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Skip to Search Results- 1Asset pricing model
- 1Factor model
- 1Government spending
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- 1Reference Demand
- 1Regulation SHO
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Spring 2017
This thesis presents two essays. I (1) study the effect of short selling regulation SHO on informational efficiency of naked short selling activity; (2) analyze the role of reference demands in traders’ decision-making. In these essays, I highlight the informative role of transaction quantities....
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Fall 2017
The thesis consists of three essays on the link between asset prices and economic fluctuations. In Chapter 2, I explore asset pricing implications and macroeconomic dynamics of government spending shocks. I introduce a novel exogenous measure of government spending shocks using financial data....