Essays on Investor Beliefs and Asset Pricing
<p>This dissertation is composed of three chapters addressing the connections between investor beliefs and asset pricing. Specifically, I focus on one prevailing pattern of investor beliefs in the finance literature, return extrapolation. The idea is that investor expectations about future mar...
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Format: | Others |
Language: | en |
Published: |
2018
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Online Access: | https://thesis.library.caltech.edu/10960/1/Sui_Pengfei_2018.pdf Sui, Pengfei (2018) Essays on Investor Beliefs and Asset Pricing. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/F2BV-8Y73. https://resolver.caltech.edu/CaltechTHESIS:05292018-140741507 <https://resolver.caltech.edu/CaltechTHESIS:05292018-140741507> |
Internet
https://thesis.library.caltech.edu/10960/1/Sui_Pengfei_2018.pdfSui, Pengfei (2018) Essays on Investor Beliefs and Asset Pricing. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/F2BV-8Y73. https://resolver.caltech.edu/CaltechTHESIS:05292018-140741507 <https://resolver.caltech.edu/CaltechTHESIS:05292018-140741507>