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You searched for subject:(fundamental theorem of asset pricing). Showing records 1 – 30 of 254814 total matches.

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Penn State University

1. Zhu, Shengbo. Essays on Financial Economics and Econometrics.

Degree: 2020, Penn State University

 In a recent seminal paper, Steve Ross proposed an attractive strategy to extract the physical distribution and risk aversion from just state prices. However, empirical… (more)

Subjects/Keywords: Ross recovery theorem; equivalent martingale measure; stochastic discount factor; martingale condition; state price; path price; intrinsic inconsistency; implied process; fundamental theorem of asset pricing; canonical probability space; Markovian quasi-MLE; conditional asymptotic independence; mixing condition; near-epoch dependence

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APA (6th Edition):

Zhu, S. (2020). Essays on Financial Economics and Econometrics. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/18113szz126

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):

Zhu, Shengbo. “Essays on Financial Economics and Econometrics.” 2020. Thesis, Penn State University. Accessed November 28, 2020. https://submit-etda.libraries.psu.edu/catalog/18113szz126.

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

MLA Handbook (7th Edition):

Zhu, Shengbo. “Essays on Financial Economics and Econometrics.” 2020. Web. 28 Nov 2020.

Vancouver:

Zhu S. Essays on Financial Economics and Econometrics. [Internet] [Thesis]. Penn State University; 2020. [cited 2020 Nov 28]. Available from: https://submit-etda.libraries.psu.edu/catalog/18113szz126.

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

Council of Science Editors:

Zhu S. Essays on Financial Economics and Econometrics. [Thesis]. Penn State University; 2020. Available from: https://submit-etda.libraries.psu.edu/catalog/18113szz126

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


RMIT University

2. Agarwal, N. Essays in equity indexation methods.

Degree: 2015, RMIT University

 Most major stock market indexes across the globe are based on the market capitalization or price weighted index method, which has been derived from modern… (more)

Subjects/Keywords: Fields of Research; portfolio theory; equity indexation; portfolio construction; asset pricing; fundamental indexation

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APA (6th Edition):

Agarwal, N. (2015). Essays in equity indexation methods. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161327

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):

Agarwal, N. “Essays in equity indexation methods.” 2015. Thesis, RMIT University. Accessed November 28, 2020. http://researchbank.rmit.edu.au/view/rmit:161327.

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

MLA Handbook (7th Edition):

Agarwal, N. “Essays in equity indexation methods.” 2015. Web. 28 Nov 2020.

Vancouver:

Agarwal N. Essays in equity indexation methods. [Internet] [Thesis]. RMIT University; 2015. [cited 2020 Nov 28]. Available from: http://researchbank.rmit.edu.au/view/rmit:161327.

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

Council of Science Editors:

Agarwal N. Essays in equity indexation methods. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161327

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


Texas A&M University

3. 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 November 28, 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. 28 Nov 2020.

Vancouver:

Safdar M. A Capital Market Test of Representativeness. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Nov 28]. 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

4. Zhou, Zhou. Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2015, University of Michigan

 In this thesis, we investigate several problems in optimal stopping and fundamental theorem of asset pricing (FTAP). In Chapter II, we study the controller-stopper problems… (more)

Subjects/Keywords: optimal stopping; stopping game; fundamental theorem of asset pricing; hedging duality; semi-static trading strategy; Mathematics; Science

…ABSTRACT TOPICS IN OPTIMAL STOPPING AND FUNDAMENTAL THEOREM OF ASSET PRICING by Zhou Zhou… …problems in optimal stopping and fundamental theorem of asset pricing (FTAP). In… …fundamental theorem of asset pricing (FTAP), hedging, utility maximization, and pricing… …optimal stopping (including Chapters II-V, VIII, and IX), and fundamental theorem of… …apply the decomposition result to indifference pricing of American options under multiple… 

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APA (6th Edition):

Zhou, Z. (2015). Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/111416

Chicago Manual of Style (16th Edition):

Zhou, Zhou. “Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing.” 2015. Doctoral Dissertation, University of Michigan. Accessed November 28, 2020. http://hdl.handle.net/2027.42/111416.

MLA Handbook (7th Edition):

Zhou, Zhou. “Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing.” 2015. Web. 28 Nov 2020.

Vancouver:

Zhou Z. Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing. [Internet] [Doctoral dissertation]. University of Michigan; 2015. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/2027.42/111416.

Council of Science Editors:

Zhou Z. Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing. [Doctoral Dissertation]. University of Michigan; 2015. Available from: http://hdl.handle.net/2027.42/111416


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

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 November 28, 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. 28 Nov 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 Nov 28]. 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 November 28, 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. 28 Nov 2020.

Vancouver:

Zhou J. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2016. [cited 2020 Nov 28]. 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 November 28, 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. 28 Nov 2020.

Vancouver:

Li S. Three essays on asset pricing. [Internet] [Thesis]. University of Manitoba; 2020. [cited 2020 Nov 28]. 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


NSYSU

8. Chen, Pao-yuan. Problems of Number Theory in American High School Mathematics Competitions.

Degree: Master, Applied Mathematics, 2017, NSYSU

 This study investigates the art of solving problems of number theory in Amer- ican Mathematics Competition 10, 12 (AMC 10, 12) from year 2000 to… (more)

Subjects/Keywords: Bezout's identity; Euler's theorem; congruence relation; Euclidean algorithm; Fermat's little theorem; Chinese remainder theorem; fundamental theorem of arithmetic; Wilson theorem

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APA (6th Edition):

Chen, P. (2017). Problems of Number Theory in American High School Mathematics Competitions. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0018117-151230

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):

Chen, Pao-yuan. “Problems of Number Theory in American High School Mathematics Competitions.” 2017. Thesis, NSYSU. Accessed November 28, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0018117-151230.

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

MLA Handbook (7th Edition):

Chen, Pao-yuan. “Problems of Number Theory in American High School Mathematics Competitions.” 2017. Web. 28 Nov 2020.

Vancouver:

Chen P. Problems of Number Theory in American High School Mathematics Competitions. [Internet] [Thesis]. NSYSU; 2017. [cited 2020 Nov 28]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0018117-151230.

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

Council of Science Editors:

Chen P. Problems of Number Theory in American High School Mathematics Competitions. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0018117-151230

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

9. Guntermann, Dirk. Valuation of Firms based on a Simple Tax Function.

Degree: 2017, Freie Universität Berlin

 We show that an asymmetric taxation of gains and losses based on a classical financial market model violates the fundamental arbitrage postulate. In terms of… (more)

Subjects/Keywords: No-Arbitrage with Taxation; Firm Valuation; Fundamental Theorem of Asset Pricing; Asymmetrical Taxation; 300 Sozialwissenschaften::330 Wirtschaft::332 Finanzwirtschaft; 300 Sozialwissenschaften::330 Wirtschaft

…Zahlungsstrom einer Realinvestition nachgebildet und ein fairer Preis für das reale Asset ermittelt… …x∗ in das sichere Asset. Bei diesen Transaktionen ist im Zeitpunkt t = 0 der Einsatz… …g Tg ax (xi , wk ) = τ V T B (wk ). Für das sichere Asset ist… 

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

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APA (6th Edition):

Guntermann, D. (2017). Valuation of Firms based on a Simple Tax Function. (Thesis). Freie Universität Berlin. Retrieved from http://dx.doi.org/10.17169/refubium-7883

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):

Guntermann, Dirk. “Valuation of Firms based on a Simple Tax Function.” 2017. Thesis, Freie Universität Berlin. Accessed November 28, 2020. http://dx.doi.org/10.17169/refubium-7883.

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

MLA Handbook (7th Edition):

Guntermann, Dirk. “Valuation of Firms based on a Simple Tax Function.” 2017. Web. 28 Nov 2020.

Vancouver:

Guntermann D. Valuation of Firms based on a Simple Tax Function. [Internet] [Thesis]. Freie Universität Berlin; 2017. [cited 2020 Nov 28]. Available from: http://dx.doi.org/10.17169/refubium-7883.

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

Council of Science Editors:

Guntermann D. Valuation of Firms based on a Simple Tax Function. [Thesis]. Freie Universität Berlin; 2017. Available from: http://dx.doi.org/10.17169/refubium-7883

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


University of the Western Cape

10. Engel, Joswil Scott. Application of fundamental indexation for South African equities .

Degree: 2014, University of the Western Cape

 The primary objectives of this research are to determine whether indices constructed from fundamental attributes of ALSI constituents outperform indices weighted by market capitalisations; and… (more)

Subjects/Keywords: Fundamental indexation; Efficient market hypothesis (EMH); Asset pricing; Investor overreaction; Value effect; Size effect; Asset allocation; Rebalancing

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APA (6th Edition):

Engel, J. S. (2014). Application of fundamental indexation for South African equities . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3906

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):

Engel, Joswil Scott. “Application of fundamental indexation for South African equities .” 2014. Thesis, University of the Western Cape. Accessed November 28, 2020. http://hdl.handle.net/11394/3906.

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

MLA Handbook (7th Edition):

Engel, Joswil Scott. “Application of fundamental indexation for South African equities .” 2014. Web. 28 Nov 2020.

Vancouver:

Engel JS. Application of fundamental indexation for South African equities . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11394/3906.

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

Council of Science Editors:

Engel JS. Application of fundamental indexation for South African equities . [Thesis]. University of the Western Cape; 2014. Available from: http://hdl.handle.net/11394/3906

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


Cornell University

11. Liu, Xiaofei. The Contribution Of Trader Interaction To Market Noise.

Degree: PhD, Operations Research, 2011, Cornell University

 Inspired by the Cucker-Smale flocking idea, we introduce a heterogeneous agent-based price model that captures explicitly the impact of trader interaction on asset price dynamics,… (more)

Subjects/Keywords: Stylized facts of asset returns; Central Limit Theorem; Agent Interaction; Agent-based asset price model

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APA (6th Edition):

Liu, X. (2011). The Contribution Of Trader Interaction To Market Noise. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/33648

Chicago Manual of Style (16th Edition):

Liu, Xiaofei. “The Contribution Of Trader Interaction To Market Noise.” 2011. Doctoral Dissertation, Cornell University. Accessed November 28, 2020. http://hdl.handle.net/1813/33648.

MLA Handbook (7th Edition):

Liu, Xiaofei. “The Contribution Of Trader Interaction To Market Noise.” 2011. Web. 28 Nov 2020.

Vancouver:

Liu X. The Contribution Of Trader Interaction To Market Noise. [Internet] [Doctoral dissertation]. Cornell University; 2011. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/1813/33648.

Council of Science Editors:

Liu X. The Contribution Of Trader Interaction To Market Noise. [Doctoral Dissertation]. Cornell University; 2011. Available from: http://hdl.handle.net/1813/33648


Queens University

12. 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 November 28, 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. 28 Nov 2020.

Vancouver:

Barr D. Momentum: A Rational Interpretation . [Internet] [Thesis]. Queens University; 2016. [cited 2020 Nov 28]. 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

13. 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 November 28, 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. 28 Nov 2020.

Vancouver:

Nardi F. Two Essays in Empirical Asset Pricing . [Internet] [Thesis]. Australian National University; 2017. [cited 2020 Nov 28]. 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

14. 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 November 28, 2020. http://hdl.handle.net/1853/61622.

MLA Handbook (7th Edition):

Choi, Youngmin. “Essays in information and asset prices.” 2018. Web. 28 Nov 2020.

Vancouver:

Choi Y. Essays in information and asset prices. [Internet] [Doctoral dissertation]. Georgia Tech; 2018. [cited 2020 Nov 28]. 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


NSYSU

15. Zhou, Zhi-guang. Calculus Problems of High School Mathematics Teacher Recruitment Exams in Taiwan.

Degree: Master, Applied Mathematics, 2016, NSYSU

 This study investigates selected calculus problems of high school mathematics teacher recruitment exam in Taiwan from 2008 to 2015. These problems are classified as nine… (more)

Subjects/Keywords: Riemann sums; Calculus; LâHËopitalâs Rule; The Fundamental Theorem of Calculus; Taylor's Theorem

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APA (6th Edition):

Zhou, Z. (2016). Calculus Problems of High School Mathematics Teacher Recruitment Exams in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515116-103709

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, Zhi-guang. “Calculus Problems of High School Mathematics Teacher Recruitment Exams in Taiwan.” 2016. Thesis, NSYSU. Accessed November 28, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515116-103709.

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

MLA Handbook (7th Edition):

Zhou, Zhi-guang. “Calculus Problems of High School Mathematics Teacher Recruitment Exams in Taiwan.” 2016. Web. 28 Nov 2020.

Vancouver:

Zhou Z. Calculus Problems of High School Mathematics Teacher Recruitment Exams in Taiwan. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 Nov 28]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515116-103709.

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

Council of Science Editors:

Zhou Z. Calculus Problems of High School Mathematics Teacher Recruitment Exams in Taiwan. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515116-103709

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


RMIT University

16. Hematizadeh, R. Studies into state-dependent asset pricing models and dynamic asset allocation in international equity markets.

Degree: 2019, RMIT University

 One aspect of asset pricing research over the last five decades has focused on the application of asset pricing models to determine an optimal international… (more)

Subjects/Keywords: Fields of Research; asset allocation; asset pricing; emerging equity markets; state-dependent; Markov chain

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

APA (6th Edition):

Hematizadeh, R. (2019). Studies into state-dependent asset pricing models and dynamic asset allocation in international equity markets. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:162888

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):

Hematizadeh, R. “Studies into state-dependent asset pricing models and dynamic asset allocation in international equity markets.” 2019. Thesis, RMIT University. Accessed November 28, 2020. http://researchbank.rmit.edu.au/view/rmit:162888.

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

MLA Handbook (7th Edition):

Hematizadeh, R. “Studies into state-dependent asset pricing models and dynamic asset allocation in international equity markets.” 2019. Web. 28 Nov 2020.

Vancouver:

Hematizadeh R. Studies into state-dependent asset pricing models and dynamic asset allocation in international equity markets. [Internet] [Thesis]. RMIT University; 2019. [cited 2020 Nov 28]. Available from: http://researchbank.rmit.edu.au/view/rmit:162888.

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

Council of Science Editors:

Hematizadeh R. Studies into state-dependent asset pricing models and dynamic asset allocation in international equity markets. [Thesis]. RMIT University; 2019. Available from: http://researchbank.rmit.edu.au/view/rmit:162888

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


NSYSU

17. Cheng, Chien-Min. Problem-Solving Strategies in Calculus.

Degree: Master, Applied Mathematics, 2012, NSYSU

 This paper investigates methods of solving calculus problems in Putnam Mathematical Competition.Chapter 2 presents the methods of finding limits, and the most important theorems of… (more)

Subjects/Keywords: technique of integral; derivative; calculus; Fundamental Theorem of Calculus; series; sequence

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

APA (6th Edition):

Cheng, C. (2012). Problem-Solving Strategies in Calculus. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718112-143200

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):

Cheng, Chien-Min. “Problem-Solving Strategies in Calculus.” 2012. Thesis, NSYSU. Accessed November 28, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718112-143200.

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

MLA Handbook (7th Edition):

Cheng, Chien-Min. “Problem-Solving Strategies in Calculus.” 2012. Web. 28 Nov 2020.

Vancouver:

Cheng C. Problem-Solving Strategies in Calculus. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Nov 28]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718112-143200.

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

Council of Science Editors:

Cheng C. Problem-Solving Strategies in Calculus. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718112-143200

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


University of Georgia

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

Degree: 2014, 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; ARM; Mortgage; Reduced-form Pricing; Particle Filtering; Term Structure of Interest Rate

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APA (6th Edition):

Tong, J. (2014). Pricing of adjustable rate mortgage subject to prepayment and default risk. (Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/24010

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):

Tong, JInbao. “Pricing of adjustable rate mortgage subject to prepayment and default risk.” 2014. Thesis, University of Georgia. Accessed November 28, 2020. http://hdl.handle.net/10724/24010.

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

MLA Handbook (7th Edition):

Tong, JInbao. “Pricing of adjustable rate mortgage subject to prepayment and default risk.” 2014. Web. 28 Nov 2020.

Vancouver:

Tong J. Pricing of adjustable rate mortgage subject to prepayment and default risk. [Internet] [Thesis]. University of Georgia; 2014. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/10724/24010.

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

Council of Science Editors:

Tong J. Pricing of adjustable rate mortgage subject to prepayment and default risk. [Thesis]. University of Georgia; 2014. Available from: http://hdl.handle.net/10724/24010

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


Pontifícia Universidade Católica de São Paulo

19. André Lúcio Grande. Um estudo epistemológico do Teorema Fundamental do Cálculo voltado ao seu ensino.

Degree: 2013, Pontifícia Universidade Católica de São Paulo

 O Teorema Fundamental do Cálculo (TFC) ocupa uma posição de destaque no estudo do Cálculo Diferencial e Integral (CDI), pois estabelece a relação existente entre… (more)

Subjects/Keywords: MATEMATICA; Teorema Fundamental do Cálculo; Intuição; Rigor; Visualização; Fundamental Theorem of Calculus; Intuition; Rigor; Visualization

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

APA (6th Edition):

Grande, A. L. (2013). Um estudo epistemológico do Teorema Fundamental do Cálculo voltado ao seu ensino. (Thesis). Pontifícia Universidade Católica de São Paulo. Retrieved from http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16607

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):

Grande, André Lúcio. “Um estudo epistemológico do Teorema Fundamental do Cálculo voltado ao seu ensino.” 2013. Thesis, Pontifícia Universidade Católica de São Paulo. Accessed November 28, 2020. http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16607.

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

MLA Handbook (7th Edition):

Grande, André Lúcio. “Um estudo epistemológico do Teorema Fundamental do Cálculo voltado ao seu ensino.” 2013. Web. 28 Nov 2020.

Vancouver:

Grande AL. Um estudo epistemológico do Teorema Fundamental do Cálculo voltado ao seu ensino. [Internet] [Thesis]. Pontifícia Universidade Católica de São Paulo; 2013. [cited 2020 Nov 28]. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16607.

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

Council of Science Editors:

Grande AL. Um estudo epistemológico do Teorema Fundamental do Cálculo voltado ao seu ensino. [Thesis]. Pontifícia Universidade Católica de São Paulo; 2013. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16607

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

20. Singh, Jesper. On the fundamental theorem of calculus.

Degree: Mathematics and Mathematical Statistics, 2015, Umeå University

The Riemann integral has many flaws, some that becomes visible in the fundamental theorem of calculus. The main point of this essay is to introduce… (more)

Subjects/Keywords: Fundamental theorem of calculus; Gauge integral; Riemann integral

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

APA (6th Edition):

Singh, J. (2015). On the fundamental theorem of calculus. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-103809

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):

Singh, Jesper. “On the fundamental theorem of calculus.” 2015. Thesis, Umeå University. Accessed November 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-103809.

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

MLA Handbook (7th Edition):

Singh, Jesper. “On the fundamental theorem of calculus.” 2015. Web. 28 Nov 2020.

Vancouver:

Singh J. On the fundamental theorem of calculus. [Internet] [Thesis]. Umeå University; 2015. [cited 2020 Nov 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-103809.

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

Council of Science Editors:

Singh J. On the fundamental theorem of calculus. [Thesis]. Umeå University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-103809

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


RMIT University

21. Doan, M. The roles of systematic skewness and systematic kurtosis in asset pricing.

Degree: 2011, RMIT University

 The role of higher moments of a return distribution has become increasingly important in the literature mainly because traditional measures of risk based on the… (more)

Subjects/Keywords: Fields of Research; Systematic Skewness; Systematic Kurtosis; Asset Pricing

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

APA (6th Edition):

Doan, M. (2011). The roles of systematic skewness and systematic kurtosis in asset pricing. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:11216

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):

Doan, M. “The roles of systematic skewness and systematic kurtosis in asset pricing.” 2011. Thesis, RMIT University. Accessed November 28, 2020. http://researchbank.rmit.edu.au/view/rmit:11216.

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

MLA Handbook (7th Edition):

Doan, M. “The roles of systematic skewness and systematic kurtosis in asset pricing.” 2011. Web. 28 Nov 2020.

Vancouver:

Doan M. The roles of systematic skewness and systematic kurtosis in asset pricing. [Internet] [Thesis]. RMIT University; 2011. [cited 2020 Nov 28]. Available from: http://researchbank.rmit.edu.au/view/rmit:11216.

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

Council of Science Editors:

Doan M. The roles of systematic skewness and systematic kurtosis in asset pricing. [Thesis]. RMIT University; 2011. Available from: http://researchbank.rmit.edu.au/view/rmit:11216

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

22. Culham, James. A conceptual framework for a theory of liquidity.

Degree: PhD, 2018, Federation University Australia

This study contributes to the understanding of liquidity in two ways. First, it considers the multifaceted nature of liquidity and its relationship with money. Second,… (more)

Subjects/Keywords: Theory of liquidity; Conceptual framework; Monetary policy; Asset pricing

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

APA (6th Edition):

Culham, J. (2018). A conceptual framework for a theory of liquidity. (Doctoral Dissertation). Federation University Australia. Retrieved from http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/165439 ; https://library.federation.edu.au/record=b2766625

Chicago Manual of Style (16th Edition):

Culham, James. “A conceptual framework for a theory of liquidity.” 2018. Doctoral Dissertation, Federation University Australia. Accessed November 28, 2020. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/165439 ; https://library.federation.edu.au/record=b2766625.

MLA Handbook (7th Edition):

Culham, James. “A conceptual framework for a theory of liquidity.” 2018. Web. 28 Nov 2020.

Vancouver:

Culham J. A conceptual framework for a theory of liquidity. [Internet] [Doctoral dissertation]. Federation University Australia; 2018. [cited 2020 Nov 28]. Available from: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/165439 ; https://library.federation.edu.au/record=b2766625.

Council of Science Editors:

Culham J. A conceptual framework for a theory of liquidity. [Doctoral Dissertation]. Federation University Australia; 2018. Available from: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/165439 ; https://library.federation.edu.au/record=b2766625

23. -9309-5664. Regularization in econometrics and finance.

Degree: PhD, Statistics, 2018, University of Texas – Austin

 This dissertation develops regularization methods for use in finance and econometrics problems. The key methodology introduced is utility-based selection (UBS)  – a procedure for inducing… (more)

Subjects/Keywords: Utility-based posterior summarization; Asset pricing; Cross-section of returns

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

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

APA (6th Edition):

-9309-5664. (2018). Regularization in econometrics and finance. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/65998

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

Chicago Manual of Style (16th Edition):

-9309-5664. “Regularization in econometrics and finance.” 2018. Doctoral Dissertation, University of Texas – Austin. Accessed November 28, 2020. http://hdl.handle.net/2152/65998.

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

MLA Handbook (7th Edition):

-9309-5664. “Regularization in econometrics and finance.” 2018. Web. 28 Nov 2020.

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

Vancouver:

-9309-5664. Regularization in econometrics and finance. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2018. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/2152/65998.

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

Council of Science Editors:

-9309-5664. Regularization in econometrics and finance. [Doctoral Dissertation]. University of Texas – Austin; 2018. Available from: http://hdl.handle.net/2152/65998

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


University of Texas – Austin

24. -8449-8912. Two essays on asset pricing: 2 essays on asset pricing.

Degree: PhD, Finance, 2015, University of Texas – Austin

 Chapter one of the thesis studies the relationship between corporate cash holdings and expected stock returns. I develop a real options model with external financing… (more)

Subjects/Keywords: Asset pricing; Cross-sectional variation of stock returns

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

APA (6th Edition):

-8449-8912. (2015). Two essays on asset pricing: 2 essays on asset pricing. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/32225

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

Chicago Manual of Style (16th Edition):

-8449-8912. “Two essays on asset pricing: 2 essays on asset pricing.” 2015. Doctoral Dissertation, University of Texas – Austin. Accessed November 28, 2020. http://hdl.handle.net/2152/32225.

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

MLA Handbook (7th Edition):

-8449-8912. “Two essays on asset pricing: 2 essays on asset pricing.” 2015. Web. 28 Nov 2020.

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

Vancouver:

-8449-8912. Two essays on asset pricing: 2 essays on asset pricing. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2015. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/2152/32225.

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

Council of Science Editors:

-8449-8912. Two essays on asset pricing: 2 essays on asset pricing. [Doctoral Dissertation]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/32225

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


Virginia Tech

25. Celiker, Umut. Two Essays on Asset Prices.

Degree: PhD, Business (Finance), 2012, Virginia Tech

 This dissertation consists of two chapters. The first chapter examines the role of growth options on stock return continuation. Growth options are both difficult to… (more)

Subjects/Keywords: Financial Analysts; Idiosyncratic Volatility; Momentum; Asset Pricing; Differences of Opinion

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

APA (6th Edition):

Celiker, U. (2012). Two Essays on Asset Prices. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/38833

Chicago Manual of Style (16th Edition):

Celiker, Umut. “Two Essays on Asset Prices.” 2012. Doctoral Dissertation, Virginia Tech. Accessed November 28, 2020. http://hdl.handle.net/10919/38833.

MLA Handbook (7th Edition):

Celiker, Umut. “Two Essays on Asset Prices.” 2012. Web. 28 Nov 2020.

Vancouver:

Celiker U. Two Essays on Asset Prices. [Internet] [Doctoral dissertation]. Virginia Tech; 2012. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/10919/38833.

Council of Science Editors:

Celiker U. Two Essays on Asset Prices. [Doctoral Dissertation]. Virginia Tech; 2012. Available from: http://hdl.handle.net/10919/38833

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

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 November 28, 2020. https://scholarworks.gsu.edu/finance_diss/34.

MLA Handbook (7th Edition):

Tyagi, Ashutosh. “Board Connections, Information Networks, and Asset Prices.” 2019. Web. 28 Nov 2020.

Vancouver:

Tyagi A. Board Connections, Information Networks, and Asset Prices. [Internet] [Doctoral dissertation]. Georgia State University; 2019. [cited 2020 Nov 28]. Available from: https://scholarworks.gsu.edu/finance_diss/34.

Council of Science Editors:

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


University of North Texas

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

Degree: 2020, University of North Texas

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

Subjects/Keywords: Asset Pricing; Investments; Stock Market

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Yu, Huaibing. “How Volatility is Priced by the Stock Market.” 2020. Thesis, University of North Texas. Accessed November 28, 2020. https://digital.library.unt.edu/ark:/67531/metadc1707393/.

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

MLA Handbook (7th Edition):

Yu, Huaibing. “How Volatility is Priced by the Stock Market.” 2020. Web. 28 Nov 2020.

Vancouver:

Yu H. How Volatility is Priced by the Stock Market. [Internet] [Thesis]. University of North Texas; 2020. [cited 2020 Nov 28]. Available from: https://digital.library.unt.edu/ark:/67531/metadc1707393/.

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

Council of Science Editors:

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

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


Texas A&M University

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

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 November 28, 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. 28 Nov 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 Nov 28]. 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

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

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

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

Subjects/Keywords: empirical asset pricing; momentum

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Doctoral Dissertation, Texas A&M University. Accessed November 28, 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. 28 Nov 2020.

Vancouver:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Internet] [Doctoral dissertation]. Texas A&M University; 2012. [cited 2020 Nov 28]. 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 Manitoba

30. 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 November 28, 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. 28 Nov 2020.

Vancouver:

Wang Y. Essays on asset pricing with incomplete or noisy information. [Internet] [Thesis]. University of Manitoba; 2010. [cited 2020 Nov 28]. 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

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