Two Essays in Finance: Momentum Loses its Momentum, and Venture Capital Liquidity Pressure
My dissertation consists of two papers, one in the area of investment and the second in the area of corporate finance. The first paper examines robustness of momentum returns in the US stock market over the period 1965 to 2012. We find that momentum profits have become insignificant since the late 1...
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Virginia Tech
2015
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| Online Access: | http://hdl.handle.net/10919/56645 |