Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 12 of 12 for “"Cross sectional distribution"”.
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The Cross-Section of Investing Skill
… skill from luck when I explicitly model the cross-sectional distribution of managerial skill using a flexible and realistic function. Forecasted performance is dramatically improved relative to standard regression estimates: an investor selecting (avoiding) the best (worst) decile of funds …
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Essays in financial economics
… conditional dynamics depend on the time-varying cross-sectional distribution of financial slack of firms in the economy. Moral hazard improves upon the predictions of the friction-less economy in three ways. First, the sensitivity of risk premia and key macro-economic quantities rises after …
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Evaluating of scale-up methodologies of gas-solid spouted beds for coating triso nuclear fuel particles using advanced measurement techniques
… computed tomography (CT) to measure the cross-sectional distribution of the phases' holdups and their radial profiles along the bed height and radioactive particle tracking (RPT) to measure in three-dimension (3D) solids velocity and their turbulent parameters. The measured local …
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Essays on Estimation of Inflation Equation
… equation, using the ad- ditional measures of distribution of price changes and the optimum choice of instru- mental variables. The measures of dispersion and skewness of the cross-sectional distribution of price changes have been used in empirical analysis of inflation. In the first essay, we …
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Three essays in semi-parametric modelling of time-varying distribution
… policy. The risk is completely described by the distribution which is verified to be time-varying and non-normal. Although various parametric and non-parametric approaches have been developed to model the time-varying nature and the non-normality, they still suffer from intrinsic limitations. …
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Characterization of gas-solid two-phase flow by using electrical capacitance tomography
… quantification by providing information on the cross-sectional distribution of any kind of multiphase flow. This research is conducted to overcome certain problems in a coal power plant, including the sedimentation of pulverised coal in the piping system before it enters the boiler system and …
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Essays on Macroeconomic Shocks and the Business Cycle
… for the business cycle patterns in the cross section of firm outcomes, and sheds new light on the empirical effects of monetary shocks. The first chapter revisits a classic question in macro-finance: Which aspects of macroeconomic risk are priced in equity returns? I provide a flexible …
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Parametric investigation of the mechanical response of two-dimensional composite scarf joints via finite element modeling
… of strains occur in the adhesive, and the distributions of strains in the adhesive essentially reflect the distributions of strains along the bondline in the adherend. The distributions of strains in the adherend along the bondline reflect the distribution of stiffness properties of the …
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The effects of 2007-2008 crisis on the CDS and the interbank markets: Empirical investigations
… two main contributions. First, it estimates the cross-sectional density of interbank funding rates using nonparametric kernel methods. Second, it analyzes the effect of banks size, the operating currency and banks' nationality on the cross-sectional distribution of these rates. The findings …
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Essays in Market Design
… evaluate diversity using marginal (not cross-sectional) distribution of identities, then choices induced by their preferences cannot satisfy the substitutes condition, which is crucial for the existence of competitive equilibria and stable allocations. I characterize a class of choice …
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Abnormal microvascular phenotypes in a mouse model of glioblastoma and the effect of vessel compression on blood flow
… the result of a narrowing of the red blood cell cross-sectional distribution as they enter the compression. Indeed, in the compression the red blood cells undergo cross-streamline migration to more central streamlines as a result of the increased shear rate and shear rate gradient in the …
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Theoretical and empirical evidence of the influence of economic linkages on stock returns
… between linked firms' returns and the cross-sectional distribution of average returns. The research questions addressed are: 1. How does the structure of a firm's economic linkages influence the volatility of its stock returns? 2. How do shocks transmitted via economic linkages increase …