Essays on Stock Return Predictability and Portfolio Allocation

Essays on Stock Return Predictability and Portfolio Allocation
Author: Bradley Steele Paye
Publisher:
Total Pages: 380
Release: 2004
Genre: Asset allocation
ISBN:

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Essays on Stock Return Predictability and Portfolio Allocation
Language: en
Pages: 380
Authors: Bradley Steele Paye
Categories: Asset allocation
Type: BOOK - Published: 2004 - Publisher:

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Essays on Market Microstructure and Return Predictability of Mutual Funds
Language: en
Pages: 0
Authors: Ekaterina Serikova
Categories:
Type: BOOK - Published: 2020 - Publisher:

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This thesis contains three papers. Each paper addresses a distinct research question and is implemented on a separate dataset. The first paper concludes that da
Three Essays on the Predictability of Stock Returns
Language: en
Pages: 374
Authors: Amit Goyal
Categories: Stocks
Type: BOOK - Published: 2001 - Publisher:

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The Equity Risk Premium
Language: en
Pages: 568
Authors: William N. Goetzmann
Categories: Business & Economics
Type: BOOK - Published: 2006-11-16 - Publisher: Oxford University Press

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What is the return to investing in the stock market? Can we predict future stock market returns? How have equities performed over the last two centuries? The au
Essays on Stock Return Predictability
Language: en
Pages: 96
Authors: Qing Bai
Categories:
Type: BOOK - Published: 2014 - Publisher:

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The dissertation consists of two essays. Essay I examines the return predictability by firm level R & D and innovation measures and shows that technology spillo