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Executive Compensation And Idiosyncratic Risk
(Finance & Real Estate, 2014-09-17)
Executive compensation is a very heavily researched area in finance, accounting and management over the last three decades. However, there are several inconclusive issues. One of them is the relationship between idiosyncratic ...
Cointegration, Causality And Price Discovery In The NAFTA Markets: A Study Of Sector Indices And Trade Flow Data From The Perspective Of US Markets
(Finance & Real Estate, 2014-09-17)
This dissertation examines the long-run linkage among the equity markets and sectors of the NAFTA economies by employing Cointegration and Vector Error Correction Model (VECM) framework. In addition, I also seek to identify ...
Three Essays On Market Anomalies And Efficient Market Hypothesis
(Finance & Real Estate, 2014-03-10)
This dissertation consists of three distinct essays. The first essay investigates the risk interpretation of the investment premium by empirically examining the fundamental view versus the sentimental view. I use VAR to ...
Reassessing Anomalies And Puzzles
(Finance & Real Estate, 2014-07-14)
While standard asset pricing models assume a frictionless environment and investors are risk-averse individuals who maximize their utility based on all the available information in real time. The asset pricing literature ...