Now showing items 1-4 of 4

    • Essays in Empirical Asset Pricing 

      Luo, Yang (2018-12)
      This dissertation consists of three essays in empirical asset pricing. In the first essay, I propose a machine learning based approach to monitor the relative forecasting performance between two forecasts and select the ...
    • Essays on Disaster Risk and Equity Return Predictability 

      Liang, Shunlin (2016-05)
      This dissertation consists of two essays on disaster risk and equity return predictability. The first essay proposes new measures of firm-level and market level disaster risk from deviation of put-call symmetry, which is ...
    • Essays on Financial Contracting 

      Docgne Penlap, Sandrine (2019-05)
      This dissertation consists of two essays on financial contracting. In the first essay, I provide evidence that covenants in bond indentures affect firms' investment policy outside of covenant violations. Using a large ...
    • Essays on Option Valuation and Empirical Asset Pricing 

      Liu, Yuguo (2019-05)
      This dissertation consists of three essays on option valuation and empirical asset pricing. In the first essay, coauthored with Kris Jacobs, we propose an new approach based on Adaptive Metropolis-Hasting MCMC and the ...