Three essays on finance
In Chapter 1, using large lottery jackpots on Saturday as repeated exogenous shocks to investor attention, we find that the Monday effect of market return and the Monday effect of anomalies only exist on Mondays with a large jackpot on the preceding Saturday. For example, the Monday effect of high i...
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| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
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Nanyang Technological University
2020
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| Online Access: | https://hdl.handle.net/10356/138123 |