Three essays in securities market microstructure and interest rates
Capital Markets CRC PhD Scholarship
NASDAQ OMX Group
There is a growing body of research on the impact of foreign investors on domestic financial markets. In particular, there is an emphasis on the impact of foreign funds flow (e.g. hot-money) which can potentially destabilize financial markets and the informativeness of their trades. Using a unique data set that captures the intricate trading behavior of international institutional investors, Eugenio’s current research examines their behavior on the Australian financial markets during the global financial crisis.