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Essays on Information Acquisition and Asset Pricing
Language: en
Pages: 88
Authors: Paul Marmora
Categories:
Type: BOOK - Published: 2015 - Publisher:

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In this dissertation, I explore different mechanisms by which information is generated in financial markets, and whether these mechanisms can account for empiri
Selected Essays in Empirical Asset Pricing
Language: en
Pages: 123
Authors: Christian Funke
Categories: Business & Economics
Type: BOOK - Published: 2008-09-15 - Publisher: Springer Science & Business Media

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Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. cap
Two Essays on Asset Pricing
Language: en
Pages:
Authors: Xiaofei Zhao
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Type: BOOK - Published: 2013 - Publisher:

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Three Essays on Information and Asset Prices
Language: en
Pages: 218
Authors: Gang Li
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Type: BOOK - Published: 2003 - Publisher:

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Three Essays on Information and Asset Pricing
Language: en
Pages: 168
Authors: Xin Zhou
Categories: Assets (Accounting)
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The second essay examines the effect of a short-sale constraint on risky asset price in a rational expectations model with asymmetric information. Imposing a sh