Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"Cross-Sectional Anomalies"”.
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Essays on Asset Pricing
… and offers an an explanation to prominent cross-sectional return anomalies. A commonality shared by these anomalies is that their returns are negatively correlated with the market. I show that this negative covariance implicitly embeds the mispricing of the CAPM beta -- the first and one of …
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Essays in Empirical Asset Pricing
… in empirical asset pricing, with a focus on cross-sectional anomalies, factor model evaluation, and information infrastructure in shaping cross-sectional returns and institutional investor demand. In the first chapter, co-authored with colleagues, I show that merger announcement returns …
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Three essays in financial economics
… and stock returns. I estimate wage premia across U.S. industries and show that the negative investment-return relation implied by q-theory is steeper for high wage firms than for low wage firms. Using wage premia as a proxy for labor adjustment costs, an extended investment-based model …