Finance
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Recent Submissions
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Essays in Financial Economics
(2022)This dissertation contains two essays in market microstructure and institutional asset management. The first essay studies a dynamic model of strategic trading where the parameters of temporary price impact (how price ... -
Essays on Mutual Fund Performance Evaluation and Investors' Capital Allocations
(2022)The dissertation contains two chapters that studies the performance of mutual funds and investors' capital allocations. In the first chapter, I study mutual funds' portfolio management and investors' capital allocations ... -
Triptych in Empirical Finance
(2022)This dissertation contains three chapters that explore topics in empirical finance and political economy. In Chapter 1, I study how the fundraising revenues of political campaigns affect the outcome of U.S. elections. ... -
Essays on Financial Markets
(2022)This dissertation contains three essays on financial markets concerning the relationship between short interest and returns in over-the-counter (OTC) equities, the effect of obtaining a rating on municipal bond offering ... -
ESSAYS ON EMPIRICAL ASSET PRICING
(2021)This dissertation contains two essays empirically exploring the equity option markets. Chapter 1 studies the role played by institutional investors in determining equity option returns. In this chapter, I study whether ...