Financial Economics
Essays in Financial Economics.
... My dissertation consists of three chapters in different research areas in financial economics. The first chapter studies the impact of house price expectations together with securitiza- tion, on the ...
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Essays in financial economics
... The London School of Economics and Political Science Essays in Financial Economics Dimitris Papadimitriou A thesis submitted to the Department of Finance of the London School of Economics and Politica[.] ...
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Two Essays in Financial Economics
... macroeconomic, financial, and speculation variables over different sample ...and financial market indicators, particularly after May ...increased financial market speculation are found to be ...
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Journal of Financial Economics
... Theoretical Economics meeting, NYC Real Estate Meeting, University of Virginia Law School conference on ‘‘Law and Economics of Consumer Credit’’, SED meeting, Summer Real Estate Symposium, and AREUEA summer ...
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Essays in Financial Economics
... In other words, while country- or state-level data have to lump together policies originated in di¤erent years to calculate a surrender rate for this year, our industry experience data c[r] ...
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Journal of Financial Economics
... Dollar- weighted S&P 500 return is a benchmark dollar-weighted return using the capital flow patterns of hedge fund investors and the value-weighted returns of the S&P 500 index, [r] ...
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Essays in Financial Economics
... A change in the lenders’ valuation of the risky asset is modeled as shift in their belief distribution F (s|0). Lemma 2.1 proves that a Second-order Stochastically dominant shift of this distribution, a decrease in risk ...
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Essays in Financial Economics
... The literature on the drivers of the lead-lag relationship is limited. Forte and Lovreta (2013) finds some variation in the price discovery using a sample of 92 European firms from 2002-2008. In their sample, the stock ...
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Essays in financial economics
... various areas. Skinner (1994) studies the stock market reaction to corporate earn- ings news. Defond and Zhang (2014) examine the bond market reaction to earning news. Andersen, Bollerslev, Diebold, and Vega (2003) ...
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Journal of Financial Economics
... of Economics and Law, the American Finance Association Annual Meeting, the Asian Finance Association International Conference, and the China International Conference in ...
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Essays in Financial Economics
... of financial education workshops, and exploit quasi-random variation in the likelihood of opening a bank account after the workshop to overcome selection bias and estimate causal ...between financial ...
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Essays in financial economics
... To conclude our analysis, we come back to the question of studying inter- ventions in times of crises. Asymmetric information is key in most arguments used by politicians and academics to justify emergency interventions. ...
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Essays in Financial Economics
... Several people have earned my gratitude for their contribution to my graduate studies. First, I would like to express my gratitude and appreciation to my advisor, Antu Panini Murshid, for his continuous support, ...
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Two Essays in Financial Economics
... announcements. In addition, market makers act appropriately by increasing price sensitivity before all announcements. This implies that market makers extract timing information from their order books. Lee and Rui (2002), ...
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Three Essays in Financial Economics
... Stocks then are sorted in ten deciles of their historical MD recession betas from a multivariate regression of their percentage monthly excess returns on our economic recession fac[r] ...
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Three essays in financial economics
... I would like to thank my advisors, Dimitri Vayanos and Georgy Chabakauri for all the invaluable guidance and support I received. Their comments and suggestions improved this thesis a lot. Their personal example helped me ...
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The Remarkable Growth in Financial Economics,
... National Bureau of Economic Research, Cambridge MA, USA December 2020. © G[r] ...
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Two Essays in Financial Economics
... Brander and Lewis (1986) were among the first to survey the relationship between the product markets and financial markets. They point to the interaction between output and financial markets as a ...
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The financial economics of gold A survey
... mentioned in interviews they held with mining executives. Another fac- tor from mining affecting gold prices is the idea that the marginal costs of gold mining drive gold prices. Rockoff (1984) points to this having its ...
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Two Essays in Financial Economics
... information share. Panel A shows that regular futures account for 66.5% contribution to price discovery where as e-mini futures contribute 33.4% to price discovery. Panel B shows weekly sampling mean median and standard ...
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