Final thesis submission - Xu Hong.pdf (2.43 MB)
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Essays on Correlated Information Flows and Asset Pricing

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thesis
posted on 17.03.2020, 05:10 by XU HONG
Motivated by the literature that investors have limited attention and are subject to constraints in processing information, this thesis studies investor attention and information processing, and their asset-pricing implications in different contexts. The findings have important implications in addressing return patterns that seem anomalous to traditional finance theories on comovement in asset prices.

History

Campus location

Australia

Principal supervisor

Philip Gray

Additional supervisor 1

Daniel Chai

Year of Award

2020

Department, School or Centre

Banking and Finance

Course

Doctor of Philosophy

Degree Type

DOCTORATE

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