Essays in empirical asset pricing

This thesis consists of two essays which contribute to different but related aspects of the empirical asset pricing literature. The common theme is that incorrect restrictions can lead to inaccurate decisions. The first essay demonstrates that failure to account for the Federal Reserve experiment...

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Bibliographic Details
Main Author: Smith, Daniel Robert
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/2429/13589