Limit your search
Search Constraints
Filtering by:
%2212-004%22
Remove constraint %2212-004%22
Subject
Finance
Remove constraint Subject: Finance
Number of results to display per page
Search Results
-
- Description:
- This dissertation studies the pricing of jump risk in the cross-section, which builds on understanding the cross-sectional structure of jumps at market jump times, develops nonparametric measures of idiosyncratic jump risk, and investigates its asset pricing implications. Chapter 1 is joint work with Professor Viktor Todorov, in which we study...
- Subject:
- Finance
- Creator:
- Lin, Huidi
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 06/22/2022
- Date Created:
- 2022-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- http://dissertations.umi.com/northwestern:16028 and etdadmin_upload_900076
-
- Description:
- This thesis examines the role of the media in stock markets and the role of transparency in investment decisions. In the first two chapters, I investigate how the contrasting trends in media coverage and earnings guidance have affected stock price informativeness over the past two decades. I develop a model...
- Subject:
- Finance
- Creator:
- Topbas, Yunus
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 06/22/2022
- Date Created:
- 2022-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- etdadmin_upload_889149 and http://dissertations.umi.com/northwestern:15976
-
- Description:
- Chapter 1: Despite the rapid growth of passive ownership over the past 30 years, there is no consensus on how or why passive ownership affects stock price informativeness. This paper provides a new answer to this question by examining how passive ownership changes investors' incentives to acquire information. I develop...
- Subject:
- Economics, Finance, and Economic theory
- Creator:
- Sammon, Marco
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 06/28/2021
- Date Created:
- 2021-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- etdadmin_upload_818012 and http://dissertations.umi.com/northwestern:15554
-
- Description:
- his dissertation addresses questions of investment theories in financial economics. Chapter 1 studies investment problem with ambiguity and agency friction in a optimal contracting framework, where investors (principal) have ambiguous beliefs about the cash flows and the managers (agent) can pursue unobservable risk-taking strategies that earn cash flow but may...
- Subject:
- Finance
- Creator:
- Liu, Yufeng
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 06/28/2021
- Date Created:
- 2021-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- http://dissertations.umi.com/northwestern:15560 and etdadmin_upload_818233
-
- Description:
- This dissertation contains three chapters. In Chapter 1, I study the effects of bank leverage ratio restrictions in a general equilibrium model of the macroeconomy where lenders can anticipate bank runs. This framework allows the analysis of the tradeoffs associated with bank capital requirements - while unlimited leverage allows capital...
- Keyword:
- mortgage, credit supply, haircut, creditor rights, collateral, and repo
- Subject:
- Economics and Finance
- Creator:
- Lewis, Brittany Almquist
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 02/01/2021
- Date Created:
- 2020-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- http://dissertations.umi.com/northwestern:15346 and etdadmin_upload_773034
-
- Description:
- This dissertation addresses questions in the fields of household finance and corporate finance. In Chapter 1, I use a quasi-experiment in Norway to examine how households respond to capital taxation. The introduction of a new wealth assessment methodology in 2010 led to geographic discontinuities in household exposure to wealth taxes,...
- Subject:
- Economics and Finance
- Creator:
- Ring, Marius Alexander Kalleberg
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 02/01/2021
- Date Created:
- 2020-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- etdadmin_upload_759556 and http://dissertations.umi.com/northwestern:15210
-
- Description:
- This thesis investigates various aspects of productivity. In the first chapter I investigate the role of consumer demand in generating productivity dispersion. In particular, I study how differences in consumer preferences across the household income distribution generate dispersion in markups across the Indian manufacturing sector. I find that this consumer...
- Keyword:
- Productivity, Financial Technology, India, Consumer Demand, Information Frictions, and Misallocation
- Subject:
- Economics and Finance
- Creator:
- Gupta, Apoorv
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 01/21/2021
- Date Created:
- 2020-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- http://dissertations.umi.com/northwestern:15092 and etdadmin_upload_742465
-
- Description:
- Technological innovation is a key determinant of economic growth, and my dissertation is to understand the links between the investment of technological innovation and financial markets, with a focus on how the macroeconomic environment interacts with and is influenced by the financial constraints facing firms. Chapter one investigates the links...
- Keyword:
- Macroeconomic, Innovation, Debt, Technology, Economic Growth, and Finance
- Subject:
- Finance
- Creator:
- Huang, Qiushi
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 01/21/2021
- Date Created:
- 2020-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- http://dissertations.umi.com/northwestern:15047 and etdadmin_upload_732371
-
- Description:
- Chapter 1 proposes a parsimonious two-country, two-good, and complete-market model featuring heterogeneous beliefs to address the Backus-Smith, volatility, and forward premium puzzles in international finance. The presence of the time-varying difference in beliefs has direct and indirect effects on equilibrium exchange rates. The direct effect appears as a wedge in...
- Subject:
- Finance
- Creator:
- XIa, Shixiang
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 01/21/2021
- Date Created:
- 2020-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- http://dissertations.umi.com/northwestern:15074 and etdadmin_upload_741127
-
- Description:
- This dissertation is a wide-range study of the relationships between the three central elements of the production function: technology, capital and its financing, and labor. Chapter 1 analyzes the relationship between labor and recent wave of automation and digitization technologies, showing that while they typically substitute for workers, in several...
- Keyword:
- flexibility, labor supply, household debt, capital structure, automation and digitization, and labor scarcity
- Subject:
- Economics, Finance, and Labor economics
- Creator:
- Zator, Michal
- Owner:
- Scholarly Digital Publishing
- Language:
- en
- Date Uploaded:
- 01/21/2021
- Date Created:
- 2020-01-01
- Resource Type:
- Dissertation
- Alternate Identifier:
- etdadmin_upload_737737 and http://dissertations.umi.com/northwestern:15059
- « Previous
- Next »
- 1
- 2
- 3
- 4