Browsing Business Administration electronic theses and dissertations (MU) by Identifier "https://hdl.handle.net/10355/96991"
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Three essays on the time series of returns
(University of Missouri--Columbia, 2023)This dissertation consists of three essays on the time series of asset returns. The first essay in Chapter 1--Time-Varying Drivers of Stock Prices--provides novel evidence of the time-varying roles of subjective expectations ...