Browsing Department of Finance and Real Estate by Title
Now showing items 40-45 of 45
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Three essays on leverage, informative trading, and option implied information
This study will take a three-prong approach to examine the role high-leveraged option trades have in determining the informational content of options market trading. First, I closely observe the structure of the volatility ... -
Three Essays On Market Anomalies And Efficient Market Hypothesis
(Finance & Real Estate, 2014-03-10)This dissertation consists of three distinct essays. The first essay investigates the risk interpretation of the investment premium by empirically examining the fundamental view versus the sentimental view. I use VAR to ... -
Three Essays on Political Contributions and Firm Performance
(2022-08-12)The interaction of politics with financial markets and the macroeconomy has received increasing attention in recent years. Extant literature identifies the significant impact of political connections on firm value. However, ... -
Three Essays On Real Estate Equities And Real Estate Investment Trusts
(Finance & Real Estate, 2010-11-01)This dissertation consists of three distinct essays. The first essay provides initial empirical evidence on the usefulness of consumer confidence index and investor optimism index in predicting REIT price movements. I find ... -
Threshold Effects In Volatility Spillovers: The Case Of Equity, Bond And Foreign Exchange Markets
(Finance & Real Estate, 2012-07-25)Most research on volatility spillovers across countries and various asset class returns model volatility as conditional variance and assume a linear relationship in spillovers. The risk measured as conditional variance is ... -
TWO ESSAYS ON HOW DO INVESTORS PERCEIVE THE OPTIMAL CAPITAL STRUCTURE AND AN ESSAY ON MUTUAL FUND VOLATILITY DECOMPOSITION AND MANAGER SKILL
(2021-08-02)This dissertation explores the rational investment hypothesis proposed by classical theories at the stock and portfolio (mutual fund) level. My first two essays focus on the risk associated with the composition of debt and ...