Browse Dissertations and Theses - Finance by Title

  • Oh, Pyungsuk (1995)
    This thesis focuses on developing an appropriate target for the funding level of public pension plans. Initially, a two-period model is developed that incorporates the relevant factors in a simple model, examines the ...
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  • Lu, Weili (1996)
    This study assesses the adequacy of China's current pension system in light of alternative assumptions regarding the growth of population and the growth of real economic activity.
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  • Lee, Keun-Chang (1991)
    Variable life insurance (VL) has gained great popularity for its fluctuating but minimum guaranteed death benefit under the high level of inflation in the late 1970's. It also offers policyowner a choice of vehicles in ...
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  • Chen, Ren-Raw (1990)
    This thesis extends the previous work on interest rate contingent claims in several ways. First, futures pricing models and futures options pricing models are derived. These models are under the settings of both single ...
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  • Lee, Hei Wai (1989)
    This thesis reexamines the validity of the informational signaling hypothesis with the security offering announcements of companies. Market, company and offering data are used to test this hypothesis directly by examining ...
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  • Hutchison, David Edgar (1993)
    Retail or consumer deposit pricing has only recently been fully deregulated. Subsequently, there has been little academic work done on the pricing of such deposits or the interest rate risk posed by such deposit balances. ...
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  • Lee, Jae Hoon (2012-05-22)
    The first essay, Funding Liquidity and Its Risk Premiums, presents a new approach to measure funding liquidity and demonstrates that the estimated funding liquidity can predict future stock market returns. The key idea is ...
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  • Kim, Ryoonhee (2011-05-25)
    Capital structure and corporate governance are the important areas that represent salient part of corporate finance research. By studying various aspects of the two areas, this study attempts to deepen our understanding ...
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  • Chebonenko, Tatiana (2014-01-16)
    The past decade has seen the rapid development of different techniques to retrieve additional information from financial news. Various software and methods of news analytics are used to quantify textual information. Text ...
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  • Cheong, Mun Kyung (1990)
    Primes and scores are the unbundled stock units which are created by Americus Trusts in 1983. These primes and scores enable shareholders to separate the potential capital appreciation above a stipulated dollar amount from ...
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  • Jacobs, Thomas A. (2010-08-20)
    The financial crisis of 2007-2008 led to extraordinary government intervention in firms and markets. The scope and depth of government action rivaled that of the Great Depression. Many traded markets experienced dramatic ...
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  • 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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  • Nguyen, Quoc (2014-01-16)
    The first essay asks the question: Do investors pay attention to foreign market conditions when they evaluate multinational corporations? Using geographic segment disclosures by U.S. multinational companies, I find that ...
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  • Zhang, Yilin (2014-05-30)
    This dissertation consists of three chapters, each corresponding to an essay on one topic in asset pricing. Chapter 1 is titled “How Do Oil Shocks Affect Stock Market Risk” and aims to explain some documented comovements ...
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  • Gu, Lifeng (2013-05-28)
    My first essay, Product Market Competition, R&D Investment and Stock Returns, considers the interaction between product market competition and investment in research and development (R&D) to tackle two asset pricing ...
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  • Gu, Yanxiang (1994)
    Chapter I. Housing rent and occupational rank in Bejjing and Shenyang, China. Under the planned economic system in China, the occupational rank of housing renters has a major effect on the household's rent. The government ...
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  • Yao, Chen (2013-08-22)
    This is an empirical study of the market transparency on the U.S. equity market. The dissertation is composed of three essays. Using two unique data sets on NASDAQ stocks, the first essay studies the influence and ...
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  • Jokivuolle, Esa Matti (1996)
    The thesis consists of two parts. The first two essays deal with issues of infrequent trading of stocks, and the third essay concerns a contract called a right of first refusal (RFR). Based on the Beveridge and Nelson ...
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  • Lee, Inmoo (1995)
    In the first essay, "Do Firms Knowingly Sell Overvalued Equity?", I develop a simple equilibrium model which shows that insider trading around seasoned equity offerings (SEO) depends on both the quality of issuing firms ...
    untranslated PDF (3MB)Restricted to U of Illinois