Browsing FAS Theses and Dissertations by Title
Now showing items 1692-1711 of 6136
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Essays in Financial and Political Economics
(2018-05-15)In chapter 1, I show that investors' tendency to extrapolate from past return data is in part driven by the salience of past returns. I exploit the Wall Street Journal's historical practice of reporting the 52-week return ... -
Essays in Financial Economics
(2014-06-06)This dissertation presents three essays. The first essay finds that the household risky ratio, the ratio of high risk assets over low risk assets directly owned by households, is a strong negative predictor of the equity ... -
Essays in Financial Economics
(2014-06-06)This dissertation consists of three independent essays. Chapter 1, "The Effect of Mortgage Securitization on Foreclosure and Modification," assesses the impact of mortgage securitization on foreclosure and modification. ... -
Essays in Financial Economics
(2012-11-07)In the first essay, I study stock price movements during the trading day and find that retail trading activity generates excess intraday volatility. I develop a simple econometric measure which reveals that volatility realized ... -
Essays in Financial Economics
(2016-04-25)The chapters in this dissertation study the incidence of risk, risk taking, and the role of markets used to trade risk, with a focus on interest-rate risk. In Chapter 1, I ask why bank-dependent firms bear interest-rate ... -
Essays in Financial Economics
(2016-08-25)This dissertation consists of three essays: Chapters 1 and 2 focus on the impact of cognitive and institutional constraints on stock market efficiency while Chapter 3 examines whether shocks to the real interest rate are ... -
Essays in Financial Economics
(2015-05-18)This dissertation addresses the central issue of understanding how frictions to information flow distort the ability for prices to incorporate new information. In chapter 1, “Forgotten Portfolios”, I illustrate how the ... -
Essays in Financial Economics
(2021-07-12)This dissertation is composed of three essays in financial economics. Each essay documents a set of different empirical asset pricing facts and proposes a theoretical explanation. The first addresses the persistence of ... -
Essays in Financial Economics
(2022-06-06)This dissertation consists of three essay in financial economics. The first one studies risk management by firms engaging in international trade in Mexico. It finds that contrary to the rational benchmark, firms are less ... -
Essays in Financial Economics
(2017-05-16)My dissertation is composed of three papers in financial economics. In the first essay, “Credit Migration and Covered Interest Rate Parity,” I document economically large and persistent discrepancies in the pricing of ... -
Essays in Financial Economics
(2016-12-12)This dissertation explores how financial markets are shaped by monetary policy and financial regulation. In the first chapter, I study how banks adjust their balance sheet to the prospect of stricter supervision (co-authored ... -
Essays in Financial Economics
(2023-05-10)This dissertation contains three essays in financial economics. The first chapter builds a bridge between the real decisions of firms and the distribution of their returns and option prices. As a result, it connects two ... -
Essays in Financial Economics and Econometrics
(2013-02-22)In the first essay, I study the power of predictive regressions in a world of forecastable returns and find it to be quite poor. Using a simple model, I investigate the properties of short- and long-horizon regressions. ... -
Essays in Financial Intermediation
(2018-05-11)This dissertation contains three essays on how differences among financial intermediaries affect the provision of financial services. The first essay, "Bank Consolidation and Financial Inclusion," focuses on deposit-taking ... -
Essays in Global Games and Political Economy
(2013-10-18)This dissertation consists of three essays concerned with coordination, cooperation and the governance of institutions. -
Essays in Health and Behavioral Economics
(2018-05-11)This dissertation consists of three chapters, each of which is an independent essay in the fields of health or behavioral economics. The first chapter explores the use of heuristics among highly-trained physicians diagnosing ... -
Essays in Health Economics
(2014-06-06)This dissertation explores situational differences in physician behavior based on detailed electronic hospital records, shedding light on previously unobservable determinants of treatment decisions and processes. -
Essays in Health Economics
(2018-05-13)What effects does higher patient cost sharing have on the use of mental health care, patient outcomes, and provider behavior? This dissertation explores this question by investigating the effects of a national reform in ... -
Essays in Health Economics
(2017-05-12)Health insurance plans use price incentives both to promote efficiency in healthcare spending and to allocate consumers among different plans. This dissertation studies how incentives affect healthcare spending and plan ... -
Essays in Health Economics
(2023-05-12)This thesis consists of three essays on topics in health economics. The first essay studies regulation and adoption of new pharmaceutical products in the context of physician decision-making in prescribing. The second essay ...