• No results found

Essays on Cross-Sectional Asset Pricing

N/A
N/A
Protected

Academic year: 2019

Share "Essays on Cross-Sectional Asset Pricing"

Copied!
152
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Figure 1.1Monthly Average Amihud’s Illiquidity Level in the UK
Figure 1.2 Monthly Average Relative Illiquidity Level in the UK
Figure 1.3Monthly SMB in the UK and US (Percentage)
Figure 1.4Monthly HML in the UK an US (Percentage)
+7

References

Related documents

evžen kočenda : european perspective on the links among public investments , banking and sovereign risk public sect or economics 42 (2) 105-109 (2018) 108 4 implications.

3 years in Computer Software development Preferred Education 4 year college degree or equivalent technical study. Role Description  Facilitate the implementation of

Therefore, we can create a risk-free security by buying a stock, buying a put option with an exercise price of $X and selling (or writing) a call option with an exercise price of

• The attacker cannot use a compromised device to locate or mount at- tacks on trusted devices since there is no communication allowed be- tween vulnerable and trusted devices as

[,TargetModule(tmod),TargetClass(tclass)]* By mining this itemset database using FPGrowth algo- rithm, we can find the frequent sub-itemsets and generate the association rules of

The study investigated the following questions: (1) Would consumers report a significantly different liking of the sensory properties (colour, texture, flavour and taste) of

Utilizing specific power and energy fuel cell properties that exceed those available today and current Li-Po battery properties, both a 30 min and 60 min mission were shown to have

By the 2010 round, only 3 of the 22 countries in the region which undertook some form of ethnic enumeration used the terms ethnicity or ethnic group (New Zealand, Tuvalu, and Fiji)..