Essays on empirical asset pricing

Essays on empirical asset pricing

The dissertation consists of three chapters on empirical asset pricing. The first chapter examinesthe market return predictability of media coverage on climate change. Specifically, we introduce acomprehensive media climate change concern (ΔCMCCC) index, derived from unexpected climatechange coverag...

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Bibliographic Details
Main Author: WANG, Luying
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2024
Subjects:
Asset Pricing
Climate Change
News Media
Trading Volume
Mispricing
Behavioral Finance
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/etd_coll/567
https://ink.library.smu.edu.sg/context/etd_coll/article/1565/viewcontent/GPBS_AY2019_PhD_Luying_WANG.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/567
https://ink.library.smu.edu.sg/context/etd_coll/article/1565/viewcontent/GPBS_AY2019_PhD_Luying_WANG.pdf

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