spb/phd_thesis Public
PhD thesis — Three essays on high-frequency return and volatility dynamics in commodities and financial futures markets (Université Laval).
TeX 100%
1\clearpage2\section*{Tables}3\addcontentsline{toc}{section}{Tables}45% Table 1: Descriptive Statistics - 1-Minute Returns6\input{tables/tableD1_desc_1min_returns.tex}78% Table 2: Descriptive Statistics - Rolling Realized Measures9\input{tables/tableD3_desc_rolling.tex}1011% Table 3-4: Panel Regressions (Main Results: log(RV) on Stance and Novelty)12\input{tables/tableP_panel_logrv_stance.tex}13\input{tables/tableP_panel_logrv_novelty.tex}1415% Table 5-9: Event-Level Regressions (Main Results)16\input{tables/tableR_delta_rv_30min.tex}17\input{tables/tableR_delta_log_rv_30min.tex}18\input{tables/tableR_delta_beta_30min.tex}1920% Table 10-11: IRF Tables (Main Results: Stance and Novelty on Returns)21\input{tables/tableR_irf_stance_ret_h.tex}22\input{tables/tableR_irf_novelty_ret_h.tex}23\input{tables/tableR_irf_stance_x_novelty_ret_h.tex}2425% Table 12-13: IRF Tables (Main Results: Abnormal Returns)26\input{tables/tableR_irf_stance_abn_h.tex}27\input{tables/tableR_irf_novelty_abn_h.tex}28\input{tables/tableR_irf_stance_x_novelty_abn_h.tex}2930% Table 14-15: Multi-Method Robustness (Split into two manageable tables)31\input{tables/tableR_robustness_30min_A.tex}32\input{tables/tableR_robustness_30min_B.tex}3334