Essays on Empirical Asset Pricing
This thesis consists of three essays on empirical asset pricing around three themes: evaluating linear factor asset pricing models by comparing their misspecified measures, understanding the long-run risk on consumption-leisure to investigate their pricing performances on cross-sectional returns, an...
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| Format: | Doctoral Thesis |
| Language: | English |
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Universitat Autònoma de Barcelona
2013
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| Online Access: | http://hdl.handle.net/10803/125909 http://nbn-resolving.de/urn:isbn:9788449039119 |