Essays in Empirical Asset Pricing

Aleksandra Rzeznik

Research output: Book/ReportPhD thesis

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Abstract

This thesis consists of three essays investigating financial and real estate markets and identifying a relationship between them. A 2008 financial crises provides a perfect example of sizeable interactions between US housing market and equity prices, where a negative shock to house prices triggered a word-wide recession. Therefore, understanding forces driving investors behaviour and preferences, which in turn affect asset prices in both equity and housing market are of great interest.
Original languageEnglish
Place of PublicationFrederiksberg
PublisherCopenhagen Business School [Phd]
Number of pages143
ISBN (Print)9788793483781
ISBN (Electronic)9788793483798
Publication statusPublished - 2017
SeriesPhD series
Number03.2017
ISSN0906-6934

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