Three Essays in Financial Economics:

Thesis advisor: Rui Albuquerque === Thesis advisor: Thomas J. Chemmanur === In my first essay, I develop a model of investor behavior around prescheduled macroeconomic announcements to analyze the optimal allocation of investor attention between systematic and idiosyncratic risk factors when a macro...

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Bibliographic Details
Main Author: Wang, Yu
Format: Others
Language:English
Published: Boston College 2020
Subjects:
Online Access:http://hdl.handle.net/2345/bc-ir:108765