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Three essays on stock market liquidity and earnings seasons
(University of Missouri--Columbia, 2009)
In these essays, I identify the effects of earnings seasons (i.e., the clustering of earnings releases), on stock market liquidity and asset pricing. In the first essay, I document strong seasonal regularities associated ...
Three essays on firm-specific volatility
(University of Missouri--Columbia, 2007)
[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT REQUEST OF AUTHOR.] The central objective of my dissertation is to study the behavior of firm-specific volatility in countries around the world. Consistent with existing ...