Three Essays in Empirical Asset Pricing

QR Code

Three Essays in Empirical Asset Pricing

Inventory investment is volatile and procyclical, the inventory-sales ratio is persistent and countercyclical (Bils & Kahn, 2000; Blinder, 1986; Christiano, 1988), this is one of the stylized facts documented in the macroeconomic inventory behavior studies. Blinder (1986) states: “business cycle...

Full description

Bibliographic Details
Main Author:	QU, Shanshan
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2021
Subjects:	Empirical asset pricing Inventory Liquidity risk
Online Access:	https://eprints.nottingham.ac.uk/66267/

Similar Items

Transfer pricing risk management of intangible assets for multinational enterprises (MNEs)
by: Shao, Cong
Published: (2024)

An asset pricing model that captures all the proper factors which affect the price of an asset seems to be a far-off reality according to the evidence of the existing ones.
by: Karousios, Konstantinos
Published: (2007)

Firm's distress risk and profitability in the cross-sectional stock returns
by: Sha, Yezhou
Published: (2017)

Is liquidity the missing link?
by: Limkriangkrai, M., et al.
Published: (2008)

Asset Pricing and Foreign Exchange Risk
by: Apergis, Nicholas, et al.
Published: (2011)

An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market
by: YEH, YU-JEN
Published: (2006)

Essays in stock market anomalies
by: Yu, Lin
Published: (2016)

Essays on asset pricing: comparisons of factor models, investigations of the roles of illiquidity, R&D investment, product market competition, and labor mobility
by: Bu, Ziwen
Published: (2019)

Liquidity, interest rates and house prices in the Euro area: a DSGE analysis
by: Rubio, Margarita, et al.
Published: (2016)

Stock price crash risk: evidence from China
by: Wang, Meng
Published: (2021)

Studies of Stock Pricing in China Small and Medium-sized Board -Based on CAPM and Three-Factor Model
by: LI, QINGTAO
Published: (2017)

Analysis of the changing determinants of liquidity risk in U.S banks between 2007 and 2018
by: QIAN, Jianan
Published: (2020)

The Asset Pricing and Bid-Ask Spread: An Empirical Evidence Based on the KLSE Market
by: Lee, Say Oh
Published: (1998)

Pricing Asset-backed Securities: A Revised Model
by: Bradka, Lukas
Published: (2008)

Three essays on financial risk
by: Yao, Kai
Published: (2019)

Essays on speculative financial bubbles
by: Evripidou, Andria C.
Published: (2018)

Essays in empirical asset pricing
by: Cai, Haidong
Published: (2021)

POTENTIAL OF ASSET SECURITISATION IN SINGAPORE
by: Chong, Joanne Lee Men
Published: (2008)

An empirical analysis of the determinant of bank asset risks in Southeast Asia
by: Sumprasert, Sukhita
Published: (2018)

Essays on banking
by: Nguyen, Thach Vu Hong
Published: (2021)

Joint pricing and production planning of multiple products
by: Mardaneh, Elham
Published: (2010)

Profiling gender differentials in asset and debt portfolios in Australia
by: Jefferson, Therese, et al.
Published: (2010)

The influence of debt financing on asset usage: An empirical study of Indian's cement manufacturing
by: Rengasamy, Dhanuskodi
Published: (2014)

Risk, return and market condition: a new functional-beta capital asset pricing model
by: Zhuang, Yuchen
Published: (2009)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
by: Zakaria, Azhar
Published: (2006)

An effectiveness asset disposal towards fixed asset management at Petronas Dagangan Berhad / Nurshazwani Sabli
by: Sabli, Nurshazwani
Published: (2009)

Distributed Purchasing Asset Management
by: Jusoh, Norsiah
Published: (2003)

Combining local and global markets in asset pricing in emerging markets: evidence from three BRICS nations
by: Hakim, Shabir Ahmad, et al.
Published: (2015)

Three essays on empirical corporate finance
by: Xu, Bo
Published: (2025)

Empirical Analysis of Default Risk in Chinese Listed Commercial Banks
by: Wang, Guo-Hua
Published: (2017)

GEOTECHNICAL ASSET MANAGEMENT FOR UK RAILWAY EMBANKMENTS
by: Siino, Giulia
Published: (2023)

Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market
by: Tam, Ka Tung
Published: (2007)

Review and Comparison of the Models for Asset Pricing with Empirical Evidence from UK Stock Market
by: Tam, Ka Tung
Published: (2007)

Monetary policy and the role of inventory investment
by: Rubio, Margarita, et al.
Published: (2017)

Best of the best: a comparison of factor models
by: Ahmed, Shamim, et al.
Published: (2018)

A risk-return explanation of the momentum-reversal “anomaly”
by: Booth, G. Geoffrey, et al.
Published: (2016)

Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model
by: Rath, Subhrendu, et al.
Published: (2015)

Actors of maritime trade in the British Atlantic: from the ‘sea dogs’ to a trading empire
by: Haggerty, Sheryllynne
Published: (2015)

The price of sin in the Pacific-Basin
by: Durand, Robert B, et al.
Published: (2013)

Gender Comparisons of Asset and Debt Portfolios in Australia
by: Austen, Siobhan, et al.
Published: (2010)