Three Essays on Informed Trading

Three Essays on Auctions

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv DEDICATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v ACKNOWLEDGEMENT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vi 1.0 INTRODUCTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2.0 ENDOGENOUS FORMATION OF A BIDDING RING . . . . . . . . . 3 ...

Three Essays on Econometrics

This thesis consists of three chapters that cover separate topics in econometrics. The first chapter demonstrate a negative result on the asymptotic sizes of subset AndersonRubin tests with weakly identified nuisance parameters and general covariance structure. The result of Guggenberger et al (2012) in case of homoskedasticity is shown to break down when general covariance structure is allowed...

Three Essays on High Frequency Financial Econometrics and Individual Trading Behavior

Three essays on brand equity

This three-essay thesis focuses on how value of the brand, i.e. brand equity is created, with each study investigating different parts of the relationships within the brand value chain. My first essay identifies and tests a new set of brand equity drivers such as brand structure and positioning, brand strategy, and customer characteristics. I use revenue premium as the retail level measure of b...

Three Essays on Hedge Funds