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Author:

Huang, Zhijian

Title:

Essays in Financial Economics

Graduate Program:

Business Administration

Keywords:

Asset pricing
data snooping
market efficiency
out-of-sample test
behavioral finance

File:

Download ZhijianHuang-Dissertation.pdf

Committee Members:

Jingzhi Huang, Committee Chair/Co-Chair
Jeremy Ko, Committee Chair/Co-Chair
Jean Helwege, Committee Member
Runze Li, Committee Member

Author:

Shi, Zhan

Title:

Risk, Ambiguity, and Anomalies in the Fixed Income Market

Graduate Program:

Business Administration

Keywords:

Knightian uncertainty
asset pricing
equity premium
term premium
credit spreads

File:

Download ZhanShi_Dissertation_v2.pdf

Committee Members:

Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Heber Farnsworth, Committee Member
Joel Matthew Vanden, Committee Member
Jared Williams, Committee Member
Runze Li, Committee Member