Please use this identifier to cite or link to this collection:

http://hdl.handle.net/1903/2771

 

Recent Submissions

  • Essays on Asset Pricing and Financial Stability 

    Lee, Jeongmin (2014)
    My two-essay dissertation revolves around understanding the financial crisis of 2008. First I focus on the repo market, a major funding source of the shadow banking system, and show the repo market can create and amplify ...
  • ESSAYS ON MARKET MICROSTRUCTURE AND HIGH FREQUENCY TRADING 

    Li, Wei (2014)
    This dissertation includes two chapters on topics related to market microstruc- ture and high frequency trading. In the first chapter, I explore the effects of speed differences among front-running high frequency traders ...
  • STRATEGIC DEFAULT, RENEGOTIATION, AND RECOURSE IN RESIDENTIAL MORTGAGE CONTRACTS 

    Sinha, Anshuman (2013)
    In this article we model strategic default and renegotiation in residential mortgage contracts. In particular, we study how recourse affects mortgage rates and default. We find that in the presence of recourse, default ...
  • Essays on Mutual Funds 

    Kumar, Nitin (2013)
    My dissertation comprises of three essays on mutual funds. In the first essay, I test whether fund investors rationally incorporate portfolio manager ownership disclosure in their portfolio allocation decisions. Using a ...
  • ESSAYS ON EXECUTIVE COMPENSATION, CAPITAL STRUCTURE AND CORPORATE GOVERNANCE 

    Tosun, Onur Kemal (2013)
    This dissertation consists of three essays on the relation between executive compensation, capital structure and corporate governance. In the first essay, I examine the relation between CEO option compensation and firm ...

View more