Three essays on information diffusion and market friction
How markets impound information into asset prices is one of the most important concerns of financial economics. Due to behavioural bias and transaction friction, information could be mispriced in the real world, thus driving market anomalies and return predictability of behavioural factors. My disse...
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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/202 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1202&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |