Now showing items 1-2 of 2

    • Asymmetric Correlations in Financial Markets 

      Ozsoy, Sati Mehmet (2013)
      This dissertation consists of three essays on asymmetric correlations in financial markets. In the first essay, I have two main contributions. First, I show that dividend growth rates have symmetric correlations. Second, ...
    • Essays in Empirical Asset Pricing 

      Zhao, Bingzhi (2017)
      This dissertation consists of three essays that shed light on various problems in empirical asset pricing and portfolio management by applying high frequency econometric techniques. Chapter 1, An Efficient Factor from Basis ...