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 2984 for “"returns"”.
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Delilah Returns Home
The following collection contains a mixture of semi-autobiographical verse, persona poems, and dramatic monologues. My main objectives in this thesis were to capture a balance between autobiographical details and fiction, narrative and lyric modes, and difficulty and accessibility in order to …
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Modelling long-term security returns
… spliced distribution is introduced to model log returns. The Geometric Brownian Motion (GBM) model is employed to predict and evaluate returns on common stocks using the Maximum Likelihood Estimator (MLE), assuming that daily log returns follow a normal distribution. Additionally, the Merton Jump …
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Merger Announcement Returns with Preparations
… the relationship between the merger announcement returns and the bidding firms' preparations for mergers. In this study, merger preparations are defined as bidding firms' adaptive actions of changing their executives prior to mergers. An analysis of the relative effectiveness of merger …
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Distress Effects in Stock Returns
… distress risk in the cross section of equities returns. Initial results show that both raw and risk-adjusted excess returns are rising in distress risk, and the remainder of this thesis examines the general robustness of the distress premium. Accordingly, the additional excess returns to stocks …
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Stock Option Returns, a Puzzle
Under very weak assumptions, the expected returns of European call options must be positive and increasing in the strike price. This paper investigates the returns to call options on individual stocks that do not have an ex-dividend day prior to expiration. The main findings are that over the 1996 …
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Investor sentiment and stock returns
… to examine the impact of psychology on stock returns. I first argue this is a plausibly exogenous shock, and compare this measure to other measures found in the literature. I find that the measure doesn't seem to relate to previous proxies for investor sentiment, however, when I examine survey …
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Customer Search and Product Returns
… retailers are challenged by frequent product returns. High return rates significantly decrease companies’ profit which makes the issue of managing product returns very important from the practical standpoint. Typically, practitioners study returns in connection with purchase decisions or as a …
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Returns to industrial real estate
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1988.
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Modeling Conditional Distribution of Intraday Returns
… of conditional distributions of intraday returns is of great importance to financial professionals and academic researchers. This work contributes to a methodological and empirical body of knowledge on conditional distributions of intraday asset returns. In Chapter 1, we study …
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A Marginal Returns Theory of Politics
… agents are motivated by a quest for marginal returns to investment of time, money, and other resources. In this manuscript we argue that an analogue fundamental principle guides much of modern political science, but has remained largely This manuscript sets out to unearth, reshape and polish …
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Product Returns Management in Online Retail
… the value of using prelaunch images to manage returns. In Chapter 2, I consider customer search and product returns on the individual level. Previous research has focused on linking customers’ purchase and return decisions. However, online retailers have access to the information which precedes …
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Essays on predictability of stock returns
… three chapters exploring predictability of stock returns. In the first chapter, I suggest a new approach to analysis of stock return predictability. Instead of relying on predictive regressions, I employ a state space framework. Acknowledging that expected returns and expected dividends are …
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