Now showing items 1-5 of 311

    • EMPIRICAL ESSAYS ON FINANCIAL ECONOMICS 

      Wang, Jun (2019)
      Using institutional investors’ holdings data from Thomson Reuters’ 13F filings, the first chapter studies and tests the market microstructure invariance hypothesis proposed by Kyle and Obizhaeva (2016a), and in particular ...
    • Essays on Econometrics and Macro-Finance 

      Mao, Zi-Ying (2019)
      This dissertation consists of three chapters on empirical macro-finance and the associated econometric methods. In the first chapter, I develop a semiparametric single-index method for estimating multivariate jump-diffusion ...
    • Finance and Productivity 

      Sever, Can (2019)
      Financial crises are associated with large and persistent output losses, pointing to productivity losses. A potential channel for this phenomenon is the negative impact of disruptions in financial markets on innovative ...
    • ESSAYS ON TARGETED PROGRAMS IN EDUCATION 

      Witzen, Brian Heath (2019)
      This dissertation examines three examples of education policy that affect students' decision-making at three different stages of the academic career. In the first chapter, I examine how grant aid can affect the re-enrollment ...