
Western University (The University of Western Ontario)
$20,000.00
High frequency costs of index front-running to Canadian investors
FY 2019-20
Program
Doctoral Awards
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
96619
Name nom
Liu, Fulei
Role rôle
Applicant
Amount montant
$20,000
Fiscal year exercice financier
2019
Institution
Western University (The University of Western Ontario)
Établissement
Western University (The University of Western Ontario)
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year année du concours
2018
Title titre
High frequency costs of index front-running to Canadian investors
Keywords mots clés
index front-running; high frequency data; financial econometrics; asset pricing
Program
Doctoral Awards
Programme
Bourses de doctorat
Discipline en
Financial Economics
Discipline fr
Économie financière
Main discipline
Economics
Discipline principale
Science économique
Area of research
Financial and Monetary Systems
Domaine de recherche
Systèmes financiers et monétaires
