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Essays in Empirical Asset Pricing
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...
ORGANIZATIONAL STRUCTURE, AGENCY COSTS, MONITORING, AND FINANCIAL INSTITUTIONS
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...
THREE ESSAYS ON REIT CDS AND EQUITY RETURNS
Title
THREE ESSAYS ON REIT CDS AND EQUITY RETURNS
Author
Shang, Ke
Date Created
2019
Subjects--Topical
Finance
Description
The first paper ("An Analysis of REIT Credit Default Swap Pricing") first devise a closed-form solution of a non-arbitrage pricing model with observable factors in the default hazard rate to value Credit Default Swap (CDS). Then, I conduct panel r...
Three essays in corporate finance
Title
Three essays in corporate finance
Author
Ji, Shuangshuang
Date Created
2019
Subjects--Topical
Finance
Description
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 ...