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You searched for subject:(Asset pricing). Showing records 1 – 30 of 329 total matches.

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University of Georgia

1. McKeon, Ryan Andrew. Two essays on asset pricing.

Degree: PhD, Business Administration, 2008, University of Georgia

 The first essay examines whether an active fund manager can outperform the benchmark index using trading strategies based on asset pricing “anomalies.” I consider an… (more)

Subjects/Keywords: Asset Pricing

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APA (6th Edition):

McKeon, R. A. (2008). Two essays on asset pricing. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/mckeon_ryan_a_200812_phd

Chicago Manual of Style (16th Edition):

McKeon, Ryan Andrew. “Two essays on asset pricing.” 2008. Doctoral Dissertation, University of Georgia. Accessed December 17, 2017. http://purl.galileo.usg.edu/uga_etd/mckeon_ryan_a_200812_phd.

MLA Handbook (7th Edition):

McKeon, Ryan Andrew. “Two essays on asset pricing.” 2008. Web. 17 Dec 2017.

Vancouver:

McKeon RA. Two essays on asset pricing. [Internet] [Doctoral dissertation]. University of Georgia; 2008. [cited 2017 Dec 17]. Available from: http://purl.galileo.usg.edu/uga_etd/mckeon_ryan_a_200812_phd.

Council of Science Editors:

McKeon RA. Two essays on asset pricing. [Doctoral Dissertation]. University of Georgia; 2008. Available from: http://purl.galileo.usg.edu/uga_etd/mckeon_ryan_a_200812_phd


University of Georgia

2. Park, Myung D. Essays in Bayesian financial econometrics.

Degree: PhD, Agricultural Economics, 2010, University of Georgia

 Even though the relation between asset return and its risk is a fundamental of finance, the empirical evidence using the generalized autoregressive conditional Heteroskedasticity in… (more)

Subjects/Keywords: Asset pricing

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APA (6th Edition):

Park, M. D. (2010). Essays in Bayesian financial econometrics. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/park_myung_d_201005_phd

Chicago Manual of Style (16th Edition):

Park, Myung D. “Essays in Bayesian financial econometrics.” 2010. Doctoral Dissertation, University of Georgia. Accessed December 17, 2017. http://purl.galileo.usg.edu/uga_etd/park_myung_d_201005_phd.

MLA Handbook (7th Edition):

Park, Myung D. “Essays in Bayesian financial econometrics.” 2010. Web. 17 Dec 2017.

Vancouver:

Park MD. Essays in Bayesian financial econometrics. [Internet] [Doctoral dissertation]. University of Georgia; 2010. [cited 2017 Dec 17]. Available from: http://purl.galileo.usg.edu/uga_etd/park_myung_d_201005_phd.

Council of Science Editors:

Park MD. Essays in Bayesian financial econometrics. [Doctoral Dissertation]. University of Georgia; 2010. Available from: http://purl.galileo.usg.edu/uga_etd/park_myung_d_201005_phd


University of Georgia

3. Eaton, Gregory William. Essays on stock liquidity and stock return predictability.

Degree: PhD, Business Administration, 2016, University of Georgia

 I examine the effects of stock liquidity on asset values and whether aggregate stock liquidity and other forecasting instruments predict stock market returns. In the… (more)

Subjects/Keywords: Asset pricing

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APA (6th Edition):

Eaton, G. W. (2016). Essays on stock liquidity and stock return predictability. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/eaton_gregory_w_201605_phd

Chicago Manual of Style (16th Edition):

Eaton, Gregory William. “Essays on stock liquidity and stock return predictability.” 2016. Doctoral Dissertation, University of Georgia. Accessed December 17, 2017. http://purl.galileo.usg.edu/uga_etd/eaton_gregory_w_201605_phd.

MLA Handbook (7th Edition):

Eaton, Gregory William. “Essays on stock liquidity and stock return predictability.” 2016. Web. 17 Dec 2017.

Vancouver:

Eaton GW. Essays on stock liquidity and stock return predictability. [Internet] [Doctoral dissertation]. University of Georgia; 2016. [cited 2017 Dec 17]. Available from: http://purl.galileo.usg.edu/uga_etd/eaton_gregory_w_201605_phd.

Council of Science Editors:

Eaton GW. Essays on stock liquidity and stock return predictability. [Doctoral Dissertation]. University of Georgia; 2016. Available from: http://purl.galileo.usg.edu/uga_etd/eaton_gregory_w_201605_phd


University of Georgia

4. Tong, JInbao. Pricing of adjustable rate mortgage subject to prepayment and default risk.

Degree: PhD, Business Administration, 2007, University of Georgia

 In this paper, a reduced-form approach is adopted to price Adjustable Rate Mortgages subject to prepayment and default. The reduced-form approach to valuation facilitates the… (more)

Subjects/Keywords: Asset Pricing

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APA (6th Edition):

Tong, J. (2007). Pricing of adjustable rate mortgage subject to prepayment and default risk. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/tong_jinbao_200705_phd

Chicago Manual of Style (16th Edition):

Tong, JInbao. “Pricing of adjustable rate mortgage subject to prepayment and default risk.” 2007. Doctoral Dissertation, University of Georgia. Accessed December 17, 2017. http://purl.galileo.usg.edu/uga_etd/tong_jinbao_200705_phd.

MLA Handbook (7th Edition):

Tong, JInbao. “Pricing of adjustable rate mortgage subject to prepayment and default risk.” 2007. Web. 17 Dec 2017.

Vancouver:

Tong J. Pricing of adjustable rate mortgage subject to prepayment and default risk. [Internet] [Doctoral dissertation]. University of Georgia; 2007. [cited 2017 Dec 17]. Available from: http://purl.galileo.usg.edu/uga_etd/tong_jinbao_200705_phd.

Council of Science Editors:

Tong J. Pricing of adjustable rate mortgage subject to prepayment and default risk. [Doctoral Dissertation]. University of Georgia; 2007. Available from: http://purl.galileo.usg.edu/uga_etd/tong_jinbao_200705_phd


University of Rochester

5. 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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Vitanza, Justin (1985 - ); Schwert GW(-). Informed trading in options markets and its information value. [Internet] [Doctoral dissertation]. University of Rochester; 2015. [cited 2017 Dec 17]. 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

6. 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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Zhou J. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2016. [cited 2017 Dec 17]. 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

7. 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

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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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Wang Y. Essays on asset pricing with incomplete or noisy information. [Internet] [Thesis]. University of Manitoba; 2010. [cited 2017 Dec 17]. 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


Australian National University

8. 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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Nardi F. Two Essays in Empirical Asset Pricing . [Internet] [Thesis]. Australian National University; 2017. [cited 2017 Dec 17]. 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


University of Georgia

9. Smurov, Alexey Alexandrovich. A reduced-form approach to mortgage valuation.

Degree: PhD, Economics, 2004, University of Georgia

 In recent years, the reduced-form approach to valuation has become widely used in asset pricing. Unlike earlier structural models, reduced-form models do not require that… (more)

Subjects/Keywords: Asset Pricing

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APA (6th Edition):

Smurov, A. A. (2004). A reduced-form approach to mortgage valuation. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/smurov_alexey_a_200405_phd

Chicago Manual of Style (16th Edition):

Smurov, Alexey Alexandrovich. “A reduced-form approach to mortgage valuation.” 2004. Doctoral Dissertation, University of Georgia. Accessed December 17, 2017. http://purl.galileo.usg.edu/uga_etd/smurov_alexey_a_200405_phd.

MLA Handbook (7th Edition):

Smurov, Alexey Alexandrovich. “A reduced-form approach to mortgage valuation.” 2004. Web. 17 Dec 2017.

Vancouver:

Smurov AA. A reduced-form approach to mortgage valuation. [Internet] [Doctoral dissertation]. University of Georgia; 2004. [cited 2017 Dec 17]. Available from: http://purl.galileo.usg.edu/uga_etd/smurov_alexey_a_200405_phd.

Council of Science Editors:

Smurov AA. A reduced-form approach to mortgage valuation. [Doctoral Dissertation]. University of Georgia; 2004. Available from: http://purl.galileo.usg.edu/uga_etd/smurov_alexey_a_200405_phd


University of Illinois – Urbana-Champaign

10. 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 December 17, 2017. http://hdl.handle.net/2142/46881.

MLA Handbook (7th Edition):

Nguyen, Quoc. “Three essays in financial economics.” 2014. Web. 17 Dec 2017.

Vancouver:

Nguyen Q. Three essays in financial economics. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2014. [cited 2017 Dec 17]. 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

11. 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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Envall N. Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag. [Internet] [Thesis]. Södertörn University; 2014. [cited 2017 Dec 17]. 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


Texas A&M University

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

Degree: 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. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/156815

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):

Yost-Bremm, Christopher Ryan. “Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.” 2016. Thesis, Texas A&M University. Accessed December 17, 2017. http://hdl.handle.net/1969.1/156815.

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

MLA Handbook (7th Edition):

Yost-Bremm, Christopher Ryan. “Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.” 2016. Web. 17 Dec 2017.

Vancouver:

Yost-Bremm CR. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. [Internet] [Thesis]. Texas A&M University; 2016. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/1969.1/156815.

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

Council of Science Editors:

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

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


Texas A&M University

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

Degree: 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. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869

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):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Thesis, Texas A&M University. Accessed December 17, 2017. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869.

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

MLA Handbook (7th Edition):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Web. 17 Dec 2017.

Vancouver:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869.

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

Council of Science Editors:

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

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


University of New South Wales

14. 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

Chicago Manual of Style (16th Edition):

Sahgal, Sidharth. “Essays in financial economics.” 2013. Doctoral Dissertation, University of New South Wales. Accessed December 17, 2017. http://handle.unsw.edu.au/1959.4/53222.

MLA Handbook (7th Edition):

Sahgal, Sidharth. “Essays in financial economics.” 2013. Web. 17 Dec 2017.

Vancouver:

Sahgal S. Essays in financial economics. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2017 Dec 17]. Available from: http://handle.unsw.edu.au/1959.4/53222.

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


The Ohio State University

15. 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 (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 December 17, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627.

MLA Handbook (7th Edition):

Davies, Philip R. “Empirical tests of asset pricing models.” 2007. Web. 17 Dec 2017.

Vancouver:

Davies PR. Empirical tests of asset pricing models. [Internet] [Doctoral dissertation]. The Ohio State University; 2007. [cited 2017 Dec 17]. 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

16. 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 (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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Silva SSd. Assets Pricing in the Brazilian Stock market: CAPM and variants application. [Internet] [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2007. [cited 2017 Dec 17]. 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

17. 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 (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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Filho JM. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. [Internet] [Thesis]. Universidade Presbiteriana Mackenzie; 2006. [cited 2017 Dec 17]. 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 Georgia

18. Giannini, Robert Charles. An investigation of the impact of electronic communication on financial markets.

Degree: PhD, Business Administration, 2011, University of Georgia

 This paper uses the popular social networking site Twitter to test recent theories on the importance of communication through networks. I create a unique data… (more)

Subjects/Keywords: twitter; Earnings; local advantage; asset pricing

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

APA (6th Edition):

Giannini, R. C. (2011). An investigation of the impact of electronic communication on financial markets. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/giannini_robert_c_201112_phd

Chicago Manual of Style (16th Edition):

Giannini, Robert Charles. “An investigation of the impact of electronic communication on financial markets.” 2011. Doctoral Dissertation, University of Georgia. Accessed December 17, 2017. http://purl.galileo.usg.edu/uga_etd/giannini_robert_c_201112_phd.

MLA Handbook (7th Edition):

Giannini, Robert Charles. “An investigation of the impact of electronic communication on financial markets.” 2011. Web. 17 Dec 2017.

Vancouver:

Giannini RC. An investigation of the impact of electronic communication on financial markets. [Internet] [Doctoral dissertation]. University of Georgia; 2011. [cited 2017 Dec 17]. Available from: http://purl.galileo.usg.edu/uga_etd/giannini_robert_c_201112_phd.

Council of Science Editors:

Giannini RC. An investigation of the impact of electronic communication on financial markets. [Doctoral Dissertation]. University of Georgia; 2011. Available from: http://purl.galileo.usg.edu/uga_etd/giannini_robert_c_201112_phd

19. Ossola, Elisa. An econometric analysis of time-varying risk premia in large cross-sectional equity datasets.

Degree: 2013, Università della Svizzera italiana

 In this thesis, we develop a new econometric methodology to estimate the time-varying risk premia implied by conditional linear asset pricing models. In contrast to… (more)

Subjects/Keywords: Asset pricing

…4 5 Empirical results 39 4.1 Asset pricing model and data description… …40 4.3 Results on testing the asset pricing restrictions… …aim of asset pricing theory is explaining the cross-sectional variation in expected excess… …crucial in the asset pricing literature. Linear factor models represent systematic risk through… …approaches to testing the asset pricing restrictions. Then, we describe the main theoretical and… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Ossola, E. (2013). An econometric analysis of time-varying risk premia in large cross-sectional equity datasets. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/32032

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):

Ossola, Elisa. “An econometric analysis of time-varying risk premia in large cross-sectional equity datasets.” 2013. Thesis, Università della Svizzera italiana. Accessed December 17, 2017. http://doc.rero.ch/record/32032.

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

MLA Handbook (7th Edition):

Ossola, Elisa. “An econometric analysis of time-varying risk premia in large cross-sectional equity datasets.” 2013. Web. 17 Dec 2017.

Vancouver:

Ossola E. An econometric analysis of time-varying risk premia in large cross-sectional equity datasets. [Internet] [Thesis]. Università della Svizzera italiana; 2013. [cited 2017 Dec 17]. Available from: http://doc.rero.ch/record/32032.

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

Council of Science Editors:

Ossola E. An econometric analysis of time-varying risk premia in large cross-sectional equity datasets. [Thesis]. Università della Svizzera italiana; 2013. Available from: http://doc.rero.ch/record/32032

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


University of Illinois – Urbana-Champaign

20. Kim, Yongjun. Three essays in financial economics.

Degree: PhD, Finance, 2017, University of Illinois – Urbana-Champaign

 The first essay, Wage Differentials, Firm Investment, and Stock Returns, investigates the effects of labor costs on firms’ capital investments and stock returns. I estimate… (more)

Subjects/Keywords: Asset Pricing; Fixed Income; Labor Economics

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APA (6th Edition):

Kim, Y. (2017). Three essays in financial economics. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/98376

Chicago Manual of Style (16th Edition):

Kim, Yongjun. “Three essays in financial economics.” 2017. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed December 17, 2017. http://hdl.handle.net/2142/98376.

MLA Handbook (7th Edition):

Kim, Yongjun. “Three essays in financial economics.” 2017. Web. 17 Dec 2017.

Vancouver:

Kim Y. Three essays in financial economics. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2017. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/2142/98376.

Council of Science Editors:

Kim Y. Three essays in financial economics. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2017. Available from: http://hdl.handle.net/2142/98376


University of Cincinnati

21. 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 (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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Chichernea D. Essays on the Relation between Idiosyncratic Risk and Returns. [Internet] [Doctoral dissertation]. University of Cincinnati; 2009. [cited 2017 Dec 17]. 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


University of Toronto

22. Chang, Bin. Information in Financial Markets.

Degree: 2008, University of Toronto

This thesis studies information in financial markets from three perspectives: the role of information asymmetry in alleviating dividend payers’ seasoned equity offering (SEO) announcement returns,… (more)

Subjects/Keywords: information asymmetry; leading; productivity; asset pricing; 0508

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APA (6th Edition):

Chang, B. (2008). Information in Financial Markets. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/11187

Chicago Manual of Style (16th Edition):

Chang, Bin. “Information in Financial Markets.” 2008. Doctoral Dissertation, University of Toronto. Accessed December 17, 2017. http://hdl.handle.net/1807/11187.

MLA Handbook (7th Edition):

Chang, Bin. “Information in Financial Markets.” 2008. Web. 17 Dec 2017.

Vancouver:

Chang B. Information in Financial Markets. [Internet] [Doctoral dissertation]. University of Toronto; 2008. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/1807/11187.

Council of Science Editors:

Chang B. Information in Financial Markets. [Doctoral Dissertation]. University of Toronto; 2008. Available from: http://hdl.handle.net/1807/11187

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

Degree: 2012, U 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 (6th Edition):

Were, A. (2012). Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange . (Thesis). U 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, U of Nairobi. Accessed December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Were A. Testing the capital asset pricing model on weekly returns at Nairobi Securities Exchange . [Internet] [Thesis]. U of Nairobi; 2012. [cited 2017 Dec 17]. 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]. U 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 Newcastle

24. Tee, Lain Tze. Asset pricing factors in Malaysian equity returns.

Degree: PhD, 2015, University of Newcastle

Research Doctorate - Doctor of Philosophy (PhD)

This thesis examines asset pricing factors in Malaysian equity returns. The first study provides new evidence on the… (more)

Subjects/Keywords: asset pricing factors; Malaysian equity returns

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APA (6th Edition):

Tee, L. T. (2015). Asset pricing factors in Malaysian equity returns. (Doctoral Dissertation). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1313701

Chicago Manual of Style (16th Edition):

Tee, Lain Tze. “Asset pricing factors in Malaysian equity returns.” 2015. Doctoral Dissertation, University of Newcastle. Accessed December 17, 2017. http://hdl.handle.net/1959.13/1313701.

MLA Handbook (7th Edition):

Tee, Lain Tze. “Asset pricing factors in Malaysian equity returns.” 2015. Web. 17 Dec 2017.

Vancouver:

Tee LT. Asset pricing factors in Malaysian equity returns. [Internet] [Doctoral dissertation]. University of Newcastle; 2015. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/1959.13/1313701.

Council of Science Editors:

Tee LT. Asset pricing factors in Malaysian equity returns. [Doctoral Dissertation]. University of Newcastle; 2015. Available from: http://hdl.handle.net/1959.13/1313701


University of Exeter

25. Rambaccussing, Dooruj. Essays on trading strategies and long memory.

Degree: PhD, 2012, University of Exeter

 Present value based asset pricing models are explored empirically in this thesis. Three contributions are made. First, it is shown that a market timing strategy… (more)

Subjects/Keywords: 332.6; Trading Strategies : Long Memory : Asset Pricing

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APA (6th Edition):

Rambaccussing, D. (2012). Essays on trading strategies and long memory. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10036/3686

Chicago Manual of Style (16th Edition):

Rambaccussing, Dooruj. “Essays on trading strategies and long memory.” 2012. Doctoral Dissertation, University of Exeter. Accessed December 17, 2017. http://hdl.handle.net/10036/3686.

MLA Handbook (7th Edition):

Rambaccussing, Dooruj. “Essays on trading strategies and long memory.” 2012. Web. 17 Dec 2017.

Vancouver:

Rambaccussing D. Essays on trading strategies and long memory. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/10036/3686.

Council of Science Editors:

Rambaccussing D. Essays on trading strategies and long memory. [Doctoral Dissertation]. University of Exeter; 2012. Available from: http://hdl.handle.net/10036/3686


University of California – Berkeley

26. 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 (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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Boman AL. Systemic Risk and Returns. [Internet] [Thesis]. University of California – Berkeley; 2013. [cited 2017 Dec 17]. 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

27. -2664-6462. Information in financial markets : who gets it first?.

Degree: Finance, 2016, University of Texas – Austin

 I compare the timing of information acquisition among institutional investors and analysts, and I show that hedge fund trades predict the direction of subsequent analyst… (more)

Subjects/Keywords: Asset pricing

…States (such as the SEC) treat hedge funds differently than other institutional asset… …Adage Capital Mgmt AQR Capital Mgmt Millennium Mgmt Paulson & Co. Acadian Asset Mgmt Lone Pine… …Kayne Anderson Cap Gilder Gagnon Howe & Co. Marathon Asset Mgmt Longview Ptnr Pershing Square… …hedge fund and to remove diversified asset management companies that sponsor mutual funds, and… 

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APA (6th Edition):

-2664-6462. (2016). Information in financial markets : who gets it first?. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/38233

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

Chicago Manual of Style (16th Edition):

-2664-6462. “Information in financial markets : who gets it first?.” 2016. Thesis, University of Texas – Austin. Accessed December 17, 2017. http://hdl.handle.net/2152/38233.

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

MLA Handbook (7th Edition):

-2664-6462. “Information in financial markets : who gets it first?.” 2016. Web. 17 Dec 2017.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

-2664-6462. Information in financial markets : who gets it first?. [Internet] [Thesis]. University of Texas – Austin; 2016. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/2152/38233.

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

Council of Science Editors:

-2664-6462. Information in financial markets : who gets it first?. [Thesis]. University of Texas – Austin; 2016. Available from: http://hdl.handle.net/2152/38233

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


University of Michigan

28. Anginer, Deniz. Essays in Asset Pricing.

Degree: PhD, Business Administration, 2010, University of Michigan

 This work consists of three essays that investigate the effect of investor behavior on asset prices. In the first essay, titled “Transaction Costs and Investment… (more)

Subjects/Keywords: Essays in Asset Pricing; Economics; Business

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APA (6th Edition):

Anginer, D. (2010). Essays in Asset Pricing. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/75892

Chicago Manual of Style (16th Edition):

Anginer, Deniz. “Essays in Asset Pricing.” 2010. Doctoral Dissertation, University of Michigan. Accessed December 17, 2017. http://hdl.handle.net/2027.42/75892.

MLA Handbook (7th Edition):

Anginer, Deniz. “Essays in Asset Pricing.” 2010. Web. 17 Dec 2017.

Vancouver:

Anginer D. Essays in Asset Pricing. [Internet] [Doctoral dissertation]. University of Michigan; 2010. [cited 2017 Dec 17]. Available from: http://hdl.handle.net/2027.42/75892.

Council of Science Editors:

Anginer D. Essays in Asset Pricing. [Doctoral Dissertation]. University of Michigan; 2010. Available from: http://hdl.handle.net/2027.42/75892


Stellenbosch University

29. 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 December 17, 2017. 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. 17 Dec 2017.

Vancouver:

Dushimimana JC. Pricing multi-asset options with levy copulas. [Internet] [Thesis]. Stellenbosch University; 2011. [cited 2017 Dec 17]. 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


University of Minnesota

30. Xia, Chun. Communication, confidence and asset pricing.

Degree: Economics, 2008, University of Minnesota

 Standard rational expectations models assume away direct communication among speculative traders and resort to psychological traits such as traders' overconfidence in information processing ability to… (more)

Subjects/Keywords: Communication; Confidence; Asset pricing; Trading behavior; Economics

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APA (6th Edition):

Xia, C. (2008). Communication, confidence and asset pricing. (Thesis). University of Minnesota. Retrieved from http://purl.umn.edu/91716

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):

Xia, Chun. “Communication, confidence and asset pricing.” 2008. Thesis, University of Minnesota. Accessed December 17, 2017. http://purl.umn.edu/91716.

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

MLA Handbook (7th Edition):

Xia, Chun. “Communication, confidence and asset pricing.” 2008. Web. 17 Dec 2017.

Vancouver:

Xia C. Communication, confidence and asset pricing. [Internet] [Thesis]. University of Minnesota; 2008. [cited 2017 Dec 17]. Available from: http://purl.umn.edu/91716.

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

Council of Science Editors:

Xia C. Communication, confidence and asset pricing. [Thesis]. University of Minnesota; 2008. Available from: http://purl.umn.edu/91716

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

[1] [2] [3] [4] [5] … [11]

.