MARC보기
LDR01700nmm uu200409 4500
001000000333588
00520240805173322
008181129s2018 |||||||||||||||||c||eng d
020 ▼a 9780438171053
035 ▼a (MiAaPQ)AAI10750419
035 ▼a (MiAaPQ)nyu:13238
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 330
1001 ▼a Wang, Xue.
24510 ▼a Essays in Asset Pricing.
260 ▼a [S.l.] : ▼b New York University., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 133 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
500 ▼a Adviser: Jaroslav Borovicka.
5021 ▼a Thesis (Ph.D.)--New York University, 2018.
520 ▼a This dissertation consists of two chapters. The first chapter empirically investigates how investors' subjective beliefs drive the cross-section of stock returns. Using a data set of real-time professional survey forecasts, I first estimate beli
520 ▼a The second chapter investigates whether consumption growth risk is responsible for accounting observed variations in the foreign currency markets? To address this question, I set up and estimate a regime-switching Markov process for consumption
590 ▼a School code: 0146.
650 4 ▼a Economics.
650 4 ▼a Finance.
690 ▼a 0501
690 ▼a 0508
71020 ▼a New York University. ▼b Economics.
7730 ▼t Dissertation Abstracts International ▼g 79-12A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0146
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997102 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자