The dissertation is composed of three essays that address the cross-sectional relation between firm characteristics and expected stock returns. Chapter 1, "Regime-switchi[...]

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 show[...]

Operational losses: Lessons from seven of the largest rogue trading events in history. (Under the direction of DR. ROB ROY MCGREGOR)Operational risk is the risk of losses[...]