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Price and Prejudice: An Empirical Look at the Value Formation of Bitcoin
Title
Price and Prejudice: An Empirical Look at the Value Formation of Bitcoin
Author
Doster, David
Date Created
2018
Subjects--Topical
Finance, Economics
Description
Bitcoin price formation has been the topic of many studies due to the recent rise in popularity of cryptocurrencies around the globe. The problem not only lies with attempting to find how the value of this currency is established, but finding a fr...
Three essays in Asset Pricing under Model Uncertainty
Title
Three essays in Asset Pricing under Model Uncertainty
Author
Jiang, Julia
Date Created
2018
Subjects--Topical
Finance
Description
This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...
Can the Value of Ether Be Explained and Predicted?
Title
Can the Value of Ether Be Explained and Predicted?
Author
Juhl, Morten Arrild
Date Created
2018
Subjects--Topical
Finance, Economics
Description
This paper analyzes the Ethereum blockchain and the applicability of models for network valuation in explaining the value of Ether. After examining the fundamentals of the Ethereum blockchain and its associated cryptocurrency, Ether, it is argued ...
Three Essays in Corporate Finance
Title
Three Essays in Corporate Finance
Author
Li, Xinxin
Date Created
2018
Subjects--Topical
Finance
Description
The first paper ("Human Capital and Investment Policy") investigates the interaction between investment policies and human capital cost. Employees may demand a higher pay to compensate for the potential job loss due to their firm's high investment...
Determinants of Yankee Bond Pricing
Title
Determinants of Yankee Bond Pricing
Author
Lyon, Jeffrey
Date Created
2018
Subjects--Topical
Finance, Economics
Description
Yankee bonds provide a unique arena to analyze corporate debt issuance due to the fact issuers from a variety of countries are selling bonds within the same market. Previous studies use Yankee bonds to analyze the impact of differing levels of inv...
OPTION VALUATION UNDER A REGIME-SWITCHING MODEL USING THE FAST FOURIER TRANSFORM
Title
OPTION VALUATION UNDER A REGIME-SWITCHING MODEL USING THE FAST FOURIER TRANSFORM
Author
Sohrabi, Elham
Date Created
2018
Subjects--Topical
Finance, Mathematics
Description
In this dissertation, we consider European-style commodity options and futures options where the logarithm of the underlying commodity price dynamics is governed by the regime-switching Ornstein-Uhlenbeck model. A semi-analytical approach to value...
THREE ESSAYS IN CORPORATE SHARE REPURCHASES
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...