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Filtering by: Creator Pengjie Gao Remove constraint Creator: Pengjie Gao Resource type Dissertation Remove constraint Resource type: Dissertation
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  • Market Imperfections and Asset Prices

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    Description:
    This dissertation studies two long-standing asset pricing anomalies: "Value and Growth Effects" and "Momentum Effects" via the channel of market imperfections. These market imperfections stem from basic information asymmetry problem, and take forms of contracting problems and less than perfectly competitive information intermediaries. The first essay (joint with Zhi Da)...
    Keyword:
    Finance
    Subject:
    Finance
    Creator:
    Pengjie Gao
    Owner:
    Scholarly Digital Publishing
    Date Uploaded:
    06/25/2018
    Date Modified:
    06/25/2018
    Date Created:
    2007-05-14
    Resource Type:
    Dissertation