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008181129s2018 ||| | | | eng d
020 ▼a 9780438351509
035 ▼a (MiAaPQ)AAI10837565
035 ▼a (MiAaPQ)umn:19399
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0491 ▼f DP
0820 ▼a 658
1001 ▼a Luo, Ding.
24510 ▼a Essays on Asset Pricing.
260 ▼a [S.l.] : ▼b University of Minnesota., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 135 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
500 ▼a Adviser: Frederico Belo.
5021 ▼a Thesis (Ph.D.)--University of Minnesota, 2018.
520 ▼a My dissertation studies the relations between macroeconomic quantities and asset prices. The first chapter takes a production-based approach and investigates how different types of business investment are linked to stock returns. The second chap
520 ▼a In Chapter One "Capital heterogeneity, time-to-build, and return predictability", I study how two major types of business investment, equipment and structures, are differently linked to stock returns. I empirically show that the investment rate
520 ▼a In Chapter Two "Asset pricing and risk sharing with limited enforcement and heterogeneous preferences", I introduce heterogeneous preferences (heterogeneity in risk aversion and time discount factor) into a two-agent endowment economy with enfor
590 ▼a School code: 0130.
650 4 ▼a Finance.
690 ▼a 0508
71020 ▼a University of Minnesota. ▼b Business Administration.
7730 ▼t Dissertation Abstracts International ▼g 80-01A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0130
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14999568 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자 ▼b 관리자