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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2024
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| 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 |