Two essays of the market friction effects on asset prices: evidence from syndicated loan and futures markets

Two essays are comprised in this dissertation to explore how market friction affects the processes of price formation. The first essay investigates on both theoretical and empirical bases how segmentation of communication amongst potential lenders can influence loan contracts. Two cases are consider...

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Bibliographic Details
Main Authors: 吳偉劭, Wu, Wei-Shao
Language:英文
Published: 國立政治大學
Subjects:
Online Access:http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0963575041%22.