Essays on anomalies in asset pricing
In Chapter 1, we examine whether various anomalies can be driven by two common behavioral forces, namely, "subjective" sentiment (representing investors' subjective biased beliefs) and "objective" limited attention (representing investors' objective cognitive constraint...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2019
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/199 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1199&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |