Essays on behavioral heterogeneity and asset pricing

Recent empirical studies have confirmed the importance of investor behavior in asset pricing. This thesis aims to explore the effect of behavioral heterogeneity on asset pricing with focuses on investor sentiment and trading volume. Other related issues on financial markets, including stylized facts...

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Bibliographic Details
Main Author: Li, Changtai
Other Authors: Chia Wai Mun
Format: Thesis-Doctor of Philosophy
Language:English
Published: Nanyang Technological University 2020
Subjects:
Online Access:https://hdl.handle.net/10356/145290
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Institution: Nanyang Technological University
Language: English