Now showing items 1-10 of 12
Three Essays on Financial Decision-Making of Older Households
(2016)
With the shift from defined-benefit to defined-contribution pension plans, good portfolio management becomes crucial for sustaining financial well-being in retirement. Using the Vanguard Research Initiative (VRI), a novel ...
The Return of the Monday Effect in European Currency Markets: An Empirical Analysis of the Impact of the Economic Crisis on Market Efficiency
(Wiley Periodicals, Inc., 2016-07)
This paper examines the relationship of multiple currencies, coupled with the Euro, to examine if there is evidence of the return of the Monday effect as a result of the recent global economic crisis. Each currency pair, ...
Essays in Banking and Corporate Finance.
(2014)
This dissertation consists of three essays in banking and corporate finance. The first essay examines how changes in the composition of the human capital of the workforce impact the CEO. Over the last fifty years, ...
Three Essays in Monetary Economics and Banking
(2018)
Banks play a major role in all the economic and financial activities in modern society. In this dissertation, I explore three separate, yet closely hinged topics in banking. In the first chapter, I investigate how banks ...
Essays on Firm Dynamics
(2020)
Firm size distributions and firm dynamics have important implications for macroeconomic outcomes, particularly aggregate productivity through effects on allocation of human and physical capital. This dissertation evaluates ...
Three Essays on Frictions in Financial Markets
(2019)
In the first chapter, I develop and estimate a novel dynamic model of the secondary market trading of intangible assets in an environment where financial market frictions interfere with firm investment. Intangible asset ...
Computational Modeling and Design of Financial Markets: Towards Manipulation-Resistant and Expressive Markets
(2021)
Electronic trading platforms have transformed the financial market landscape, supporting automation of trading and dissemination of information. With high volumes of data streaming at high velocity, market participants use ...
Essays in Financial Economics.
(2016)
The first chapter studies the impact of house price expectations together with securitization, on the magnitude of risky mortgage lending by banks. This chapter first presents a simple model to explore the impact of both ...
Three Essays in Dynamic Corporate Finance
(2019)
This dissertation is composed of three essays. Jointly, the essays emphasize the importance of using microeconomic data combined with dynamic models of the firm to address broader economic questions of relevance to policy ...
Essays on the U.S. Treasury Debt Market and Asset-Pricing
(2018)
The three essays in this dissertation examine questions in the U.S. Treasury bond market and an asset-pricing anomaly in the stock market. They are unified by the theme relating quantities of assets with asset prices. These ...