Essays in asset pricing and auctions

Research output: ThesisDoctoral Thesis

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Abstract

The three chapters of this thesis investigate key issues on the topic of asset valuation using experimental and machine learning methods. The first chapter studies predictability in the cross-section of international equity indices using the latest methodological developments in the area of machine learning. In the second chapter, the attention is moved to theoretical asset pricing, where a rational channel for asset co-movement is considered using a laboratory experiment. Lastly, the final chapter examines asset valuation in the context of auctions.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • Noussair, C.N., Promotor
  • Breaban, A.G., Co-promotor
  • Cassella, Stefano, Co-promotor
Award date24 Jun 2020
Place of PublicationTilburg
Publisher
Print ISBNs978 90 5668 622 2
Publication statusPublished - 2020

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    Popescu, A. V. (2020). Essays in asset pricing and auctions. CentER, Center for Economic Research.