Search results
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Title
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Three essays on empirical finance
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Author
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Wang, Ruoyang
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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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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...
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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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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 on Managerial Compensation
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Author
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Lonare, Gunratan
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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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In the first chapter titled "CEOs’ Capital Gains Tax Liabilities and Accounting Conservatism", I study whether CEOs’ tax liability affect conservative accounting policy. Recent studies show that the tax-induced lock-in effect discourages CEOs’ to ...
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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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Three Essays on Corporate Financial Policies
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Author
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Villatoro Godoy, Karla
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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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KARLA NATALIA VILLATORO GODOY. Three Essays on Corporate Financial Policies. (Under the direction of DR. DAVID C. MAUER) In the first chapter ("Brand Equity and Corporate Debt Structure"), we develop measures of brand equity based on firms’ portfo...
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Title
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Three Essays on Bond Returns and the Cost of Debt
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Author
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Li, Sailu
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Date Created
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2016
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Subjects--Topical
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Finance, Accounting
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Description
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The three essays in this dissertation are focused on the same general research topic: returns to bondholders and the cost of debt. Each of the three essays should be treated as a stand-alone paper. The first essay is on the bond returns to debthol...
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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 in Empirical Asset Pricing and Return Predictability
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Author
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Lu, Yueliang
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Date Created
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2023
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Subjects--Topical
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Finance
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Description
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This dissertation contains three essays on empirical asset pricing. The first essay presents the first evidence on how macro trends affect equity risk premium, going beyond the literature that rely on only the most recent values. We show that macr...
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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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Three Essays in Corporate Finance
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Author
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Li, Xinxin
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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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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...
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Title
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Three Essays in Corporate Finance
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Author
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Piao, Taichun
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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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The first paper ("Does Executive Compensation Duration Generate Different Risk Incentives? Evidence on Corporate Hedging") investigates whether and how corporate hedging policy is affected by compensation duration. I find a positive and significan...
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Title
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The Decline in the P/E Ratio Effect
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Author
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Weant, Robert
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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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The P/E ratio effect is the tendency for low P/E portfolios to outperform high P/E portfolios. Historically this has been true by a significant margin regardless of using a market average or industry average to define what is low or high. However,...
