Essays in financial economics and applied econometrics

... ABSTRACT ESSAYS IN FINANCIAL ECONOMICS AND APPLIED ECONOMETRICS Yingmei Cheng A Craig MacKinlay In the first chapter, Informativeness o f Analysts’ Recommendations, we investigate the informativeness ... firm s, m ainly according to p olls o f institutional investors.) B rokerage firm s R anking in 1994 R anking in 1995 R anking in 1996 Ranking in 1997 M organ Stanley...

Ngày tải lên: 30/09/2015, 15:34

... presented in Chapter 2, examines whether individual investors’ trading decisions are in uenced by a desire to feel good about gains and losses Because of the diminishing marginal utility of gains and ... exhibited in actual trading decisions of individual investors Investors realize gains or losses when they sell stocks Therefore we can draw inferences about investors...

Ngày tải lên: 02/11/2014, 00:31

Ngày tải lên: 03/06/2014, 01:16

Ngày tải lên: 03/06/2014, 01:26

... AGUILAR: Essays in Financial Econometrics: GMM and Conditional Heteroscedasticity (Under the direction of Eric Renault.) This dissertation consists of three papers in the field of financial econometrics ... by incorporating a sequential testing procedure Begin by ordering the assets according to the prominence of conditional heteroscedasticity evident in each process y...

Ngày tải lên: 03/06/2014, 01:20

Ngày tải lên: 18/02/2014, 11:20

... of p andf On the other hand, an increase in the other component of the cost of apprehension and conviction, has no direct effect on the marginal cost of changing offenses with f and reduces the ... in b increases the marginal revenue from changing the number of offenses by changing p orf and thereby increases the optimal number of offenses, reduces the...

Ngày tải lên: 20/02/2014, 19:20

Ngày tải lên: 30/03/2014, 01:20

... Reproduced with permission of the copyright owner Further reproduction prohibited without permission Reproduced with permission of the copyright owner Further reproduction prohibited without ... permission Reproduced with permission of the copyright owner Further reproduction prohibited without permission Reproduced with permission of the copyright owner Further reproductio...

Ngày tải lên: 03/06/2014, 01:27

... D’Erasmo, Tim Jones, Barry Kahn and Anya Yurko Chapter of this dissertation is co-written with Barry Kahn v Oil, Pollution, and Crime: Three Essays in Public Economics Publication No. _ Conan ... Crum Certifies that this is the approved version of the following dissertation: Oil, Pollution, and Crime: Three Essays in Public Economics Committee: Don Fullerto...

Ngày tải lên: 03/06/2014, 02:07

Ngày tải lên: 03/06/2014, 02:19

... Reform on Prenatal Care Utilization and Birth Outcomes Essay II: Abortion Availability and Unintended Births By Won Chan Lee Adviser: Distinguished Professor Michael Grossman This dissertation ... on Prenatal Care Utilization and Birth Outcomes Essay II: Abortion Availability and Unintended Births By Won Chan Lee A dissertation submitted...

Ngày tải lên: 01/10/2015, 16:59

... Series Analysis and Forecasting in Tourism Second year, first semester Economics of Tourism Destinations 30 Destination Marketing and Management 30 Organization and Finance in Tourism 12 60 30 ... and Web Management in Tourism Part I - E-Commerce in Tourism Part II - Web and Revenue Management in Tourism Seminars Final Dissertation 15 http://co...

Ngày tải lên: 20/02/2014, 16:20

... starting in Fall 2012 and which builds upon the experience of the previous Laurea Magistrale in Economia e Management del Turismo The Laurea Magistrale (European Master) in Tourism Economics and Management ... II: Tourism, Growth and Sustainability Managerial Accounting and Reporting in Tourism Part I: Managerial Accounting and Reporting in Touris...

Ngày tải lên: 20/02/2014, 16:20

... and Financing (2 credits) Corporate Finance (2 credits) International Financial Markets (2 credits) China’s Foreign Trade (2 credits) Year Semester Semester International Market Forecasting and ... from beginners’ level Chinese If you would like to complete an introductory course in Chinese before you begin your Masters, visit www.intohigher.com/china for information on our Summer...

Ngày tải lên: 20/02/2014, 16:20