Search results
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Title
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EXCHANGE RATE REGIMES, FX LIQUIDITY RISK, AND CARRY TRADE RETURNS
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Author
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Abankwa, Samuel
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Date Created
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2016
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Subjects--Topical
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Finance, Industrial management, Economics
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Description
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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...
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Title
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THREE ESSAYS IN MARKET EFFICIENCY: AN EXAMINATION OF MARKET REACTION TO INFORMATION
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Author
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Berkowitz, Jason
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Date Created
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2012
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Capital Structure Issues in Real Estate Corporate Finance
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Author
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Blazevich, Brett
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Date Created
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2017
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Three Essays in Housing
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Author
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Brunson, Sean
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Date Created
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2020
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Subjects--Topical
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Finance
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Description
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This dissertation addresses the potential mismeasurement of home price indices and its implications on mortgage default research during the recession and examines the potential drivers of the housing affordability issue since the recession. The fi...
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Title
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Three Essays on Pricing Kernel in Asset Pricing
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Author
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Cai, Minhao
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Date Created
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2013
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Three Essays in Corporate Finance
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Author
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Chen, Jun
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Date Created
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2014
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Subjects--Topical
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Finance
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Description
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The economy and market have dramatically developed over the past decades. The corporations try to survive and urge to grow in such erratic circumstance. Two key dimensions are involved in winning a game of the law of the jungle: the management of ...
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Title
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Essays in investments and asset allocation
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Author
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Chen, Xianzhe
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Date Created
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2016
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Subjects--Topical
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Finance
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Description
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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...
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Title
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THREE ESSAYS IN REAL OPTION MODELS OF REAL ESTATE DEVELOPMENT
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Author
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Cheng, Yiying
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Date Created
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2013
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Quantitative style investing, portfolio optimization, and factor models
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Author
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Dickson Jr., Robert
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Date Created
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2015
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Price and Prejudice: An Empirical Look at the Value Formation of Bitcoin
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Author
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Doster, David
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Date Created
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2018
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Subjects--Topical
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Finance, Economics
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Description
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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...
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Title
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Screening for stock-characteristics and continuation of the dual momentum approach
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Author
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Ekström, Konstantin
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Date Created
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2016
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Subjects--Topical
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Finance
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Description
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The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...
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Title
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THREE ESSAYS ON CAPITAL INSURANCE AND TOO BIG TO FAIL BANKS
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Author
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Ivanov, Katerina
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Date Created
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2016
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Subjects--Topical
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Finance, Banks and banking
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Description
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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...
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Title
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ORGANIZATIONAL STRUCTURE, AGENCY COSTS, MONITORING, AND FINANCIAL INSTITUTIONS
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Author
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JIN, LICHENG
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Date Created
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2019
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Three essays in corporate finance
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Author
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Ji, Shuangshuang
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Date Created
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2019
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Subjects--Topical
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Finance
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Description
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This dissertation contains three chapters. In the first chapter, we empirically examine how diversification influences the relation between corporate governance and capital structure. We find better corporate governance in focused firms increases ...
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Title
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Three essays in Asset Pricing under Model Uncertainty
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Author
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Jiang, Julia
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Date Created
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2018
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Subjects--Topical
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Finance
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Description
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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...
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Title
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Can the Value of Ether Be Explained and Predicted?
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Author
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Juhl, Morten Arrild
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Date Created
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2018
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Subjects--Topical
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Finance, Economics
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Description
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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 ...
