Essays in asset pricing

• المؤلف الرئيسي: SONG, Wanshan
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2019
• الموضوعات: Finance and Financial Management
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/etd_coll/200; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1200&context=etd_coll
• المؤسسة: Singapore Management University

My dissertation centers on two areas related to market microstructure. First, the role of retail traders, or the information they have, for financial markets. I use retail short selling as an example to narrow down the topic and study their trading patterns and trading strategies. Second, the role o...