@article{THESIS,
      recid = {12423},
      author = {Da, Rui},
      title = {Essays in Financial Economics},
      publisher = {University of Chicago},
      school = {Ph.D.},
      address = {2024-06},
      number = {THESIS},
      pages = {156},
      abstract = {This dissertation comprises four essays in financial  economics. In the first essay, we conduct inference on  volatility with noisy high-frequency data. The second essay  proposes a semi- parametric approach to disentangling the  autocovariance of equity returns at high frequency. In the  third essay, we consider the limit of arbitrage arising  from learning difficulty when in- vestors are facing a  large number of investment opportunities. Finally, we  investigate market efficiency in the presence of many  investors.},
      url = {http://knowledge.uchicago.edu/record/12423},
      doi = {https://doi.org/10.6082/uchicago.12423},
}