High frequency trading enables real-time control of outputs. However, sampling techniques
in traditional statistical process control may be too slow for to detect rapid changes in market …

This paper examines the international portfolio flows of European Union. Our analysis
includes three dimensions:(1) the level of countries portfolio investment concentration (those …

In this article, the authors use a quantitative approach to compare different alternative beta
strategies, based on statistical relationships among their returns. Using correlations …

The authors study the time-dependent relationship between alternative beta strategies and
the Fama-French factors. It is widely believed that the excess performance of alternative beta …

English This thesis studies financial markets and the information we can obtain from
observing the actions of financial market participants. In the first chapter, I study how the …