Three essays on return predictability and asset pricing
Return predictability is important for tests of market efficiency and helps researchers to build better asset pricing models to explain the dynamics of asset prices. My dissertation contributes to the literature by analyzing the return predictability of technical indicators and investor sentiment, a...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2014
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/232 |
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| Institution: | Singapore Management University |
| Language: | English |