Business Administration

This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer a[...]

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 [...]

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[...]

Existing literatures have documented that foreign investors in developed markets hold disproportionately more shares of firms with high turnover rates. In Vietnam, I find[...]

The first paper ("Human Capital and Investment Policy") investigates the interaction between investment policies and human capital cost. Employees may demand a higher pay[...]

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 feat[...]

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 trea[...]

For centuries trusted advisors have helped leaders address knowledge gaps and provided an opportunity to evaluate logic processes and ideas before executing them. In indu[...]

Over the past half-century, leadership paradigms have evolved from transactional dynamics between leaders and followers to a transformative, authentic exploration of indi[...]

Psychological contracts (PCs) are a set of reciprocal promises, obligations, and expectations between two or more parties and often occur between employees and employers [...]