Commodity and Financial Networks in Regional Economics
نویسندگان
چکیده
منابع مشابه
Essays in Financial Economics
This thesis examines three questions in Corporate Finance. The first chapter investigates the effect of institutional ownership on the governance dynamics and behavior of firms. I exploit the exogenous change in equity index membership generated by the reconstitution of the Russell indices. Following reconstitution, I show that firms just included in the Russell1000 index have higher institutio...
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This thesis consists of three empirical essays in financial economics, examining the consequences of imperfect financial markets for households, small business and house prices. In the first chapter (co-authored with Meta Brown and Brandi Coates) we explore the effect of personal bankruptcy laws on household debt. Personal bankruptcy laws in the US, and many other countries, protect a fraction ...
متن کاملEssays in Financial Economics
In Chapter 1, we seek to understand the relation between liquidity and market imperfections from two dimensions: 1) Across liquidity measures, we compare the influence of imperfections on two commonly used measures, Kyle's lambda and price reversal; 2) Across imperfections, we study the interaction between two sources of market imperfection, information asymmetry and participation cost. We show...
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Essays in Financial Economics Sze Wah Sam Cheung The first chapter of this dissertation examines continuous-time one-factor and twofactor stochastic volatility models incorporating jumps in returns and volatility using jointly the time-series of returns and option prices on S&P 500 from 1986 to 2006. The goal of the paper is to examine the time-series of option prices. The second paper, joint w...
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ژورنال
عنوان ژورنال: R-economy
سال: 2015
ISSN: 2412-0731
DOI: 10.15826/recon.2015.2.013