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Essays on Parental Migration in China and Performance of Two Asset Pricing Models.

Record Type:	Language materials, manuscript : Monograph/item
Title/Author:	Essays on Parental Migration in China and Performance of Two Asset Pricing Models./
Author:	Song, Yuqing.
Description:	1 online resource (93 pages)
Notes:	Source: Dissertations Abstracts International, Volume: 85-07, Section: A.
Contained By:	Dissertations Abstracts International85-07A.
Subject:	Finance. -
Online resource:	click for full text (PQDT)
ISBN:	9798381425178

Essays on Parental Migration in China and Performance of Two Asset Pricing Models.
Song, Yuqing.

Essays on Parental Migration in China and Performance of Two Asset Pricing Models. - 1 online resource (93 pages)

Source: Dissertations Abstracts International, Volume: 85-07, Section: A.

Thesis (Ph.D.)--Northern Illinois University, 2023.

Includes bibliographical references

This dissertation comprises two research strands. The first strand investigates the migration choices of parents in rural China and their specific impact on children's educational outcomes. The second strand delves into the realm of financial econometrics, focusing solely on the performance of two asset pricing models on days scheduled for important macroeconomic news announcements.The first essay places emphasis on the migration decisions of two-parent households with school-aged children. The findings affirm the hypothesis that household characteristics, rather than each parent's personal traits, play an important role in determining parents' migration choices.The second essay examines the short-run effects of parental migration choices on children's educational outcomes in rural China. The results indicate that parental migration does not affect children's performance in either reading or math. The third essay evaluates the validity of the Capital Asset Pricing Model (CAPM) and the Fama-French Three Factor Model (FF3FM) on days when important macroeconomic news is scheduled for announcement. While the CAPM adequately explains average excess returns on some announcement days, the FF3FM generally outperforms the CAPM. However, it's important to note that these results might be period-specific. The validity of both models is not evident when exclusively testing announcement days during economic expansion periods.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2024

Mode of access: World Wide Web

ISBN: 9798381425178Subjects--Topical Terms:

559073
Finance.
Subjects--Index Terms:

EconometricsIndex Terms--Genre/Form:

554714
Electronic books.

Essays on Parental Migration in China and Performance of Two Asset Pricing Models.
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502 $a Thesis (Ph.D.)--Northern Illinois University, 2023.
504 $a Includes bibliographical references
520 $a This dissertation comprises two research strands. The first strand investigates the migration choices of parents in rural China and their specific impact on children's educational outcomes. The second strand delves into the realm of financial econometrics, focusing solely on the performance of two asset pricing models on days scheduled for important macroeconomic news announcements.The first essay places emphasis on the migration decisions of two-parent households with school-aged children. The findings affirm the hypothesis that household characteristics, rather than each parent's personal traits, play an important role in determining parents' migration choices.The second essay examines the short-run effects of parental migration choices on children's educational outcomes in rural China. The results indicate that parental migration does not affect children's performance in either reading or math. The third essay evaluates the validity of the Capital Asset Pricing Model (CAPM) and the Fama-French Three Factor Model (FF3FM) on days when important macroeconomic news is scheduled for announcement. While the CAPM adequately explains average excess returns on some announcement days, the FF3FM generally outperforms the CAPM. However, it's important to note that these results might be period-specific. The validity of both models is not evident when exclusively testing announcement days during economic expansion periods.
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538 $a Mode of access: World Wide Web
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653 $a Capital Asset Pricing Model
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