Essays in asset pricing and auctions

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.