Browse by Subject "Risk Premium"

  • Lee, Jae Hoon (2012-05-22)
    The first essay, Funding Liquidity and Its Risk Premiums, presents a new approach to measure funding liquidity and demonstrates that the estimated funding liquidity can predict future stock market returns. The key idea is ...

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  • Aulerich, Nicole M. (2011-05-25)
    This is a comprehensive study of the growth and impact of agricultural futures market traders. The growth of financial investment in commodities has introduced participants and raised both new questions and warranted ...

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