Search results
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Title
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Durability, Indirect Bankruptcy Costs, and Capital Structure
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Author
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Shah, Dhara
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Date Created
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2021
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Subjects--Topical
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Finance, Economics
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Description
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I contribute to the literature by formally modeling the indirect bankruptcy costs for a firm that sells durable goods. Consumers concerned about warranties or future product services penalize the distressed firm by putting off purchases or leaving...
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Title
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RATIONALE, MOTIVATION AND EFFECT OF FOREIGN INVESTMENT IN VIETNAMESE COMPANIES
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Author
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Le, Ben
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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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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 ...
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Title
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Corporate bonds: Theoretical and Empirical Study
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Author
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Park, Min
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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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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...
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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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European Firms’ Issuance and Call Policies of Convertible Bonds
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Author
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Soegaard, Benedikte Kuepper
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Date Created
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2022
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Subjects--Topical
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Finance
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Description
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This thesis examines the decision of European firms to issue convertible bonds, theirsubsequent corporate call policy, and whether this differs from the theoretical optimal call policy. The analysis was divided into two parts: Part I focused on th...
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Title
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Three Essays on Household Finance, Climate Change, and Corporate Finance
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Author
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Shen, Chen
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Date Created
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2022
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Subjects--Topical
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Finance
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Description
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Police departments located in states allowing payday lending report 14.34% more property crimes than the police departments located in states not allowing payday lending. I also find that the police departments located in counties bordering with s...
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Title
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An Examination of the Credit Rating Industry
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Author
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Schorno, Patrick
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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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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...
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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 ...
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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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Determinants of Yankee Bond Pricing
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Author
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Lyon, Jeffrey
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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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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...
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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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Essays in Empirical Asset Pricing
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Author
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Nie, Ziye
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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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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...
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Title
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Exchange Rates, Carry Trade Returns and Political Risks
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Author
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Kesse, Kwabena
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Date Created
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2016
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Subjects--Topical
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Finance, Industrial management
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Description
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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...
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Title
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Essays in Empirical Asset Pricing
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Author
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Mo, Xi
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Date Created
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2021
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Subjects--Topical
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Finance
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Description
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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...
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Title
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CHANGES IN VENTURE CAPITAL FUNDING AND THE PROCESS OF CREATING NASCENT FIRM VALUE
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Author
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Martin, Stephen
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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 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 ...