Expected returns : An empirical asset pricing study
Original version
Tran, V. L. (2020). Expected returns: An empirical asset pricing study (PhD thesis). Nord UniversityDescription
Doctoral thesis (PhD) - Nord University, 2020
Has parts
Paper I: Tran, V. L., Leirvik, T. (2019). A simple but powerful measure of market efficiency. Finance Research Letters, 29 141-151. doi: 10.1016/j.frl.2019.03.004. The article is available at https://hdl.handle.net/11250/2659023Paper II: Tran, V. L., Leirvik, T. (2019). Efficiency in the markets of crypto-currencies. Finance Research Letters, 101382. doi: 10.1016/j.frl.2019.101382. The article is available at https://hdl.handle.net/11250/2656489
Paper III: Tran, V. L., Leirvik, T. (Forthcoming). Stable Liquidity. Full text not available in Nord Open.
Paper IV: Tran, V. L. (Forthcoming). Mispricing characteristics. Full text not available in Nord Open.