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.
|Qualification||Doctor of Philosophy|
|Award date||24 Jun 2020|
|Place of Publication||Tilburg|
|Print ISBNs||978 90 5668 622 2|
|Publication status||Published - 2020|