자료유형 | E-Book |
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개인저자 | Peng, Cheng. |
단체저자명 | Yale University. |
서명/저자사항 | Three Essays on Asset Pricing and Behavioral Finance. |
발행사항 | [S.l.] : Yale University., 2018 |
발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
형태사항 | 137 p. |
소장본 주기 | School code: 0265. |
ISBN | 9780438194380 |
일반주기 |
Source: Dissertation Abstracts International, Volume: 79-11(E), Section: A.
Adviser: Nicholas C. Barberis. |
요약 | My dissertation examines asset prices and trading behavior when investors have non-traditional preferences and non-traditional beliefs. The three essays presented in this dissertation aim to tighten two links: the link between investors' prefere |
요약 | In Chapter 1, Jingchi Liao and I explore the joint dynamics of prices and trading volume in financial bubbles. We propose a model of bubbles based on two ingredients: extrapolation and the disposition effect. We show that the model generates the |
요약 | In Chapter 2, I study how investors trade under the law of small numbers, the belief that even a small sample represents the characteristics of the underlying population. These investors expect short-term trends to reverse but long-term trends t |
요약 | In Chapter 3, Jun Wu and I study how mutual fund styles could affect the price dynamics of the underlying assets they hold. We classify all mutual funds into momentum and contrarian styles based on their portfolio decisions. A fund is considered |
일반주제명 | Finance. Economics. Management. |
언어 | 영어 |
기본자료 저록 | Dissertation Abstracts International79-11A(E). Dissertation Abstract International |
대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T15000848 |
인쇄
No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
---|---|---|---|---|---|---|---|---|
1 | WE00025756 | DP 658 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출불가(별치) |