Three essays on empirical finance

Three essays on empirical finance
Author :
Publisher : Rozenberg Publishers
Total Pages : 146
Release :
ISBN-10 : 9789036101516
ISBN-13 : 9036101514
Rating : 4/5 (16 Downloads)

Book Synopsis Three essays on empirical finance by : Tse-Chun Lin

Download or read book Three essays on empirical finance written by Tse-Chun Lin and published by Rozenberg Publishers. This book was released on 2009 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This dissertation contains three essays in financial economics. In Chapter 1, motivated by the phenomenon that momentum profits vary substantially across differ