Three essays on empirical finance

In essay one, I provide new evidence of the DRIP arbitrage activities based on Australian markets and investigate the impacts of DRIP arbitrage activities on equity lending, equity financing, and the price performance in the stock market. I find that DRIP arbitrage helps to facilitate equity raising...

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Bibliographic Details
Main Author: Hu, Xiaoxiong
Other Authors: Xin Chang, Simba
Format: Thesis-Doctor of Philosophy
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/156673
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Institution: Nanyang Technological University
Language: English