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Essays in Asset Pricing
Published 2022“…This Thesis is devoted to better understand market dynamics and asset pricing anomalies. In Chapter 1, which is co-authored with Andrea Hamaui, we study the effect of investors’ market expectations on asset pricing. …”
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Essays in asset pricing
Published 2023“…This thesis consists of three essays investigating the asset pricing implications of technologies and corporate adaptation. …”
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Essays on asset pricing
Published 2022Subjects: “…Empirical Asset Pricing, Financial Economics…”
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Liquidity and Asset Prices.
Published 2008“…We show in an exchange economy with liquidity constraints that the volume of trade and asset prices depend on both the supply of liquidity by the Central Bank and on the liquidity of assets and commodities. …”
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Liquidity and asset prices
Published 2008“…We show in an exchange economy with liquidity constraints that the volume of trade and asset prices depend on both the supply of liquidity by the Central Bank and on the liquidity of assets and commodities. …”
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The Capital Asset Pricing Model
Published 2021-09-01“…The capital asset pricing model (CAPM) is an influential paradigm in financial risk management. …”
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Asset Prices and Exchange Rates
Published 2003Subjects: “…Asset Pricing…”
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Affine Disagreement and Asset Pricing
Published 2011“…Models of heterogeneous beliefs can generate rich implications for trading and asset pricing (see Suleyman Basak 2005 for a recent survey). …”
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Asset Prices and Exchange Rates
Published 2004Subjects: “…Asset Pricing…”
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