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Thesis

Essays on interconnected markets

Abstract:

This thesis consists of three essays that explore the dynamics of interconnected markets and examine the relationships between markets, investor behavior, and fundamental characteristics of the firm and the economy.

In the first essay, we investigate the role of trade credit links in generating cross-border return predictability between international firms. Using data from 43 countries from 1993 to 2009, we find that firms with high trade credit in producer countries have stock retu...

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Institution:
University of Oxford
Division:
SSD
Department:
Said Business School
Research group:
Oxford-Man Institute of Quantitative Finance
Oxford college:
Balliol College
Role:
Author

Contributors

Division:
SSD
Department:
Said Business School
Role:
Supervisor
Publication date:
2015
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
Oxford University, UK

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