Titelaufnahme
Titelaufnahme
- TitelEssays in empirical asset pricing and behavioral finance / submitted by Jan Philipp Harries
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- AusgabeElektronische Ressource
- Umfang1 Online-Ressource (X, 137 Seiten) : Diagramme
- HochschulschriftBergische Universität Wuppertal, Dissertation, 2021
- SpracheEnglisch
- DokumenttypDissertation
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English
This dissertation consists of four articles on Asset Pricing and Behavioral Finance. The first article, "Value by Design?", analyzes design choices for equity value strategies. The second article, "The Choice" expands this approach to the Fama and French Three-Factor-Model, finding significant dispersion due to seemingly innocuous design and implementation choices. In the third article, "If he’s still in, I’m still in!", we try to establish a causal link between Reddit-Posts and retail trading acitivity in GameStop shares. The fourth paper, "Determinants of Blockholdership", introduces a new dataset on blockholders of us-listed firms and confirms prior research results with this new data.
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