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An Examination of the Credit Rating Industry
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...
THREE ESSAYS IN REAL OPTION MODELS OF REAL ESTATE DEVELOPMENT
Title
THREE ESSAYS IN REAL OPTION MODELS OF REAL ESTATE DEVELOPMENT
Author
Cheng, Yiying
Date Created
2013
Subjects--Topical
Finance
Description
Real estate developments make great applications for real option theory. However, current real option models for real estate development do not pick up the important features of real estate development such as the land-use right as an on-going lea...
Three Essays on Pricing Kernel in Asset Pricing
Title
Three Essays on Pricing Kernel in Asset Pricing
Author
Cai, Minhao
Date Created
2013
Subjects--Topical
Finance
Description
Pricing Kernel extends concepts from economics and finance to include adjustments for risk. When pricing kernel is given, by non-arbitrage theory, all securities can be priced. Searching for a proper pricing kernel is one of the most important tas...
Three essays on corporate debt mix, maturity structure, and inside debt compensation
Title
Three essays on corporate debt mix, maturity structure, and inside debt compensation
Author
Nguyen, Hung
Date Created
2013
Subjects--Topical
Finance
Description
In Chapter 1, we use a large sample of new debt to examine the determinants of corporate debt mix and to test the substitute/complement effects among debt sources. We find that both firm-level factors and macroeconomic variables are important dete...
Three essays on empirical finance
Title
Three essays on empirical finance
Author
Wang, Ruoyang
Date Created
2013
Subjects--Topical
Finance
Description
This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...