• Two essays on investor overconfidence and asset prices 

    Nikolic, Biljana (University of Missouri--Columbia, 2012)
    This dissertation contains two essays about the impact of investor overconfidence on asset prices. The first essay examines the role of investor overconfidence in explaining the momentum effect. Using a comprehensive sample ...
  • Two essays on mutual fund performance 

    Lynch, Andrew A. (University of Missouri--Columbia, 2012)
    In these two essays, I examine the relation between mutual fund characteristics and fund performance. In the first essay, I test the impact of liquidity and liquidity risk on mutual fund returns. I find that equity funds ...