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Essays on return predictability and active management
(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
(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 ...