Skip navigation
Skip navigation

Essays on Empirical Asset Pricing and Behavioural Finance

Wang, Yizhi

Description

This thesis comprises three chapters. In the first, Digesting the Profitability and Investment Premia: Evidence from the Short-selling Activity', we highlight the different effects of short-selling activity on the profitability and investment premia. We find that the profitability premium disappears among the stocks with high short-selling activity, whereas the short-selling has no impact on the investment premium. We also show that the profitability premium is more likely than the investment...[Show more]

CollectionsOpen Access Theses
Date published: 2020
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/206215
DOI: 10.25911/5f36688d4eb59

Download

File Description SizeFormat Image
Thesis_Yizhi Wang.pdfThesis Material3.22 MBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator