Essays on investing in stock and bond markets

Ivo Kuiper

Research output: ThesisDoctoral Thesis

Abstract

This Ph.D. thesis consists of three chapters about investing in stock and bond markets. The first chapter studies the financial market’s response to economic news as function of the economic environment by attributing the daily stock returns to its main drivers. The second chapter studies the cross section of stocks and specifically the interest rate sensitivity of the low-volatility anomaly and shows that a significant part of the low-volatility anomaly can be explained by the exposure to interest rates. The last chapter is about multi-asset investing and the implications of the rebalancing frequency for long-term investors.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • Driessen, Joost, Promotor
  • Baele, Lieven, Co-promotor
Award date21 Dec 2017
Place of PublicationTilburg
Publisher
Print ISBNs978 90 5668 543 0
Publication statusPublished - 2017

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