Active investing

Filip Bekjarovski

Research output: ThesisDoctoral ThesisScientific

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Abstract

The chapters in this Ph.D. thesis explore three key issues on the topic of active investing. The first chapter discusses how to empirically test rational asset pricing models developed to explain asset pricing anomalies. The second chapter analyzes the costs and benefits of taking short positions when executing anomaly investing in equities. Finally, the third chapter analyzes the usefulness of shareholder meetings and voting outcomes for predicting stock returns.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • Renneboog, Luc, Promotor
  • Pouget, M. , Promotor, External person
  • Brière, Marie, Promotor, External person
Award date24 Jun 2019
Place of PublicationTilburg
Publisher
Print ISBNs978 90 5668 594 2
Publication statusPublished - 2019

Fingerprint

Investing
Anomaly
Equity
Costs and benefits
Asset pricing models
Usefulness
Asset pricing
Stock returns
Shareholders
Voting

Cite this

Bekjarovski, F. (2019). Active investing. Tilburg: CentER, Center for Economic Research.
Bekjarovski, Filip. / Active investing. Tilburg : CentER, Center for Economic Research, 2019. 140 p.
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Bekjarovski, F 2019, 'Active investing', Doctor of Philosophy, Tilburg University, Tilburg.

Active investing. / Bekjarovski, Filip.

Tilburg : CentER, Center for Economic Research, 2019. 140 p.

Research output: ThesisDoctoral ThesisScientific

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AB - The chapters in this Ph.D. thesis explore three key issues on the topic of active investing. The first chapter discusses how to empirically test rational asset pricing models developed to explain asset pricing anomalies. The second chapter analyzes the costs and benefits of taking short positions when executing anomaly investing in equities. Finally, the third chapter analyzes the usefulness of shareholder meetings and voting outcomes for predicting stock returns.

M3 - Doctoral Thesis

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T3 - CentER Dissertation Series

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Bekjarovski F. Active investing. Tilburg: CentER, Center for Economic Research, 2019. 140 p. (CentER Dissertation Series).