Market Microstructure and Modeling of the Trading Flow

A little over 25 years ago a graduate student, who had previously studied mathematics, econometrics and philosophy of science in Paris and had worked at INSEE, turned up in my office. He had just finished his studies with us, with perfect grades, and he wanted to work on a doctoral thesis. He had a straightforward project in mind: to rewrite Hollis and Nell's Rational Economic Man (1975). It was a great book, he said, but focused on the wrong target. It was not so much economic theory that was distorted and undermined by the assumption of rational economic agents as it was econometrics. That was where the real problem lay. The arguments should be adapted and redirected before econometrics got lost any further in a morass of misspecifications and unrealistic assumptions. Quite a project! But Karim was persistent and I decided he was right. So we began work, and now Rational Economic Man (it was always 'man'; feminist economics has generally been free of 'rational' fundamentalism) has become Rational Econometric Man. It took a long time, but we hope it's worth it!

2018

, comments, discussions, edits and encouragement during my PhD. We are a team, and I couldn't have made it without you. This arduous and exciting journey would also not have happened without the unconditional love and support from my parents, who fostered in me this eager curiosity and desire to continuously learn and understand the world. Thank you for providing me the foundations to achieve my goals and for all the opportunities you gave me. To my advisor, Professor Geoffrey Hewings: I am still humbled that you accepted me at REAL when we first met back in 2010. Ever since then you have been more than an advisor, but a true friend. I know I would not be here if it were not for you. Thank you for guiding me, advocating for me, supporting all my research ideas, and for all the time, money (and coffees) you spent on me. You are incredibly inspiring as a researcher and a human being, and I am so honored (and lucky) to have you as a mentor. I will never be able to repay you for everything you gave me, but I promise to do my best to make you proud and reflect the teacher, researcher and person you showed to me how to be. Professor Sandy Dall'Erba, I was so lucky to have crossed paths with you. These past years working together in so many projects have taught me so much. Words cannot express my gratitude for your presence in my academic career, and for all your constant efforts supporting me, advocating for me in so many different instances, nominating me to awards, and relentlessly recommending me. Thank you. Professor Hayri Onal, thank you for your classes, discussions and for always proposing new exciting ideas when we meet. I deeply appreciate all your comments and suggestions for this dissertation, and I was thrilled to have you in my committee. v A special thank you also goes to Professor Yasuhide Okuyama, for accepting to be in my dissertation committee and for all the discussions we had throughout the years, since we met back in 2011 at the International Input-Output conference in Alexandria. It was such an invaluable experience having someone with your level of expertise commenting on and guiding my dissertation. Professor Kathy Baylis, thank you for being a great teacher and co-author, and for always being welcoming and excited about new research ideas. Thank you for supporting and incentivizing my interdisciplinary side and for advocating for me during all these years. Since the path towards obtaining my PhD actually started at the University of São Paulo, with Professor Joaquim J. M. Guilhoto, I thank him for introducing me to the field of inputoutput analysis, for mentoring and incentivizing my research, and for his friendship and constant support. Another fundamental contributor in my undergraduate years in Brazil was Professor Edgar Cornacchione, who gave the opportunity to spend a semester at the University of Illinois back in my senior year, whom I thank for this life changing experience. Oh, those good old initial years of the PhD… long hours of studying, stress and little sleep… I couldn't have endured it without the friendship and support of my cohort. I would like to specially thank Andrés Ham Gonzales,

The completion of a doctoral thesis is no easy task. It was a challenge I took, partly knowing what lay ahead of me and partly not knowing. Being an academic by profession, completing my PhD was my ultimate dream and I am glad I was able to make this dream come true with the support and guidance of some incredibly wonderful people to whom I am indebted forever. To my main supervisor at Lincoln University, Dr Anthony Brien, words cannot express how grateful I am to you for the continuous support and direction you have provided me with throughout this whole journey. Your words of encouragement and wisdom not only in completing my thesis but also in balancing my personal and student life have helped me tremendously. You have facilitated me as a supervisor and guided me as a mentor. Thank you for believing in me and for making me believe that I was capable of crossing the finishing line irrespective of the tough times I encountered during this journey. To my associate supervisor, Ms. Suzanne Trafford, thank you for stepping-up for me during difficult times. I would have been devastated if not for your support. Thank you for all the cheering up and mentoring when I needed it the most. With due respect to my research participants and supervisory team, the people I am most grateful and indebted to for supporting me in undertaking this thesis, and the most important people in my life, are my family members. To my husband, Buddhika Wijesundara, I thank you for being there for me through thick and thin, for supporting me and for being there for me always. Your support over the years has taken much time away from us as a family. I know you have sacrificed four years of your time for me and not complained once. I also know I haven't been able to support you enough and I have failed to stand by you at times you needed my support the most. Yet, you have always encouraged me with my passion, given me space and backed me in achieving my goals. I apologize for all the grumpiness and grouchiness you had to put up with every time I was stressed over thesis writing. Words fail to express how much honour-bound I am to you. Finally, I am forever appreciative of my beloved parents for believing in me and for trusting me throughout. Thank you for all the encouragement and moral support you have

2008

Achieving such a high quality of proceedings would have been impossible without the huge work that was undertaken by the International Program Committee members. We take this opportunity to thank them for their great support and cooperation.

Journal of Research in Music Education

Beethoven is credited with saying "Music is a higher revelation than all wisdom and philosophy." With that, we could stop right now, but that would make this talk a bit too short. It is important to begin by recognizing some important people. I appreciate the National Executive Board of NAfME, the Music Education Research Council and its Executive Committee, as well as all the members of the Society for Research in Music Education for supporting my nomination. I especially want to thank my skilled colleague and friend Deborah Confredo. She wrote a remarkable nomination letter for this award. It is an honor for me to be named among this award's previous recipients. As an undergraduate in the early 1970s, I assisted a doctoral student, Michael Wagner. My job was as a "technology" aide to him. At that time, our job was mostly to make sure that the stereos were hooked up and the power cords were plugged in. Yes, this was the time of phonograph players, a little machine that was about this size that turned around and around, on which you placed a vinyl disk, and a needle sat on it to transfer the waveforms through an amplifier to speakers. We also made sure that the equipment was turned on, a problem many times. Mike helped me to begin thinking about music education and how it does or does not function. Along with this work, I also helped some other doctoral students with technology in their research. In my master's work, Clifford Madsen directed the thesis. Later, after teaching a bit, I was fortunate to work with Cornelia Yarbrough on my doctorate and beyond; strangely, I assisted her with some technology when she worked on her dissertation. Cornelia taught me a great deal about education, research, and life in general. She is responsible for so many good things that have happened to me. What would we do

2006

Hannes and Elsa Nigrini, my parents, tutors and fellow sojourners-thank you for love and hope-loving me so that I learned how to see the footprints of God and fellow human beings and discover how to valuate the physical-organic cosmos. Thank you for the effort that has been put into making this a reality. To my brother, Morné Nigrini and his wife Jeanette, thank you for many prayers and words of encouragement. All my Alma Maters, lecturers and friends and students-it was and remains a privilege to be associated with you. Thank you for all the prayers and words of encouragement, and for agreeing to disagree. Prof WJ Hattingh who believes in me-thank you. May our respective dreams come true. My mentor, Professor E van Niekerk-Ras, thank you for the many pointers, clues and cues of grace and patience you shared with me in formulating my theory of faith even when we experienced a so-called cul-de-sac. Surely it will not be in vain. Susan for supported trust and continuous encouragement. Anne Lombard for constant motivation and prayers. This phase or episode in my life is dedicated to all my fellows in life, but especially to me. I am worth it-and what a journey it was. I have discovered from my grandmother, Susan Marais that sometimes you have to dance in red. God Triune, you who have many names-for your faith, encouragement and organic inspiration, thank you for life and my journeys. All glory belongs to you, and the works of your hands do proclaim it. iii DECLARATION I declare that Kenosis and Identity: Pneumatological Pointers is my own work and that all sources that I have used or quoted have been indicated and acknowledged by means of complete references.

My most sincere appreciations go to all my wonderful lecturers at London South Bank University. My supervisor, Professor Gaim Kibreab for your wonderful guidance throughout this research. I appreciate your kindness and patience and all the late night calls you had to endure just so I could be on the right part. God bless you Sir. To Hitendra Solanki. Dr. Seun Kolade I say a big thank you for all the wonderful and exciting engagements we had in class. You made my search for knowledge fun. To Markella Papadouli, words cannot express my immense gratitude to you for the many advice and goodwill. Your apt response to all my numerous request for references is appreciated. I say Thank You Sincere appreciation goes to my family who believed in me, encouraged me and above all financed my education. I owe you a world of gratitude. I really love you. To Naana Valerie and Ibrahim Sakip, you guys are more than a family. Your proof reading, constructive criticism pushed me to do better than I could ever do. Indeed STAAGA rocks. I owe you guys!!! To Shamsudeen Dewan and Bola Ayeni. You are more than course mates. You are brothers. I say Geggegegegegegegegeg!!!!!!!! Finally, to my very beloved Reenie. You have been a part of this from the very beginning. Your prayers, never ending love and encouragement when all seems lost can never be forgotten. Thank You

1999

vi also, just as importantly, for his patience. His enthusiasm is contagious and his nontraditional teaching methods inspire me. With another advisor, I might never have completed this degree. I am indebted to the other faculty members on my committee a s w ell. Professor Garsia pointed me to important papers and o ered valuable insights at several points in my research, and his courses have helped me to understand the beauty o f both bijective and manipulatoric" proofs. His Involution Principle was obviously an important foundation for my research, without which m y o wn results would not have been possible. Professor Haiman's applied algebra" qualifying class introduced me to combinatorics, and he suggested ways that my research might relate to questions he and other combinatorists investigate. Professor Terras has been an un agging source of encouragement, inspiration, and advice. Professor Bellare was my supervisor for one of my f a v orite TAing assignments at UCSD and also suggested future directions for my career. In addition to my committee, courses and papers from, and discussions with, Professor Je Remmel w ere instrumental in developing some of these ideas. Discussions with Glenn Tesler also responsible for the macro, Jeb Willenbring, and Mike Zabrocki aided in my understanding of the subject. Mike Zabrocki actually read my rst rough draft of the thesis and o ered dozens of helpful suggestions. Furthermore, the Math Department sta was of great assistance on numerous occasions, so I thank