Search results
-
-
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
-
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
-
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
-
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
-
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 ...
-
-
Title
-
THREE ESSAYS IN CORPORATE SHARE REPURCHASES
-
Author
-
Teague, Charles
-
Date Created
-
2018
-
Subjects--Topical
-
Finance, Stock repurchasing
-
Description
-
In a series of three related essays, my dissertation examines several unresolved issues in the corporate finance literature relating to the firm’s use of share repurchases. These include the mitigating effects of creditor-manager alignment on incr...
-
-
Title
-
THREE ESSAYS IN MARKET EFFICIENCY: AN EXAMINATION OF MARKET REACTION TO INFORMATION
-
Author
-
Berkowitz, Jason
-
Date Created
-
2012
-
Subjects--Topical
-
Finance
-
Description
-
The efficient market hypothesis (EMH) examines how quickly and accurately information is reflected in a security price, and as a result, it has become one of the primary areas of focus in financial literature. I explore three problems regarding th...
-
-
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...
-
-
Title
-
THREE ESSAYS ON CAPITAL INSURANCE AND TOO BIG TO FAIL BANKS
-
Author
-
Ivanov, Katerina
-
Date Created
-
2016
-
Subjects--Topical
-
Finance, Banks and banking
-
Description
-
This research study presents an insurance framework of the bank capital by introducinga new type of capital, namely, an insurance capital. A bank pays the insurancecapital to an entity which injects a pre-determined payout of capital during the pe...
