Browse Dissertations and Theses - Finance by Title

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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, M.K. (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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  • Lee, Sangwoo (2005)
    The third essay estimates firms' intrinsic value using the accounting-based valuation model and examines the predictive power of the estimated value for future stock returns. The key empirical issue of the model is to ...

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  • Kim, Taehyun (2015-07-17)
    The first essay shows that political capital is an important determinant of corporate investment and innovation. Using the unexpected exits of legislators from the U.S. Congress as exogenous shocks to politically connected ...

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  • Campello, Murillo Netto Carneiro (2000)
    Chapter III examines how a firm's financial decisions are influenced by both its corporate tax status as well as the personal tax status of its particular investors. Using the Tax Reform Act of 1986 as exogenous shock to ...

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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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  • Lee, Jiyoon (2015-04-24)
    Three essays in empirical corporate finance

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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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  • Serbin, Vitaly A. (2001)
    Dynamic factor models for forecasting stock return covariance matrix. Factor models are quite popular for forecasting covariances as they reduce the impact of the idiosyncratic return component on forecasts based on the ...

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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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  • Marks, Joseph M. (2005)
    In the last chapter, the quality of information produced by investment analysts is studied. In particular, newly available analyst forecasts of revenue per share are examined to assess accuracy and potential biases. Revenue ...

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  • Dehring, Carolyn Ann (2001)
    This thesis explores a broad range of issues and techniques, both theoretical and empirical, in the field of real estate and urban economics. The first chapter provides the motivation for the essays contained in this thesis, ...

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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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  • Deng, Qian (2008)
    The third chapter estimates the conditional variance of daily stock returns using an extended GARCH model with event-related dummy variables to capture the predictable components of volatility change, such as earnings ...

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  • Julio, Brandon (2007)
    The final essay examines how firms structure debt contracts. Debt securities differ on a number of dimensions, including quality, maturity, seniority, security, and convertibility. The empirical results suggest that there ...

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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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  • Henderson, Brian Joseph (2006)
    In the third chapter, the choice of marketplaces in which firms issue securities is studied. Since capital markets are not seamlessly integrated, firms may be able to issue securities into foreign markets to take advantage ...

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