Essays in empirical asset pricing
The thesis encompasses three essays in empirical asset pricing and mainly concentrates on Chinese stock and futures markets. Traditional asset pricing models assume the arrival of information is immediately processed and incorporated into asset prices. In reality, there are numerous constraints that...
| Main Author: | |
|---|---|
| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2021
|
| Online Access: | https://eprints.nottingham.ac.uk/65540/ |