Browsing Faculty of Arts and Sciences by Keyword "finance"

Now showing items 1-9 of 9

    • Essays in Entrepreneurial Finance 

      Bernstein, Shai (2012-12-19)
      In the first essay, I show that the transition to public equity markets have important implications to firms’ innovative process. To establish a causal effect of the IPO, I compare the long-run innovation of firms that ...

    • Essays in Finance and Innovation 

      Kolev, Julian (2012-07-24)
      This dissertation consists of three essays on Finance and Innovation. The first essay argues that openness of research inputs can enable greater exploration of new research lines, particularly by academic researchers. We ...

    • Essays in Financial Economics 

      Kang, Ho (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 and Econometrics 

      Bates, Brandon (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 on International Finance and Macroeconomics 

      Lilley, Andrew (2020-09-28)
      This dissertation is composed of three essays on international macroeconomics and finance. The essays center on the interrelationship between asset prices, risk premia, and financial purchases. The first documents a stark ...

    • Houston, We Have Profits: Analyzing Venture Capital Investment in the Space Technology Industry 

      Chenevey, Elise Blackbird (2023-06-30)
      Due to a decrease in launch prices caused by the founding of private rocket companies, the space technology industry is experiencing a renaissance, garnering much attention from private investors. Venture capital investment ...

    • Inflation and Asset Prices 

      Pflueger, Carolin (2013-02-12)
      Do corporate bond spreads reflect fear of debt deflation? Most corporate bonds have fixed nominal face values, so unexpectedly low inflation raises firms' real debt burdens and increases default risk. The first chapter ...

    • Is Democratic Regulation of High Finance Possible? 

      Desmond, Matthew Stephen (SAGE Publications, 2013)

    • Three Essays on Credit Risk Models and Their Bayesian Estimation 

      Kwon, Tae Yeon (2012-07-24)
      This dissertation consists of three essays on credit risk models and their Bayesian estimation. In each essay, defaults or default correlation models are built under one of two main streams. In our first essay, sequential ...