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Efficiency gains, bounds, and risk in finance
Sarisoy, Çisil - 2015
Persistent link: https://www.econbiz.de/10011405147
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Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der - 2011
Persistent link: https://www.econbiz.de/10009159983
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Essays on asset pricing
Londoño-Yarce, Juan-Miguel - 2011
Persistent link: https://www.econbiz.de/10009492144
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Empirical essays on the information transfer between and the informational efficiency of stock markets
Zolotoy, Leon - 2008
Persistent link: https://www.econbiz.de/10003931647
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Ambiguity aversion and heterogeneity in financial markets : an empirical and theoretical perspective
Pataracchia, Beatrice - 2013
Persistent link: https://www.econbiz.de/10009765035
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Sorting out commodity and macroeconomic risk in expected stock returns
Boons, Martijn - 2014
The dissertation consists of three essays in asset pricing. Chapter I is motivated by the recent surge in institutional investment in commodity futures markets. The chapter studies how commodity risk is priced in stock and futures markets and asks whether this risk premium is time-varying with...
Persistent link: https://www.econbiz.de/10010238887
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Macroeconomic announcements and financial markets
Hu, Jiehui - 2013
Persistent link: https://www.econbiz.de/10010239073
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Limiting experiments for panel-data and jump-diffusion models
Gaia Becheri, Irene - 2012
This work concerns the theory of limiting experiments and its use in econometrics. In Chapter 2, we consider jump …
Persistent link: https://www.econbiz.de/10009733173