Search results | J. Murrey Atkins Library

Title: An Examination of the Credit Rating Industry
Author: Schorno, Patrick
Date Created: 2013
Subjects--Topical: Finance
Description: Starting in the early 2000s, after the accounting scandals involving Enron and WorldCom and continuing throughout the subsequent structured finance debacle of 2008, credit rating agencies have been criticized for the inaccuracy of their ratings. A...

Title: CHANGES IN VENTURE CAPITAL FUNDING AND THE PROCESS OF CREATING NASCENT FIRM VALUE
Author: Martin, Stephen
Date Created: 2014
Subjects--Topical: Finance
Description: The financing of nascent firms, and how they evolve into public companies, has undergone tremendous transformation over the past decade. The methods in which financing is structured, the process of growing financial value, and the exit strategies ...

Title: Capital Structure Issues in Real Estate Corporate Finance
Author: Blazevich, Brett
Date Created: 2017
Subjects--Topical: Finance
Description: Capital structure issues are of great importance within the corporate finance literature. Exploration of these issues within the Real Estate Investment Trust (REIT) industry provides the opportunity to examine these issues within a unique and homo...

Title: Corporate bonds: Theoretical and Empirical Study
Author: Park, Min
Date Created: 2012
Subjects--Topical: Finance
Description: This dissertation consists of three parts. The first chapter presents an analysis of the structural difference between a make-whole callable and a traditional callable bond. Based on the analysis, we construct a reduced-form model for the make-who...

Title: Do ethics matter? A moderated model for effects of ethical climates on unethical behavior in organizations
Author: McCorvey, Kellie
Date Created: 2020
Subjects--Topical: Industrial management
Description: This research empirically examined the impact of psychological ethical climates on unethical behavior within organizations via a survey-based quantitative study of working adults in U.S. firms. Ethical climate types within an organization were hyp...

Title: EXCHANGE RATE REGIMES, FX LIQUIDITY RISK, AND CARRY TRADE RETURNS
Author: Abankwa, Samuel
Date Created: 2016
Subjects--Topical: Finance, Industrial management, Economics
Description: The dissertation consists of three related topics: FX market-wide liquidity measure and individual currency-pair liquidity co-movements, FX liquidity risk and carry trade returns, and the forward premium puzzle in foreign exchange markets. This is...

Title: Essays in Empirical Asset Pricing
Author: Nie, Ziye
Date Created: 2019
Subjects--Topical: Finance
Description: The dissertation is composed of three essays that address the cross-sectional relation between firm characteristics and expected stock returns. Chapter 1, "Regime-switching and the Cross-Section of Expected Stock Returns", incorporates regime swit...

Title: Essays in Empirical Asset Pricing
Author: Mo, Xi
Date Created: 2021
Subjects--Topical: Finance
Description: This dissertation contains two essays on empirical asset pricing. The first essay tests a two-beta currency pricing model that features betas with risk-premium news and real-rate news of the currency market. I find that the beta associated with ri...

Title: Essays in investments and asset allocation
Author: Chen, Xianzhe
Date Created: 2016
Subjects--Topical: Finance
Description: This dissertation consists of three topics in investments and asset allocation. The first chapter studies the dynamics of macro factors and their application in asset allocation. Five meaningful economic factors are extracted from hundreds of econ...

Title: Essays on quantitative modeling financial
Author: Zhang, Hao
Date Created: 2023
Subjects--Topical: Finance
Description: This dissertation explores the application of quantitative modeling to analyze the features of different financial assets. This study investigates the dynamics of financial assets using advanced mathematical, statistical approaches, and Machine Le...

Title: Exchange Rates, Carry Trade Returns and Political Risks
Author: Kesse, Kwabena
Date Created: 2016
Subjects--Topical: Finance, Industrial management
Description: This dissertation elucidates the channels through which sovereign risk, exchange rates and currency risk premia are related. I show that the channels are different depending on whether a country is classified as emerging or an advanced economy. Ge...

Title: Financial Market Innovation and Product Innovation: Evidence from Commodity Futures Markets and Stock Markets
Author: Kong, Lingfei
Date Created: 2021
Subjects--Topical: Finance
Description: This dissertation contains three connected essays that feature financial market innovation and product market innovation. Two essays feature return predictability in commodity futures, which have been financialized during the past two decades. One...

Title: How Is the Value of Real Estate Affected by the Department of Defense Base Realignment and Closure Process?
Author: Hiebert, Thomas
Date Created: 2009
Subjects--Topical: Business
Description: This study examines the Department of Defense Base Realignment and Closure (BRAC) process as it relates to real estate prices in the communities surrounding the bases marked for closure and realignment. I examine the history of the BRAC process, d...

Title: ORGANIZATIONAL STRUCTURE, AGENCY COSTS, MONITORING, AND FINANCIAL INSTITUTIONS
Author: JIN, LICHENG
Date Created: 2019
Subjects--Topical: Finance
Description: This dissertation focuses on the general research topic: organizational structure, agency costs, and monitoring in financial institutions. The first topic is on the organizational structure change in the insurance industry. Using data of demutuali...

Title: On the Determinants of Leveraged Buyout activity: A comparison between developed and developing economies
Author: Reddy, Nischala
Date Created: 2014
Subjects--Topical: Finance
Description: I study Leveraged buyouts (LBOs) internationally over the period 1980-2012. Returns on LBOs are on average higher for developed markets. However, returns of LBOs during high economic growth periods are high for developing nations relative to devel...

Title: Quantitative style investing, portfolio optimization, and factor models
Author: Dickson Jr., Robert
Date Created: 2015
Subjects--Topical: Finance
Description: This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...

Title: RATIONALE, MOTIVATION AND EFFECT OF FOREIGN INVESTMENT IN VIETNAMESE COMPANIES
Author: Le, Ben
Date Created: 2014
Subjects--Topical: Finance
Description: Existing literatures have documented that foreign investors in developed markets hold disproportionately more shares of firms with high turnover rates. In Vietnam, I find evidence that foreign investor ownership percentage is higher in firms with ...

Title: S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Author: Baran, Lindsay
Date Created: 2010
Subjects--Topical: Business
Description: The market reaction to announcements of S&P 500 index changes shows a sustained price increase for added firms and a short-term price decline for newly removed firms. We explore the outstanding hypotheses regarding liquidity, certification, and in...

Title: SMALL - AND MEDIUM-SIZED ENTERPRISES’ CUSTOMER RELATIONSHIP MANAGEMENT PROCESSES IMPACT ON FIRM PERFORMANCE MODERATED BY ENTREPRENEURIAL ORIENTATION
Author: Branner, Katrice
Date Created: 2020
Subjects--Topical: Industrial management
Description: Many studies investigate the factors that impact small and medium-sized enterprise performance. In this dissertation, the research model suggests that customer relationship management processes are a multi-dimensional construct that can be a sourc...

Title: THE FORWARD PREMIUM PUZZLE REVISITED
Author: Zhuang, Anan
Date Created: 2015
Subjects--Topical: Finance
Description: The forward premium puzzle in currency markets is the standard empirical finding that the expected changes in currency exchange rates and interest rate differential are negatively correlated, implying a violation of uncovered interest rate parity ...