Two Essays on Asset Pricing
This dissertation contains two essays that study the implications of information arrival on asset prices. In the first essay, I study an important aspect of the firm-level information structure - the quantity of information - and its effect on the cross-section of stock returns. The main contributio...
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| Language: | en_ca |
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2013
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| Online Access: | http://hdl.handle.net/1807/43770 |