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}34% Table 1: Descriptive Statistics - 1-Minute Returns5\input{chapitre3/tables/tableD1_desc_1min_returns.tex}67% Table 2: Descriptive Statistics - Rolling Realized Measures8\input{chapitre3/tables/tableD3_desc_rolling.tex}910% Table 3-4: Panel Regressions (Main Results: log(RV) on Stance and Novelty)11\input{chapitre3/tables/tableP_panel_logrv_stance.tex}12\input{chapitre3/tables/tableP_panel_logrv_novelty.tex}1314% Table 5-9: Event-Level Regressions (Main Results)15\input{chapitre3/tables/tableR_delta_rv_30min.tex}16\input{chapitre3/tables/tableR_delta_log_rv_30min.tex}17\input{chapitre3/tables/tableR_delta_beta_30min.tex}1819% Table 10-11: IRF Tables (Main Results: Stance and Novelty on Returns)20\input{chapitre3/tables/tableR_irf_stance_ret_h.tex}21\input{chapitre3/tables/tableR_irf_novelty_ret_h.tex}22\input{chapitre3/tables/tableR_irf_stance_x_novelty_ret_h.tex}2324% Table 12-13: IRF Tables (Main Results: Abnormal Returns)25\input{chapitre3/tables/tableR_irf_stance_abn_h.tex}26\input{chapitre3/tables/tableR_irf_novelty_abn_h.tex}27\input{chapitre3/tables/tableR_irf_stance_x_novelty_abn_h.tex}2829% Table 14-15: Multi-Method Robustness (Split into two manageable tables)30\input{chapitre3/tables/tableR_robustness_30min_A.tex}31\input{chapitre3/tables/tableR_robustness_30min_B.tex}3233