Finance
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Recent Submissions
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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 ... -
ESSAYS ON EMPIRICAL ASSET PRICING
(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
(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
(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 ...