Three essays on finance

In Chapter 1, using large lottery jackpots on Saturday as repeated exogenous shocks to investor attention, we find that the Monday effect of market return and the Monday effect of anomalies only exist on Mondays with a large jackpot on the preceding Saturday. For example, the Monday effect of high i...

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書目詳細資料
主要作者: Yang, Chuyi
其他作者: Hwang Chuan Yang
格式: Thesis-Doctor of Philosophy
語言:English
出版: Nanyang Technological University 2020
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在線閱讀:https://hdl.handle.net/10356/138123
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