Essays in financial econometrics
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2008. === Includes bibliographical references. === Chapter 1 is the product of joint work with Ferhat Akbas and it provides a behavioral explanation for monthly negative serial correlation in stock returns. For the first tim...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2009
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| Online Access: | http://hdl.handle.net/1721.1/45905 |