Browse by Subject "Risk Premium"
Now showing items 1-2 of 2
(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 ...
(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 ...