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Departments: Faculty of Business Languages: English

  • Essays on Capital Markets

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    Fall 2014

    Liang, Claire Y.C.

    Capital markets play an important role in the modern economy. This thesis consists of two essays on capital markets. In the first essay (Chapter 1), I study the effect of systematic news on a prominent capital markets anomaly, post-earnings announcement drift (PEAD), and use the effect to...

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