Active investing

Filip Bekjarovski

doi:10.26116/center-lis-1911

Active investing

Filip Bekjarovski

Research output: Thesis › Doctoral Thesis

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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 language	English
Qualification	Doctor of Philosophy
Awarding Institution	Tilburg University
Supervisors/Advisors	Renneboog, Luc, Promotor Pouget, M. , Promotor, External person Brière, Marie, Promotor, External person
Award date	24 Jun 2019
Place of Publication	Tilburg
Publisher	CentER, Center for Economic Research
Print ISBNs	978 90 5668 594 2
DOIs	https://doi.org/10.26116/center-lis-1911
Publication status	Published - 2019

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title = "Active investing",

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. ",

author = "Filip Bekjarovski",

note = "CentER Dissertation Series Volume: 593",

year = "2019",

doi = "10.26116/center-lis-1911",

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isbn = "978 90 5668 594 2",

volume = "593",

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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.

U2 - 10.26116/center-lis-1911

DO - 10.26116/center-lis-1911

M3 - Doctoral Thesis

SN - 978 90 5668 594 2

VL - 593

T3 - CentER Dissertation Series

PB - CentER, Center for Economic Research

CY - Tilburg

ER -

Active investing

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