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The Impact Of The Sarbanes-Oxley Act Of 2002 On The U.S. Financial Markets
(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 ...
The Change In Financial Analysts' Forecast Attributes For Value And Growth Stocks
(Finance & Real Estate, 2007-09-17)
This research will concentrate on the changes in earnings forecasts, forecast accuracy and forecast dispersion for growth and value stocks after Reg FD. Each topic is presented in a separate essay.
The first essay tests ...
Diversification Benefits Of Real Estate Assets And Equity Assets In A Regional And Global Perspective
(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 ...
Price Discovery Of Credit Risk
(Finance & Real Estate, 2009-09-16)
This study investigates financial markets' price discovery for credit risk across the stock, bond, and credit derivatives markets. This study also examined what factors affect financial market's price discovery for credit ...
Mortgage Lending In The Dallas Ft. Worth Metroplex: Screening For Racial Bias Using HMDA Data
(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 ...
Comparative Determinants Of International Equity Diversification
(Finance & Real Estate, 2008-08-08)
This study provides a comprehensive, simultaneous comparison of the country and sector determinants of international diversification. Specifically, it bridges the theory between the cointegration methodology and diversification ...
Stock Options: To Expense Or Not To Expense. A Comparison Of Economic Determinants, Firm Payoffs, And Pay-performance Sensitivity Of Executive Stock Option Compensation
(Finance & Real Estate, 2007-08-23)
Until June 2005, firms had a choice in accounting for stock option compensation. The majority of firms elected to disclose option compensation expense in the footnotes of their financial statements. However, after the ...
Default Prediction For Commercial Mortgage Backed Securities
(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, ...
Strategic Exercise Of Options On Non-traded Assets And Stochastic Volatility In An Incomplete Market: Indifference Pricing And Entropy Methods
(Finance & Real Estate, 2007-08-23)
The first study explores optimal investment policies for strategic option exercise when the underlying project is not traded. A duopoly model captures strategic interactions, while a partial spanning asset models market ...
Essays On Asset Pricing And Growth Effect
(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 ...