Finance

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  • ESSAYS ON EMPIRICAL ASSET PRICING 

    xue, jinming (2020)
    In essay 1: This paper measures the time-varying provision of liquidity by buy-side customers (e.g., mutual funds and pension funds), relative to bond dealers, in corporate bond markets using a structural vector autoregression ...
  • Essays on Market Microstructure and Asset Pricing 

    Hu, Bo (2019)
    This dissertation contains three essays that explore various topics in market microstructure and asset pricing. These topics include statistical arbitrage, algorithmic trading, market manipulation, and term-structure ...
  • ESSAYS ON INFORMATION PRODUCTION AND DIFFUSION IN FINANCIAL MARKETS 

    Collina, Stefano (2019)
    This dissertation contains two essays that study the information produced by equity analysts and how the diffusion, or lack thereof, of this information affects financial markets. In the first essay, "Does the Precision ...
  • Essays on Market Microstructure and Asset Pricing 

    Chen, Wen (2017)
    This dissertation contains two essays exploring the asset pricing implications of asymmetric information, hedging and market making. Chapter 1 studies position limits on strategic speculators in commodity futures. In this ...
  • Essays in Corporate Finance 

    Hu, Xiaoyuan (2017)
    This dissertation presents two essays about corporate finance, product market, and corporate governance. The first essay shows that, depending on product market structure, firms adjust executive compensation differently ...

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