Now showing items 10-29 of 45

    • Default Prediction For Commercial Mortgage Backed Securities 

      Dudley, James Scott (Finance & Real Estate, 2007-08-23)
      Commercial mortgage default has become a topic of interest for a large number of parties due to the emergence and continued growth of the secondary mortgage market. With the multitude of parties holding a vested interest, ...
    • Determinants Of Implied Volatility Movements In Individual Equity Options 

      Angelo, Christopher G. (Finance & Real Estate, 2010-11-01)
      In this study, I introduce a parsimonious model that explains implied volatility time series for individual stock options. The current state of risk management for individual equity options still seems to lack the presence ...
    • Diversification Benefits Of Real Estate Assets And Equity Assets In A Regional And Global Perspective 

      Yunus, Nafeesa (Finance & Real Estate, 2007-09-19)
      The primary purpose of this dissertation is to utilize recently available and reliable high frequency transactions based data provided by FTSE EPRA/NAREIT and employ modern day time series techniques and recently developed ...
    • Essays On Asset Pricing And Growth Effect 

      Prombutr, Wikrom (Finance & Real Estate, 2008-08-08)
      This dissertation comprises two essays on growth effects and opportunities experienced by companies and their implications for asset pricing models. In the first essay, I develop and test a model to explain the empirically ...
    • Essays On International Corporate Dividend Policy 

      Alexander, Bobby (Finance & Real Estate, 2012-07-25)
      This dissertation is comprised of two essays on dividend policy. In the first part of the first essay, I ascertain whether the outcome, the substitution, or the predation model explains the relationship between dividend ...
    • Essays On Option Market Information Content, Market Segmentation And Fear 

      Chowdhury, Mishuk Anwar (Finance & Real Estate, 2012-07-25)
      This dissertation consists of three essays. The first essay tests whether stock returns can be predicted using divergence from put-call parity. Using a robust methodology that controls for the early exercise premium of ...
    • Essays on product market dynamics and corporate cash holdings across countries 

      Thai, Trang Thuy; 0000-0002-5826-1209 (2017-05-05)
      My dissertation is composed of two essays that investigate two related yet distinct dynamics of product market and their influence on corporate cash holdings, and both are concerned with these dynamics being determinants ...
    • Executive Compensation And Idiosyncratic Risk 

      Panta, Hum Nath (Finance & Real Estate, 2014-09-17)
      Executive compensation is a very heavily researched area in finance, accounting and management over the last three decades. However, there are several inconclusive issues. One of them is the relationship between idiosyncratic ...
    • Fear and the Housing Market 

      Saydometov, Sergiy; 0000-0002-5643-6941 (2016-05-11)
      In this dissertation, I use Google search frequency to construct a new measure of housing market-level sentiment and analyze its relation with housing prices. I term this measure as the Home Price Fear Index, or Fear Index ...
    • Going Green - Impact On Residential Property Values 

      Aroul, Ramya Rajajagadeesan (Finance & Real Estate, 2009-09-16)
      Hedonic pricing model is generally used to empirically understand the relationship between various housing characteristics and the housing values. In the past hedonic studies have looked at the relationship between the ...
    • The Impact Of Property Flipping On Single Family Detached Home Prices 

      English, Wesley H (Business Administration, 2007-08-23)
      In 2003 HUD ruled that flipped properties, which are defined as recently acquired properties that have been resold, often within days, and for a substantial profit, are ineligible for FHA insured mortgage financing. This ...
    • The Impact Of The Sarbanes-Oxley Act Of 2002 On The U.S. Financial Markets 

      Stephen, Sheryl-Ann Kathleen (Finance & Real Estate, 2008-09-17)
      This dissertation examines the impact of the Sarbanes-Oxley Act (SOX) on the U. S. financial markets by investigating three topics: security analysts' performance, security analyst monitoring activity and firm value, and ...
    • In Times Of Financial Distress: Perspectives From Valuation, Information Asymmetry And Returns 

      Aroul, Ramya Rajajagadeesan
      The dissertation addresses unanswered questions in asset valuation through the lens of financial distress in three different asset markets namely equity market, residential property market and REITs market. The first two ...
    • INSTITUTIONAL INVESTORS AND CROSS-BORDER MERGERS AND ACQUISITIONS: THE 2000-2012 PERIOD 

      Yang, Jinsuk (2017-05-12)
      Using mergers and acquisitions (M&As) from 26 countries between 2000 and 2012, I examine the role of foreign and domestic institutional investors in cross-border M&As. I have several findings. First, both foreign and ...
    • INTERNATIONAL EVIDENCE ON THE EFFECT OF ECONOMIC POLICY UNCERTAINTY ON STOCK MARKET LIQUIDITY 

      Pratima, FNU; 0000-0002-2416-1373 (2021-05-12)
      In this dissertation, I investigate the impact of economic policy uncertainty on stock market liquidity across a broad cross-section of countries. My dissertation is composed of three distinct yet related essays. My first ...
    • Investor Overconfidence And Option Trading 

      Chen, Han-Sheng (Finance & Real Estate, 2013-07-22)
      This study examines investor overconfidence theory in the options market. The theory suggests that investors who experience high returns become overconfident in their security valuation and trading skills, and therefore ...
    • MANAGERS’ POLITICAL IDEOLOGY AND DEBT 

      Alshamrani, Abdulaziz (2022-08-12)
      **Please note that the full text is embargoed until 8/11/2024** ABSTRACT: This dissertation investigates the effect of managers’ political ideology and their level of managerial conservatism on their firms in the credit ...
    • Measurement Issues In The Capital Asset Pricing Model & Size Effect And Duration 

      Seo, Yongho (Finance & Real Estate, 2013-03-20)
      It has been observed that the value of an asset's beta varies with the frequency of the data used to generate the value, a phenomenon hereafter referred to as "time scale", or simply "scale". If the scale effect is strong ...
    • Merger Means of Payment and Analyst Biases around Merger Announcement Date 

      Zhang, Yiling; 0000-0001-9671-2237 (2016-04-18)
      I find strong evidence that analysts report downward-biased earnings estimates on acquiring firms when the earnings announcement date is within a 60-day window prior to the merger and acquisition (M&A) announcement date. ...
    • Mortgage Lending In The Dallas Ft. Worth Metroplex: Screening For Racial Bias Using HMDA Data 

      Wesson, Seanna (Finance & Real Estate, 2007-08-23)
      This study will look at loan data to screen for potential lending discrimination in the Dallas-Ft. Worth Metroplex. The data used for screening purposes is the 2003 Home Mortgage Disclosure Act (HMDA) Loan Application ...