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.
Results
Showing 1 to 5 of 5 for “"information shocks"”.
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Essays on Investor Attention
… faced with both firm-specific and market-wide information shocks, investors’ attention response to firm-specific information attenuates and their trading behavior is also affected. My evidence suggests that investors actively allocate their attention in response to information shocks and …
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Essays on learning and strategy in research and development
… research and development efforts. These negative information shocks force research organizations to pause, interpret external signals, and apply any lessons to their own project portfolios. I investigate how these negative information events impact decisions in the settings of scientific …
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Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets
… overreaction tends to occur following persistent information in the options market. More specifically, I compare the reactions between growth and value investors, and small and large investors conditional on past price reactions. My empirical results suggest that value investors react more …
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Price jumps and volatility in U.S. agricultural futures markets
… increased speed of trading and release of public information experienced by these markets affect prices and volatility dynamics. In the third essay, I investigate whether more flexible research approaches should be employed to provide market participants and policy markets more accurate volatility …
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The implications of information processing efficiency on decision making
This thesis investigates the implications of information processing efficiency on decision making with respect to the ability of decision makers to process information in a rational and timely manner. In order to examine the different aspects of information efficiency with respect to decision …