PhD Defense A.V. Popescu

The three chapters of this thesis investigate key issues on the topic of asset valuation using experimental and machine learning methods. The first chapter studies predictability in the cross-section of international equity indices using the latest methodological developments in the area of machine learning. In the second chapter, the attention is moved to theoretical asset pricing, where a rational channel for asset co-movement is considered using a laboratory experiment. Lastly, the final chapter examines asset valuation in the context of auctions.

The research findings in this PhD thesis have been presented at numerous conferences around the world such as the American Economic Association Annual Meeting (USA, 2020), IAREP/SABE Conference on Behavioral Economics (Ireland, 2019), SEF 10th Annual Experimental Finance Conference (Denmark, 2019), and the Conference on Theory and Experiments in Monetary Economics (USA, 2018). The last chapter of the thesis has been published in the Journal of Economic Behavior & Organization (March 2020).

• Location: Cobbenhagen building, Aula (access via Koopmans building)
• Supervisor: Prof. C.N. Noussair
• Co-supervisors: Dr. S. Cassella PhD, Dr. A.G. Breaban

Tilburg University follows the guidelines of the National Institute for Public Health and the Environment (RIVM) concerning the corona virus. There will be no public admission. The public can follow the ceremony via a live stream: tiu.nu/live.