Now showing items 1-8 of 8

    • Corporate Governance and Corporate Control: Evidence from Trading 

      Haddaji, Wady (2009)
      In Chapter 1, I document a negative (positive) relationship between changes in large (small) blockholders' ownership and abnormal returns. The evidence in this paper suggests that an increase in the relatively large blockholders' ...
    • Essays in Capital Structure 

      Yang, Jie (2010)
      The costs and constraints to financing, and the factors that influence them, play critical roles in the determination of corporate capital structures. Chapter 1 estimates firm-specific marginal cost of debt functions ...
    • Essays in Financial Economics 

      Shaliastovich, Ivan (2009)
      The central puzzles in financial economics commonly includeviolations of the expectations hypotheses, predictability of excess returns, and the levels and volatilities of nominal bond yields, in addition to well-known equity ...
    • Essays in Financial Intermediation 

      MURFIN, JUSTIN RILEY (2010)
      The first essay of my dissertation investigates how lender-specific shocks impact the strictness of the loan contract that a borrower receives. Exploiting between-bank variation in recent portfolio performance, I find evidence ...
    • Essays on Urban and Labor Economics 

      Hizmo, Aurel (2011)
      In the first chapter of this dissertation I develop a flexible and estimable equilibrium model that jointly considers location decisions of heterogeneous agents across space, and their optimal portfolio decisions. Merging ...
    • Essays on Using Options to Elicit Market Beliefs about Mergers 

      Borochin, Paul Alexander (2011)
      The first essay of my dissertation introduces a new method for eliciting market beliefs about the expected outcomes of a merger negotiation after announcement. During a merger negotiation, the market prices of the firms ...
    • High-Frequency Financial Volatility and the Pricing of Volatility Risk 

      Sizova, Natalia (2009)
      The idea that integrates parts of this dissertation is that high-frequency data allow for more precise and robust methods for forecasting financial volatility and elucidating the role of volatility in forming asset prices. ...
    • Organizational Capital Budgeting Model (Ocbm) 

      Kang, Hyoung Goo (2009)
      Organizational Capital Budgeting Model (OCBM) is a general theory of capital budgeting that incorporates traditional capital budgeting theories and the consideration about firm's information/ organization structure. The ...