Browsing by Thesis Advisor "O'Doherty, Michael S."

Now showing items 1-2 of 2

  • Essays on return predictability and active management 

    Kothari, Patrik (University of Missouri--Columbia, 2019)
    In this dissertation, I consider two topics in return predictability and performance evaluation in active management. In the first essay, I propose a production based asset pricing model with labor inputs. In this model, ...

  • Two essays on stock market anomalies 

    Wang, Feifei (University of Missouri--Columbia, 2017)
    [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] In this dissertation, I consider two topics in stock market anomalies, i.e., cross- sectional patterns in stock returns that cannot be explained by ...