Revealing financial interactions

Hang Sun

Research output: ThesisDoctoral ThesisExternal prepared

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Abstract

This research focuses on understanding the mechanism of financial phenomena in asset markets, such as recent price bubbles in global commodity markets, and the contagion of financial crisis in the Eurozone. Hang Sun develops novel methodologies to analyze how the interactions among investors and different markets affect commodity and stock prices. With these analyses, he finds the recent price volatilities in commodity markets can be partly attributed to the co-existence of different investor groups that employ sub-rational trading strategies. He also reveals how the network of mutual influences among different European stock markets changes during the Eurozone crises.
Original languageEnglish
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Bos, Jaap, Supervisor
  • Mauricio Rodrigues, Paulo, Advisor
Award date5 Jul 2017
Place of PublicationMaastricht
Publisher
Print ISBNs9789090303963
DOIs
Publication statusPublished - 2017

Keywords

  • asset markets
  • price bubbles
  • commodity
  • stock prices

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