Now showing items 41-43 of 43
Essays in Financial Economics
(2017)
My dissertation is a collection of three essays relating to three important aspects of financial markets - assets, firms, and households. While the first two chapters focus on financial linkage between asset markets (emerging ...
Essays on the U.S. Treasury Debt Market and Asset-Pricing
(2018)
The three essays in this dissertation examine questions in the U.S. Treasury bond market and an asset-pricing anomaly in the stock market. They are unified by the theme relating quantities of assets with asset prices. These ...
An Investor Behavior and Related Asset Pricing Distortions
(2018)
I document a stylized fact about stock buying behavior of investors. I empirically show that investors tend to buy riskier stocks following a realized loss. The risk measure that the investors seem to pay attention to is ...