@phdthesis{01dea5b33d844d99bdec9d6a37c83c53,
title = "Essays on Asset Pricing: The role of liquidity in asset pricing within Stocks and Real Estate Investment Trusts",
keywords = "Herding, Expected and Unexpected Liquidity, Real Estate Investment Trusts, Factor based Premiums, Portfolio Performance, Illiquidity Premiums, Markov Switching Model, Autoregressive Distributed Lag (ARDL) Model, Error Correction Model (ECM), Default Risk and Liquidity Crisis, OVX and Oil Price, VIX Index and Investor Sentiments, covid-19",
author = "Sharik Essa",
year = "2024",
month = jan,
day = "8",
language = "English",
school = "Royal Holloway, University of London",
}