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Filtering by: Creator Lin, Huidi Remove constraint Creator: Lin, Huidi Resource type Dissertation Remove constraint Resource type: Dissertation
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  • The pricing of jump risk in the cross-section

    T722h932h?file=thumbnail
    Description:
    This dissertation studies the pricing of jump risk in the cross-section, which builds on understanding the cross-sectional structure of jumps at market jump times, develops nonparametric measures of idiosyncratic jump risk, and investigates its asset pricing implications. Chapter 1 is joint work with Professor Viktor Todorov, in which we study...
    Subject:
    Finance
    Creator:
    Lin, Huidi
    Owner:
    Scholarly Digital Publishing
    Language:
    en
    Date Uploaded:
    06/22/2022
    Date Created:
    2022-01-01
    Resource Type:
    Dissertation
    Alternate Identifier:
    http://dissertations.umi.com/northwestern:16028 and etdadmin_upload_900076