The debt maturity premium in the Dutch stock market
Cassone, Vincenzo (A.A. 2022/2023) The debt maturity premium in the Dutch stock market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 41. [Master's Degree Thesis]
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Abstract/Index
Data. Summary statistics. Methodology. Long-short portfolios. Fama-MacBeth regressions. Spanning regressions. Pearson correlation test. Endogenous LEV and DM choice. Results. Portfolio sorts. Fama-MacBeth regressions. Spanning regressions. Endogenous LEV and DM choice. Pearson correlation. Summary of empirical evidence and implications.
References
Bibliografia: p. 40.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Barone, Emilio |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Jun 2024 07:23 |
| Last Modified: | 27 Jun 2024 07:23 |
| URI: | https://tesi.luiss.it/id/eprint/39105 |
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