Zhang, Dongna (2019) Essays on empirical asset pricing and under-investment puzzle: Evidence from the UK. PhD thesis, University of York.
Abstract
This thesis explores the ability of the profitability and investment factors to describe the variation of average stock returns, provides an explanation of the empirical relationship between the risk premiums and macroeconomic conditions, and new evidence on the impacts of leverage, uncertainty and R&D on UK business investment decisions.
Metadata
Supervisors: | Smith, Peter and Spencer, Peter |
---|---|
Awarding institution: | University of York |
Academic Units: | The University of York > Economics and Related Studies (York) |
Depositing User: | Dr Dongna Zhang |
Date Deposited: | 28 Jan 2019 11:09 |
Last Modified: | 23 Jan 2024 01:05 |
Open Archives Initiative ID (OAI ID): | oai:etheses.whiterose.ac.uk:22745 |
Download
Examined Thesis (PDF)
Filename: Thesis.pdf
Licence:
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 2.5 License
Export
Statistics
You do not need to contact us to get a copy of this thesis. Please use the 'Download' link(s) above to get a copy.
You can contact us about this thesis. If you need to make a general enquiry, please see the Contact us page.