Essays in empirical asset pricing

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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...

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Bibliographic Details
Main Author:	Cai, Haidong
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2021
Online Access:	https://eprints.nottingham.ac.uk/65540/

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