Zhang, Hao (2024) Three empirical studies on credit risk-based asset pricing, CDS slope and the cross section of options returns, reduced form CDS implied equity volatilities and predicting earning day ratio. PhD thesis, University of Glasgow.
Due to Embargo and/or Third Party Copyright restrictions, this thesis is not available in this service.Abstract
Abstract not currently available.
| Item Type: | Thesis (PhD) |
|---|---|
| Qualification Level: | Doctoral |
| Additional Information: | Due to copyright issues this thesis is not available for viewing. |
| Subjects: | H Social Sciences > HG Finance |
| Colleges/Schools: | College of Social Sciences > Adam Smith Business School > Accounting and Finance |
| Supervisor's Name: | Shi, Dr. Yukun and Xing, Professor Lu |
| Date of Award: | 2024 |
| Embargo Date: | 5 June 2027 |
| Depositing User: | Theses Team |
| Unique ID: | glathesis:2024-84397 |
| Copyright: | Copyright of this thesis is held by the author. |
| Date Deposited: | 25 Jun 2024 09:56 |
| Last Modified: | 25 Jun 2024 10:06 |
| Thesis DOI: | 10.5525/gla.thesis.84397 |
| URI: | https://theses.gla.ac.uk/id/eprint/84397 |
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