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 20 of 572 for “"Financial Markets"”.
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International Financial Markets
… country factors including information asymmetry, financial development, short sale and age distribution are also closely related to the volume-variability relation. Specifically, the return-variability relation is stronger in less financially-developed countries with short-sale constraints and …
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Essays on Financial Markets
… margin and provide support for the efficacy of financial market policies that seek to curb excess market volatility. The second chapter tests whether removing these risk-retention requirements causes adverse selection in corporate CDO collateral pools. Using a natural experiment from a surprise …
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Essays on Financial Markets
… essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. Orthogonal GARCH is built on principal component analysis and makes the creation of positive …
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Expectations in Financial Markets
Uncertainty pervades financial markets. How financial market participants form expectations when faced with uncertainty is therefore central to the study of financial markets. This thesis contains three chapters each highlighting the role of expectations formation in determining outcomes in …
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Three essays on financial markets
[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI-COLUMBIA AT AUTHOR'S REQUEST.] This dissertation consists of three essays. The first essay extends Kyle (1985)'s informed trading model to allow for multiple informed traders, noise in informed traders' private signals and the probability of …
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Two Essays on Financial Markets
… is a collection of two self-contained papers on financial markets. The first paper develops a spatial model in which two banks and non-bank ATM owners compete and ATMs are installed either at commercial locations or non-commercial locations. Non-bank owned ATMs have not previously drawn much …
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Dynamic hedging in illiquid financial markets
… effective hedging strategies against the financial risk of writing a contingent claim in an illiquid financial market. Mathematically, this amounts to study various stochastic optimal control problems with suitable nonlinear dynamics. We introduce a price impact model which accounts for …
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Essays on Auctions in Financial Markets
… thesis studies the design of auctions used in financial markets. The first chapter studies the market for Credit Default Swaps (CDS), which are financial derivative products that insure bond investors against default. Determining their payout is complicated because the volume of insurance is …
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Information and sentiment in financial markets
… flows when an asset is traded in multiple markets. The model does not require ultra-high frequency data and avoids the ‘who moves first’ interpretation of price discovery. We show that at sampling intervals from 0.01 to 2 seconds, the common information across all markets accounts for 67% …
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Essays on international financial markets interdependence
… the prominence of volatility spillover to financial regulators.Chapter four contributes to the out-of-sample’s stock returns forecasting problem and investigates both its econometric underpinnings and predictability. According to Welch and Goyal (2008) there is little or zero evidence of …
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Essays in Liquidity and Financial Markets
… studies related to the effects of liquidity on financial markets. The first topic explores the relationship between funding liquidity and credit default swap (CDS) spreads. Using panel estimations, this study provides evidence that a tightening of funding liquidity increases spreads, effect …
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Unorganized Financial Markets and Economic Growth
Made available in DSpace on 2014-12-11T17:13:21Z (GMT). No. of bitstreams: 1 7412064.pdf: 7469835 bytes, checksum: cea5920f583047791453928c48253a69 (MD5) Previous issue date: 1973
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Essays in financial markets and institutions
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2024-08-01
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Essays on Information in Financial Markets
… size of search and information frictions in OTC markets. I use transaction data for the U.S. corporate bond market to structurally estimate a model featuring both frictions via the simulated method of moments. The data support the notion that trades are informative and that uncertainty about the …
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Learning from Financial Markets and Misallocation
… how information frictions and learning from financial markets affect resource misallocation. I develop a dynamic model that features financial markets guiding managers in large investment decisions – mergers and acquisitions. Due to information frictions, mis-valuation of own firms and the …
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Japanese financial markets : innovation and evolution
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Economics, 1984.
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Price-volume relationships in financial markets
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1995.
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Objectives and incentives in financial markets
… investigating objectives and incentives in financial markets. The first essay (Chapter 2) deals with the endogenous determination of credit history, credit-worthiness, loans and efforts by borrowers over time. A financial market with adverse selection and moral hazard is analyzed. Facing the …
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