Browse by Subject "Options"

  • Muravyev, Dmitriy (2012-06-27)
    This thesis consists of three essays that examine various problems in empirical derivatives. In the first essay, we use “tick-by-tick” quote data for 39 liquid U.S. stocks and options on them, and focus on events when the ...
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  • Risik, Elizabeth A. (2010-08-20)
    In the first chapter of this dissertation, entitled “Signaling and Value Creation in Mergers,” I analyze the acquirers in both withdrawn and completed merger deals to disentangle the effects of signaling from those of ...
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