Two essays on financial market behavior---evidence from international markets

Posted on:2011-09-05

Degree:Ph.D

Type:Dissertation

University:Drexel University

Candidate:Zheng, Dazhi

Full Text:PDF

GTID:1449390002468435

Subject:Economics

Abstract/Summary:

his dissertation studies two issues in empirical analysis of financial markets: The herd behavior in global markets and illiquidity as a risk factor to predict excess stock returns in international markets. These issues are structured into two essays.;Essay ;Essay...

Keywords/Search Tags:

Markets

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