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You searched for subject:(Asset Pricing). Showing records 1 – 30 of 438 total matches.

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University of Rochester

1. Vitanza, Justin (1985 - ); Schwert, G. William (1950 - ). Informed trading in options markets and its information value.

Degree: PhD, 2015, University of Rochester

 In this paper, I present evidence that informed traders represent a large enough portion of option market activity to impact market prices. By entering the… (more)

Subjects/Keywords: Asset pricing

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APA (6th Edition):

Vitanza, Justin (1985 - ); Schwert, G. W. (. -. ). (2015). Informed trading in options markets and its information value. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/30155

Chicago Manual of Style (16th Edition):

Vitanza, Justin (1985 - ); Schwert, G William (1950 - ). “Informed trading in options markets and its information value.” 2015. Doctoral Dissertation, University of Rochester. Accessed September 20, 2020. http://hdl.handle.net/1802/30155.

MLA Handbook (7th Edition):

Vitanza, Justin (1985 - ); Schwert, G William (1950 - ). “Informed trading in options markets and its information value.” 2015. Web. 20 Sep 2020.

Vancouver:

Vitanza, Justin (1985 - ); Schwert GW(-). Informed trading in options markets and its information value. [Internet] [Doctoral dissertation]. University of Rochester; 2015. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1802/30155.

Council of Science Editors:

Vitanza, Justin (1985 - ); Schwert GW(-). Informed trading in options markets and its information value. [Doctoral Dissertation]. University of Rochester; 2015. Available from: http://hdl.handle.net/1802/30155


University of Manitoba

2. Zhou, Ji. Three essays on asset pricing.

Degree: Management, 2016, University of Manitoba

 This thesis consists of three essays. In the first essay, we derive a pricing kernel for a continuous-time long-run risks (LRR) economy with the Epstein-Zin… (more)

Subjects/Keywords: Asset Pricing

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APA (6th Edition):

Zhou, J. (2016). Three essays on asset pricing. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31592

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhou, Ji. “Three essays on asset pricing.” 2016. Thesis, University of Manitoba. Accessed September 20, 2020. http://hdl.handle.net/1993/31592.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhou, Ji. “Three essays on asset pricing.” 2016. Web. 20 Sep 2020.

Vancouver:

Zhou J. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2016. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1993/31592.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhou J. Three essays on asset pricing. [Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31592

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manitoba

3. Li, Shi. Three essays on asset pricing.

Degree: Management, 2020, University of Manitoba

 This dissertation consists of three essays on asset pricing. The first essay examines the return information conveyed by a firm’s dividend deviation, defined as the… (more)

Subjects/Keywords: asset pricing

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APA (6th Edition):

Li, S. (2020). Three essays on asset pricing. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/34658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Shi. “Three essays on asset pricing.” 2020. Thesis, University of Manitoba. Accessed September 20, 2020. http://hdl.handle.net/1993/34658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Shi. “Three essays on asset pricing.” 2020. Web. 20 Sep 2020.

Vancouver:

Li S. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2020. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1993/34658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li S. Three essays on asset pricing. [Thesis]. University of Manitoba; 2020. Available from: http://hdl.handle.net/1993/34658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Queens University

4. Barr, David. Momentum: A Rational Interpretation .

Degree: Management, 2016, Queens University

 In this thesis, I examine existing theories that attempt to explain the asset pricing phenomenon known as momentum. I revisit the seminal work of Chordia… (more)

Subjects/Keywords: Momentum ; Asset Pricing

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APA (6th Edition):

Barr, D. (2016). Momentum: A Rational Interpretation . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/13918

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Barr, David. “Momentum: A Rational Interpretation .” 2016. Thesis, Queens University. Accessed September 20, 2020. http://hdl.handle.net/1974/13918.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Barr, David. “Momentum: A Rational Interpretation .” 2016. Web. 20 Sep 2020.

Vancouver:

Barr D. Momentum: A Rational Interpretation . [Internet] [Thesis]. Queens University; 2016. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1974/13918.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Barr D. Momentum: A Rational Interpretation . [Thesis]. Queens University; 2016. Available from: http://hdl.handle.net/1974/13918

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Australian National University

5. Nardi, Flavio. Two Essays in Empirical Asset Pricing .

Degree: 2017, Australian National University

 This thesis includes two research papers in the area of empirical asset pricing. In the first research paper titled "Option implied moments and risk aversion",… (more)

Subjects/Keywords: Empirical asset pricing

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APA (6th Edition):

Nardi, F. (2017). Two Essays in Empirical Asset Pricing . (Thesis). Australian National University. Retrieved from http://hdl.handle.net/1885/133863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nardi, Flavio. “Two Essays in Empirical Asset Pricing .” 2017. Thesis, Australian National University. Accessed September 20, 2020. http://hdl.handle.net/1885/133863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nardi, Flavio. “Two Essays in Empirical Asset Pricing .” 2017. Web. 20 Sep 2020.

Vancouver:

Nardi F. Two Essays in Empirical Asset Pricing . [Internet] [Thesis]. Australian National University; 2017. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1885/133863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nardi F. Two Essays in Empirical Asset Pricing . [Thesis]. Australian National University; 2017. Available from: http://hdl.handle.net/1885/133863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Tech

6. Choi, Youngmin. Essays in information and asset prices.

Degree: PhD, Business, 2018, Georgia Tech

 This thesis uncover the dynamics of asset prices in response to informational events. These studies can provide insights to understand not only the behavior of… (more)

Subjects/Keywords: Asset pricing; Microstructure

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APA (6th Edition):

Choi, Y. (2018). Essays in information and asset prices. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/61622

Chicago Manual of Style (16th Edition):

Choi, Youngmin. “Essays in information and asset prices.” 2018. Doctoral Dissertation, Georgia Tech. Accessed September 20, 2020. http://hdl.handle.net/1853/61622.

MLA Handbook (7th Edition):

Choi, Youngmin. “Essays in information and asset prices.” 2018. Web. 20 Sep 2020.

Vancouver:

Choi Y. Essays in information and asset prices. [Internet] [Doctoral dissertation]. Georgia Tech; 2018. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1853/61622.

Council of Science Editors:

Choi Y. Essays in information and asset prices. [Doctoral Dissertation]. Georgia Tech; 2018. Available from: http://hdl.handle.net/1853/61622

7. Tyagi, Ashutosh. Board Connections, Information Networks, and Asset Prices.

Degree: PhD, Finance, 2019, Georgia State University

  Board interlocks are pervasive: 68.20% of firms on average from 1991-2011 have at least one interlock. Since a firm's decisions are partly based on… (more)

Subjects/Keywords: Asset Price; Asset Pricing; Risk Return; Network

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APA (6th Edition):

Tyagi, A. (2019). Board Connections, Information Networks, and Asset Prices. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/finance_diss/34

Chicago Manual of Style (16th Edition):

Tyagi, Ashutosh. “Board Connections, Information Networks, and Asset Prices.” 2019. Doctoral Dissertation, Georgia State University. Accessed September 20, 2020. https://scholarworks.gsu.edu/finance_diss/34.

MLA Handbook (7th Edition):

Tyagi, Ashutosh. “Board Connections, Information Networks, and Asset Prices.” 2019. Web. 20 Sep 2020.

Vancouver:

Tyagi A. Board Connections, Information Networks, and Asset Prices. [Internet] [Doctoral dissertation]. Georgia State University; 2019. [cited 2020 Sep 20]. Available from: https://scholarworks.gsu.edu/finance_diss/34.

Council of Science Editors:

Tyagi A. Board Connections, Information Networks, and Asset Prices. [Doctoral Dissertation]. Georgia State University; 2019. Available from: https://scholarworks.gsu.edu/finance_diss/34


University of North Texas

8. Yu, Huaibing. How Volatility is Priced by the Stock Market.

Degree: 2020, University of North Texas

 Traditional portfolio theory suggests that, in equilibrium, only the market risk is priced in the cross-section of expected stock returns. However, if the market is… (more)

Subjects/Keywords: Asset Pricing; Investments; Stock Market

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APA (6th Edition):

Yu, H. (2020). How Volatility is Priced by the Stock Market. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc1707393/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yu, Huaibing. “How Volatility is Priced by the Stock Market.” 2020. Thesis, University of North Texas. Accessed September 20, 2020. https://digital.library.unt.edu/ark:/67531/metadc1707393/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yu, Huaibing. “How Volatility is Priced by the Stock Market.” 2020. Web. 20 Sep 2020.

Vancouver:

Yu H. How Volatility is Priced by the Stock Market. [Internet] [Thesis]. University of North Texas; 2020. [cited 2020 Sep 20]. Available from: https://digital.library.unt.edu/ark:/67531/metadc1707393/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yu H. How Volatility is Priced by the Stock Market. [Thesis]. University of North Texas; 2020. Available from: https://digital.library.unt.edu/ark:/67531/metadc1707393/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

9. Yost-Bremm, Christopher Ryan. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.

Degree: PhD, Finance, 2016, Texas A&M University

 This dissertation aims to understand the impact that currency movement—in particular U.S. dollar movement—has in determining the returns to individual global equities. To that end,… (more)

Subjects/Keywords: currencies; asset-pricing; equity markets

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APA (6th Edition):

Yost-Bremm, C. R. (2016). Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/156815

Chicago Manual of Style (16th Edition):

Yost-Bremm, Christopher Ryan. “Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.” 2016. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/156815.

MLA Handbook (7th Edition):

Yost-Bremm, Christopher Ryan. “Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.” 2016. Web. 20 Sep 2020.

Vancouver:

Yost-Bremm CR. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. [Internet] [Doctoral dissertation]. Texas A&M University; 2016. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/156815.

Council of Science Editors:

Yost-Bremm CR. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. [Doctoral Dissertation]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/156815


Texas A&M University

10. Armstrong, William. Momentum Trading and Limits to Arbitrage.

Degree: PhD, Finance, 2012, Texas A&M University

 An extensive body of research supports the momentum strategy's persistence but disagrees on the underlying source of its profitability. A key obstacle to distinguishing between… (more)

Subjects/Keywords: empirical asset pricing; momentum

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APA (6th Edition):

Armstrong, W. (2012). Momentum Trading and Limits to Arbitrage. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869

Chicago Manual of Style (16th Edition):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869.

MLA Handbook (7th Edition):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Web. 20 Sep 2020.

Vancouver:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869.

Council of Science Editors:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Doctoral Dissertation]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869


University of New South Wales

11. Sahgal, Sidharth. Essays in financial economics.

Degree: Banking & Finance, 2013, University of New South Wales

 This dissertation is composed of three stand-alone research projects in corporate governance, banking and empirical asset pricing. In the first project, I use a sample… (more)

Subjects/Keywords: Asset pricing; Corporate governance; Banking

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APA (6th Edition):

Sahgal, S. (2013). Essays in financial economics. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/53222 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11917/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Sahgal, Sidharth. “Essays in financial economics.” 2013. Doctoral Dissertation, University of New South Wales. Accessed September 20, 2020. http://handle.unsw.edu.au/1959.4/53222 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11917/SOURCE02?view=true.

MLA Handbook (7th Edition):

Sahgal, Sidharth. “Essays in financial economics.” 2013. Web. 20 Sep 2020.

Vancouver:

Sahgal S. Essays in financial economics. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2020 Sep 20]. Available from: http://handle.unsw.edu.au/1959.4/53222 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11917/SOURCE02?view=true.

Council of Science Editors:

Sahgal S. Essays in financial economics. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/53222 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11917/SOURCE02?view=true


University of Manitoba

12. Wang, Yan. Essays on asset pricing with incomplete or noisy information.

Degree: Accounting and Finance, 2010, University of Manitoba

 This dissertation consists of two essays, in which I examine the effects of incomplete or noisy information on expected risk premium in equity markets. In… (more)

Subjects/Keywords: asset pricing; information quality risk

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APA (6th Edition):

Wang, Y. (2010). Essays on asset pricing with incomplete or noisy information. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/4311

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Yan. “Essays on asset pricing with incomplete or noisy information.” 2010. Thesis, University of Manitoba. Accessed September 20, 2020. http://hdl.handle.net/1993/4311.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Yan. “Essays on asset pricing with incomplete or noisy information.” 2010. Web. 20 Sep 2020.

Vancouver:

Wang Y. Essays on asset pricing with incomplete or noisy information. [Internet] [Thesis]. University of Manitoba; 2010. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1993/4311.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang Y. Essays on asset pricing with incomplete or noisy information. [Thesis]. University of Manitoba; 2010. Available from: http://hdl.handle.net/1993/4311

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Envall, Nicklas. Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag.

Degree: Social Sciences, 2014, Södertörn University

  Previous work by researchers as Eugene F. Fama and Kenneth R. French, show that average return on stocks are related to a firms characteristics… (more)

Subjects/Keywords: Trefaktorsmodellen; Capital Asset Pricing Model

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APA (6th Edition):

Envall, N. (2014). Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-24299

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Envall, Nicklas. “Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag.” 2014. Thesis, Södertörn University. Accessed September 20, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-24299.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Envall, Nicklas. “Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag.” 2014. Web. 20 Sep 2020.

Vancouver:

Envall N. Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag. [Internet] [Thesis]. Södertörn University; 2014. [cited 2020 Sep 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-24299.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Envall N. Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag. [Thesis]. Södertörn University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-24299

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Università Cattolica del Sacro Cuore

14. ORSINI, CESARE. Saggi su Asset Pricing.

Degree: 2019, Università Cattolica del Sacro Cuore

Questa tesi comprende due saggi. Il saggio 1 si concentra sull'effetto del rischio macroeconomico su Value Premium. In questo documento, esaminiamo in che misura il… (more)

Subjects/Keywords: Value Premium; Asset Pricing

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APA (6th Edition):

ORSINI, C. (2019). Saggi su Asset Pricing. (Doctoral Dissertation). Università Cattolica del Sacro Cuore. Retrieved from http://hdl.handle.net/10280/67357

Chicago Manual of Style (16th Edition):

ORSINI, CESARE. “Saggi su Asset Pricing.” 2019. Doctoral Dissertation, Università Cattolica del Sacro Cuore. Accessed September 20, 2020. http://hdl.handle.net/10280/67357.

MLA Handbook (7th Edition):

ORSINI, CESARE. “Saggi su Asset Pricing.” 2019. Web. 20 Sep 2020.

Vancouver:

ORSINI C. Saggi su Asset Pricing. [Internet] [Doctoral dissertation]. Università Cattolica del Sacro Cuore; 2019. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10280/67357.

Council of Science Editors:

ORSINI C. Saggi su Asset Pricing. [Doctoral Dissertation]. Università Cattolica del Sacro Cuore; 2019. Available from: http://hdl.handle.net/10280/67357


University of Toronto

15. Tang, Shengzhe. Two Essays on Empirical Asset Pricing.

Degree: PhD, 2018, University of Toronto

 The main theme of my doctoral research is empirical asset pricing. The first chapter of this thesis focuses on the time series predictability of stock… (more)

Subjects/Keywords: Empirical asset pricing; 0508

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APA (6th Edition):

Tang, S. (2018). Two Essays on Empirical Asset Pricing. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/91960

Chicago Manual of Style (16th Edition):

Tang, Shengzhe. “Two Essays on Empirical Asset Pricing.” 2018. Doctoral Dissertation, University of Toronto. Accessed September 20, 2020. http://hdl.handle.net/1807/91960.

MLA Handbook (7th Edition):

Tang, Shengzhe. “Two Essays on Empirical Asset Pricing.” 2018. Web. 20 Sep 2020.

Vancouver:

Tang S. Two Essays on Empirical Asset Pricing. [Internet] [Doctoral dissertation]. University of Toronto; 2018. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1807/91960.

Council of Science Editors:

Tang S. Two Essays on Empirical Asset Pricing. [Doctoral Dissertation]. University of Toronto; 2018. Available from: http://hdl.handle.net/1807/91960


University of Illinois – Urbana-Champaign

16. Nguyen, Quoc. Three essays in financial economics.

Degree: PhD, 0075, 2014, University of Illinois – Urbana-Champaign

 The first essay asks the question: Do investors pay attention to foreign market conditions when they evaluate multinational corporations? Using geographic segment disclosures by U.S.… (more)

Subjects/Keywords: Empirical Asset Pricing; Corporate Finance

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APA (6th Edition):

Nguyen, Q. (2014). Three essays in financial economics. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/46881

Chicago Manual of Style (16th Edition):

Nguyen, Quoc. “Three essays in financial economics.” 2014. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed September 20, 2020. http://hdl.handle.net/2142/46881.

MLA Handbook (7th Edition):

Nguyen, Quoc. “Three essays in financial economics.” 2014. Web. 20 Sep 2020.

Vancouver:

Nguyen Q. Three essays in financial economics. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2014. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/2142/46881.

Council of Science Editors:

Nguyen Q. Three essays in financial economics. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2014. Available from: http://hdl.handle.net/2142/46881


The Ohio State University

17. Davies, Philip R. Empirical tests of asset pricing models.

Degree: PhD, Business Administration, 2007, The Ohio State University

  The Capital Asset Pricing Model (CAPM) developed by Sharpe (1964)and Lintner (1965) is widely viewed as one of the most important contributions to our… (more)

Subjects/Keywords: Asset Pricing; Capital Asset Pricing Model; CAPM; Bayesian Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Davies, P. R. (2007). Empirical tests of asset pricing models. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627

Chicago Manual of Style (16th Edition):

Davies, Philip R. “Empirical tests of asset pricing models.” 2007. Doctoral Dissertation, The Ohio State University. Accessed September 20, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627.

MLA Handbook (7th Edition):

Davies, Philip R. “Empirical tests of asset pricing models.” 2007. Web. 20 Sep 2020.

Vancouver:

Davies PR. Empirical tests of asset pricing models. [Internet] [Doctoral dissertation]. The Ohio State University; 2007. [cited 2020 Sep 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627.

Council of Science Editors:

Davies PR. Empirical tests of asset pricing models. [Doctoral Dissertation]. The Ohio State University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627

18. Sabrina Soares da Silva. Assets Pricing in the Brazilian Stock market: CAPM and variants application.

Degree: 2007, UNIVERSIDADE FEDERAL DE LAVRAS

The assets pricing models assist in the correct evaluation of the investments, as well as, to comprehend the relationship between the assets expected return and… (more)

Subjects/Keywords: Conditional Capital Asset Pricing Model; asset pricing models; stock market.; Downside Capital Asset Pricing Model; Conditional Capital Asset Pricing Model; ADMINISTRACAO FINANCEIRA; Capital Asset Pricing Model; Downside Capital Asset Pricing Model; modelos de precificaÃÃo de ativos; investment decisions; Capital Asset Pricing Model; mercado acionÃrio.; anÃlise de investimentos

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Silva, S. S. d. (2007). Assets Pricing in the Brazilian Stock market: CAPM and variants application. (Thesis). UNIVERSIDADE FEDERAL DE LAVRAS. Retrieved from http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=621

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Silva, Sabrina Soares da. “Assets Pricing in the Brazilian Stock market: CAPM and variants application.” 2007. Thesis, UNIVERSIDADE FEDERAL DE LAVRAS. Accessed September 20, 2020. http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=621.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Silva, Sabrina Soares da. “Assets Pricing in the Brazilian Stock market: CAPM and variants application.” 2007. Web. 20 Sep 2020.

Vancouver:

Silva SSd. Assets Pricing in the Brazilian Stock market: CAPM and variants application. [Internet] [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2007. [cited 2020 Sep 20]. Available from: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=621.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva SSd. Assets Pricing in the Brazilian Stock market: CAPM and variants application. [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2007. Available from: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=621

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Presbiteriana Mackenzie

19. José Matias Filho. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro.

Degree: 2006, Universidade Presbiteriana Mackenzie

Inúmeros estudos têm sido feitos procurando mensurar o componente de risco envolvido no retorno esperado em investimentos de capital, cuja busca já remonta várias décadas… (more)

Subjects/Keywords: CAPM (Capital Asset Pricing Model); Beta; asset pricing; CAPM (Capital Asset Pricing Model); Beta; ADMINISTRACAO DE EMPRESAS; precificação de ativos

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Filho, J. M. (2006). Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. (Thesis). Universidade Presbiteriana Mackenzie. Retrieved from http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Filho, José Matias. “Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro.” 2006. Thesis, Universidade Presbiteriana Mackenzie. Accessed September 20, 2020. http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Filho, José Matias. “Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro.” 2006. Web. 20 Sep 2020.

Vancouver:

Filho JM. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. [Internet] [Thesis]. Universidade Presbiteriana Mackenzie; 2006. [cited 2020 Sep 20]. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Filho JM. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. [Thesis]. Universidade Presbiteriana Mackenzie; 2006. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of California – Berkeley

20. Boman, Arthur Lee. Systemic Risk and Returns.

Degree: Agricultural & Resource Economics, 2013, University of California – Berkeley

 I solve a consumption based model, with interfirm systemic risk, for a portfolio optimization with arbitrary return distributions and endogenous stochastic discount factor (sdf). The… (more)

Subjects/Keywords: Finance; Asset Pricing; Financial Crisis; Systemic Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Boman, A. L. (2013). Systemic Risk and Returns. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/4m10k9cj

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Boman, Arthur Lee. “Systemic Risk and Returns.” 2013. Thesis, University of California – Berkeley. Accessed September 20, 2020. http://www.escholarship.org/uc/item/4m10k9cj.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Boman, Arthur Lee. “Systemic Risk and Returns.” 2013. Web. 20 Sep 2020.

Vancouver:

Boman AL. Systemic Risk and Returns. [Internet] [Thesis]. University of California – Berkeley; 2013. [cited 2020 Sep 20]. Available from: http://www.escholarship.org/uc/item/4m10k9cj.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boman AL. Systemic Risk and Returns. [Thesis]. University of California – Berkeley; 2013. Available from: http://www.escholarship.org/uc/item/4m10k9cj

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

21. Dushimimana, Jean Claude. Pricing multi-asset options with levy copulas.

Degree: Mathematical Sciences, 2011, Stellenbosch University

Thesis (MSc (Mathematical Sciences)) – University of Stellenbosch, 2011.

Imported from http://etd.sun.ac.za

ENGLISH ABSTRACT: In this thesis, we propose to use Levy processes to model the… (more)

Subjects/Keywords: Mathematics; Levy processes; Asset pricing  – Mathematical models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dushimimana, J. C. (2011). Pricing multi-asset options with levy copulas. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/6699

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dushimimana, Jean Claude. “Pricing multi-asset options with levy copulas.” 2011. Thesis, Stellenbosch University. Accessed September 20, 2020. http://hdl.handle.net/10019.1/6699.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dushimimana, Jean Claude. “Pricing multi-asset options with levy copulas.” 2011. Web. 20 Sep 2020.

Vancouver:

Dushimimana JC. Pricing multi-asset options with levy copulas. [Internet] [Thesis]. Stellenbosch University; 2011. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/10019.1/6699.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dushimimana JC. Pricing multi-asset options with levy copulas. [Thesis]. Stellenbosch University; 2011. Available from: http://hdl.handle.net/10019.1/6699

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

22. Jiang, Shenzhe. Essays on Economic Dynamics.

Degree: PhD, Economics, 2017, Texas A&M University

 The dissertation includes two sections, which apply dynamic economic models to study different economic issues. The Section Two studies the optimal design of the Pacific… (more)

Subjects/Keywords: Dynamic Model; Contract Theory; Asset Pricing

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jiang, S. (2017). Essays on Economic Dynamics. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/166020

Chicago Manual of Style (16th Edition):

Jiang, Shenzhe. “Essays on Economic Dynamics.” 2017. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/166020.

MLA Handbook (7th Edition):

Jiang, Shenzhe. “Essays on Economic Dynamics.” 2017. Web. 20 Sep 2020.

Vancouver:

Jiang S. Essays on Economic Dynamics. [Internet] [Doctoral dissertation]. Texas A&M University; 2017. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/166020.

Council of Science Editors:

Jiang S. Essays on Economic Dynamics. [Doctoral Dissertation]. Texas A&M University; 2017. Available from: http://hdl.handle.net/1969.1/166020


Texas A&M University

23. Safdar, Mohammad. A Capital Market Test of Representativeness.

Degree: PhD, Accounting, 2012, Texas A&M University

 While some prior studies document that investors overreact to information in sales growth as consistent with representativeness bias, other studies find no evidence of investor… (more)

Subjects/Keywords: Asset Pricing; Overreaction; Underreaction; Representativeness; Fundamental Analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Safdar, M. (2012). A Capital Market Test of Representativeness. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005

Chicago Manual of Style (16th Edition):

Safdar, Mohammad. “A Capital Market Test of Representativeness.” 2012. Doctoral Dissertation, Texas A&M University. Accessed September 20, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005.

MLA Handbook (7th Edition):

Safdar, Mohammad. “A Capital Market Test of Representativeness.” 2012. Web. 20 Sep 2020.

Vancouver:

Safdar M. A Capital Market Test of Representativeness. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Sep 20]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005.

Council of Science Editors:

Safdar M. A Capital Market Test of Representativeness. [Doctoral Dissertation]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005


University of Nairobi

24. Were, Angeline. Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange .

Degree: 2012, University of Nairobi

 The capital Asset Pricing Model (CAPM) is the most widely used approach in asset valuation. The theory predicts that the expected return on an asset(more)

Subjects/Keywords: Nairobi Securities Exchange; Capital asset pricing model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Were, A. (2012). Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11275

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Were, Angeline. “Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange .” 2012. Thesis, University of Nairobi. Accessed September 20, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11275.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Were, Angeline. “Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange .” 2012. Web. 20 Sep 2020.

Vancouver:

Were A. Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2020 Sep 20]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11275.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Were A. Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11275

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cincinnati

25. Chichernea, Doina. Essays on the Relation between Idiosyncratic Risk and Returns.

Degree: PhD, Business Administration : Finance, 2009, University of Cincinnati

  The central theme of this dissertation is the connection between idiosyncratic risk and returns. In the original literature perfect diversification assumptions eliminate the influence… (more)

Subjects/Keywords: Finance; asset pricing; idiosyncratic risk; EGARCH-M

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chichernea, D. (2009). Essays on the Relation between Idiosyncratic Risk and Returns. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1243007473

Chicago Manual of Style (16th Edition):

Chichernea, Doina. “Essays on the Relation between Idiosyncratic Risk and Returns.” 2009. Doctoral Dissertation, University of Cincinnati. Accessed September 20, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1243007473.

MLA Handbook (7th Edition):

Chichernea, Doina. “Essays on the Relation between Idiosyncratic Risk and Returns.” 2009. Web. 20 Sep 2020.

Vancouver:

Chichernea D. Essays on the Relation between Idiosyncratic Risk and Returns. [Internet] [Doctoral dissertation]. University of Cincinnati; 2009. [cited 2020 Sep 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1243007473.

Council of Science Editors:

Chichernea D. Essays on the Relation between Idiosyncratic Risk and Returns. [Doctoral Dissertation]. University of Cincinnati; 2009. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1243007473


Universidade Nova

26. Costa, Paulo André Ramalho. The effects of rent control in Lisbon.

Degree: 2011, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business… (more)

Subjects/Keywords: Rent control; Asset pricing; House market

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APA (6th Edition):

Costa, P. A. R. (2011). The effects of rent control in Lisbon. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Costa, Paulo André Ramalho. “The effects of rent control in Lisbon.” 2011. Thesis, Universidade Nova. Accessed September 20, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Costa, Paulo André Ramalho. “The effects of rent control in Lisbon.” 2011. Web. 20 Sep 2020.

Vancouver:

Costa PAR. The effects of rent control in Lisbon. [Internet] [Thesis]. Universidade Nova; 2011. [cited 2020 Sep 20]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10070.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Costa PAR. The effects of rent control in Lisbon. [Thesis]. Universidade Nova; 2011. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10070

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Sydney

27. Sun, Chenfei. Time-varying lottery anomalies .

Degree: University of Sydney

 This study investigates whether retail investors' demand for speculation accounts for the profits of lottery-type strategies over time. We employ a novel measure of unsophisticated,… (more)

Subjects/Keywords: Empirical Asset Pricing

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sun, C. (n.d.). Time-varying lottery anomalies . (Thesis). University of Sydney. Retrieved from https://ses.library.usyd.edu.au/handle/2123/21499

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sun, Chenfei. “Time-varying lottery anomalies .” Thesis, University of Sydney. Accessed September 20, 2020. https://ses.library.usyd.edu.au/handle/2123/21499.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sun, Chenfei. “Time-varying lottery anomalies .” Web. 20 Sep 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Sun C. Time-varying lottery anomalies . [Internet] [Thesis]. University of Sydney; [cited 2020 Sep 20]. Available from: https://ses.library.usyd.edu.au/handle/2123/21499.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Sun C. Time-varying lottery anomalies . [Thesis]. University of Sydney; Available from: https://ses.library.usyd.edu.au/handle/2123/21499

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

28. Müller, Janis. Essays in finance: wrong-way risk, jumps and stochastic volatility.

Degree: 2019, Technische Universität Dortmund

 The main focus of this thesis is about understanding the behavior of asset prices and asset returns regarding tail events, in the light of time-varying… (more)

Subjects/Keywords: Risk management; Asset pricing; 330; Kreditmarkt; Risikomanagement

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Müller, J. (2019). Essays in finance: wrong-way risk, jumps and stochastic volatility. (Doctoral Dissertation). Technische Universität Dortmund. Retrieved from http://dx.doi.org/10.17877/DE290R-20317

Chicago Manual of Style (16th Edition):

Müller, Janis. “Essays in finance: wrong-way risk, jumps and stochastic volatility.” 2019. Doctoral Dissertation, Technische Universität Dortmund. Accessed September 20, 2020. http://dx.doi.org/10.17877/DE290R-20317.

MLA Handbook (7th Edition):

Müller, Janis. “Essays in finance: wrong-way risk, jumps and stochastic volatility.” 2019. Web. 20 Sep 2020.

Vancouver:

Müller J. Essays in finance: wrong-way risk, jumps and stochastic volatility. [Internet] [Doctoral dissertation]. Technische Universität Dortmund; 2019. [cited 2020 Sep 20]. Available from: http://dx.doi.org/10.17877/DE290R-20317.

Council of Science Editors:

Müller J. Essays in finance: wrong-way risk, jumps and stochastic volatility. [Doctoral Dissertation]. Technische Universität Dortmund; 2019. Available from: http://dx.doi.org/10.17877/DE290R-20317


Uppsala University

29. Frosteby, Martin. Does herding among Swedish institutional investors stabilize or destabilize stock prices?.

Degree: Business Studies, 2016, Uppsala University

  Empirical findings on herding behavior among institutional investors suggest that those market participants speed up the price adjustment to new information and as such… (more)

Subjects/Keywords: herding; herding persistency; institutional investors; asset pricing

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Frosteby, M. (2016). Does herding among Swedish institutional investors stabilize or destabilize stock prices?. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298134

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Frosteby, Martin. “Does herding among Swedish institutional investors stabilize or destabilize stock prices?.” 2016. Thesis, Uppsala University. Accessed September 20, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298134.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Frosteby, Martin. “Does herding among Swedish institutional investors stabilize or destabilize stock prices?.” 2016. Web. 20 Sep 2020.

Vancouver:

Frosteby M. Does herding among Swedish institutional investors stabilize or destabilize stock prices?. [Internet] [Thesis]. Uppsala University; 2016. [cited 2020 Sep 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298134.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Frosteby M. Does herding among Swedish institutional investors stabilize or destabilize stock prices?. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298134

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Wang, Zixuan. Essays in Financial Economics.

Degree: PhD, 2019, Harvard University

The first chapter studies how dealers affect the liquidity of the corporate bonds market. Using corporate bond transaction data with dealer identifiers, I find that… (more)

Subjects/Keywords: asset pricing; market microstructure; financial institutions

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, Z. (2019). Essays in Financial Economics. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651

Chicago Manual of Style (16th Edition):

Wang, Zixuan. “Essays in Financial Economics.” 2019. Doctoral Dissertation, Harvard University. Accessed September 20, 2020. http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651.

MLA Handbook (7th Edition):

Wang, Zixuan. “Essays in Financial Economics.” 2019. Web. 20 Sep 2020.

Vancouver:

Wang Z. Essays in Financial Economics. [Internet] [Doctoral dissertation]. Harvard University; 2019. [cited 2020 Sep 20]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651.

Council of Science Editors:

Wang Z. Essays in Financial Economics. [Doctoral Dissertation]. Harvard University; 2019. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:42029651

[1] [2] [3] [4] [5] … [15]

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