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You searched for subject:(asset pricing). Showing records 1 – 30 of 421 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 August 13, 2020. 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. 13 Aug 2020.

Vancouver:

McKeon RA. Two essays on asset pricing. [Internet] [Doctoral dissertation]. University of Georgia; 2008. [cited 2020 Aug 13]. 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 August 13, 2020. 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. 13 Aug 2020.

Vancouver:

Park MD. Essays in Bayesian financial econometrics. [Internet] [Doctoral dissertation]. University of Georgia; 2010. [cited 2020 Aug 13]. 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 August 13, 2020. 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. 13 Aug 2020.

Vancouver:

Eaton GW. Essays on stock liquidity and stock return predictability. [Internet] [Doctoral dissertation]. University of Georgia; 2016. [cited 2020 Aug 13]. 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 August 13, 2020. 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. 13 Aug 2020.

Vancouver:

Tong J. Pricing of adjustable rate mortgage subject to prepayment and default risk. [Internet] [Doctoral dissertation]. University of Georgia; 2007. [cited 2020 Aug 13]. 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 August 13, 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. 13 Aug 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 Aug 13]. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Zhou J. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2016. [cited 2020 Aug 13]. 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. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Li S. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2020. [cited 2020 Aug 13]. 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

8. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Barr D. Momentum: A Rational Interpretation . [Internet] [Thesis]. Queens University; 2016. [cited 2020 Aug 13]. 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

9. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Nardi F. Two Essays in Empirical Asset Pricing . [Internet] [Thesis]. Australian National University; 2017. [cited 2020 Aug 13]. 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

10. 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 August 13, 2020. http://hdl.handle.net/1853/61622.

MLA Handbook (7th Edition):

Choi, Youngmin. “Essays in information and asset prices.” 2018. Web. 13 Aug 2020.

Vancouver:

Choi Y. Essays in information and asset prices. [Internet] [Doctoral dissertation]. Georgia Tech; 2018. [cited 2020 Aug 13]. 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

11. 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 August 13, 2020. https://scholarworks.gsu.edu/finance_diss/34.

MLA Handbook (7th Edition):

Tyagi, Ashutosh. “Board Connections, Information Networks, and Asset Prices.” 2019. Web. 13 Aug 2020.

Vancouver:

Tyagi A. Board Connections, Information Networks, and Asset Prices. [Internet] [Doctoral dissertation]. Georgia State University; 2019. [cited 2020 Aug 13]. 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 Georgia

12. 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 August 13, 2020. 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. 13 Aug 2020.

Vancouver:

Smurov AA. A reduced-form approach to mortgage valuation. [Internet] [Doctoral dissertation]. University of Georgia; 2004. [cited 2020 Aug 13]. 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


Texas A&M University

13. 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 August 13, 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. 13 Aug 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 Aug 13]. 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

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

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 August 13, 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. 13 Aug 2020.

Vancouver:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Aug 13]. 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

15. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Sahgal S. Essays in financial economics. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2020 Aug 13]. 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

16. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Wang Y. Essays on asset pricing with incomplete or noisy information. [Internet] [Thesis]. University of Manitoba; 2010. [cited 2020 Aug 13]. 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

17. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Envall N. Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag. [Internet] [Thesis]. Södertörn University; 2014. [cited 2020 Aug 13]. 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

18. 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 August 13, 2020. http://hdl.handle.net/10280/67357.

MLA Handbook (7th Edition):

ORSINI, CESARE. “Saggi su Asset Pricing.” 2019. Web. 13 Aug 2020.

Vancouver:

ORSINI C. Saggi su Asset Pricing. [Internet] [Doctoral dissertation]. Università Cattolica del Sacro Cuore; 2019. [cited 2020 Aug 13]. 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

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

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 August 13, 2020. http://hdl.handle.net/1807/91960.

MLA Handbook (7th Edition):

Tang, Shengzhe. “Two Essays on Empirical Asset Pricing.” 2018. Web. 13 Aug 2020.

Vancouver:

Tang S. Two Essays on Empirical Asset Pricing. [Internet] [Doctoral dissertation]. University of Toronto; 2018. [cited 2020 Aug 13]. 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

20. 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 August 13, 2020. http://hdl.handle.net/2142/46881.

MLA Handbook (7th Edition):

Nguyen, Quoc. “Three essays in financial economics.” 2014. Web. 13 Aug 2020.

Vancouver:

Nguyen Q. Three essays in financial economics. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2014. [cited 2020 Aug 13]. 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

21. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Davies PR. Empirical tests of asset pricing models. [Internet] [Doctoral dissertation]. The Ohio State University; 2007. [cited 2020 Aug 13]. 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

22. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Silva SSd. Assets Pricing in the Brazilian Stock market: CAPM and variants application. [Internet] [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2007. [cited 2020 Aug 13]. 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

23. 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 August 13, 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. 13 Aug 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 Aug 13]. 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

24. 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 (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 August 13, 2020. 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. 13 Aug 2020.

Vancouver:

Giannini RC. An investigation of the impact of electronic communication on financial markets. [Internet] [Doctoral dissertation]. University of Georgia; 2011. [cited 2020 Aug 13]. 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


University of California – Berkeley

25. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Boman AL. Systemic Risk and Returns. [Internet] [Thesis]. University of California – Berkeley; 2013. [cited 2020 Aug 13]. 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

26. 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 (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 August 13, 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. 13 Aug 2020.

Vancouver:

Dushimimana JC. Pricing multi-asset options with levy copulas. [Internet] [Thesis]. Stellenbosch University; 2011. [cited 2020 Aug 13]. 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

27. 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 (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 August 13, 2020. http://hdl.handle.net/1969.1/166020.

MLA Handbook (7th Edition):

Jiang, Shenzhe. “Essays on Economic Dynamics.” 2017. Web. 13 Aug 2020.

Vancouver:

Jiang S. Essays on Economic Dynamics. [Internet] [Doctoral dissertation]. Texas A&M University; 2017. [cited 2020 Aug 13]. 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

28. 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 (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 August 13, 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. 13 Aug 2020.

Vancouver:

Safdar M. A Capital Market Test of Representativeness. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Aug 13]. 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

29. 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 (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 August 13, 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. 13 Aug 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 Aug 13]. 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

30. 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 August 13, 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. 13 Aug 2020.

Vancouver:

Chichernea D. Essays on the Relation between Idiosyncratic Risk and Returns. [Internet] [Doctoral dissertation]. University of Cincinnati; 2009. [cited 2020 Aug 13]. 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

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