Browsing OzU Theses & Dissertations by Subject "Asset pricing"
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Essays on pricing anomalies and the limits of arbitrage in emerging markets
(2016-07)It is a difficult task to explain market anomalies in standard models of asset pricing, as they are all based on the core idea of the law of one price: two assets with equal expected returns have equal values. Otherwise, ... -
Macroeconomic fundamentals and emerging market asset prices
(2017-06)This thesis consists of three chapters which make empirical contributions to the field of emerging markets xed income, real estate and nancial markets. First chapter entitled 'Macroeconomics Fundamentals and Emerging ...
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