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Browsing Sloan School of Management by Title

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Browsing Sloan School of Management by Title

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  • Showalter, Mark H (Massachusetts Institute of Technology, 1991)
  • Tian, Mary (Massachusetts Institute of Technology, 2011)
    This thesis consists of three chapters in asset pricing and international finance. In Chapter 1, I examine the effect of tradability, the proportion of a firm's output that is exported, on its stock returns. The empirical ...
  • Qiu, Weiyang, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2010)
    The first part of the thesis studies the impact of liquidity crashes on asset prices. In financial markets, liquidity could have large downward jumps. The thesis proposes a dynamic model where investors face the risk of ...
  • Shampanier, Kristina S (Massachusetts Institute of Technology, 2007)
    Essay 1: Zero as a Special Price: the True Value of Free Products. When faced with a choice of selecting one of several available products (or possibly buying nothing), according to standard theoretical perspectives, people ...
  • Hines, James Henry (Massachusetts Institute of Technology, 1988)
  • Chan, Wesley S. (Wesley Sherwin), 1974- (Massachusetts Institute of Technology, 2002)
    (cont.) Slow information diffusion can cause return momentum. Institutions are thought to be more informed than individuals, and should eliminate return predictability. However, higher institutional ownership is associated ...
  • Mamaysky, Harry (Massachusetts Institute of Technology, 2000)
    The first two chapters of this dissertation study financial asset markets which are not "frictionless." The first chapter focuses on the effects of transaction costs. The second chapter focuses on the interaction between ...
  • Makarov, Igor, 1976- (Massachusetts Institute of Technology, 2006)
    This thesis consists of three essays in capital markets. The first essay presents a dynamic asset pricing model with heterogeneously informed agents. Unlike previous research, the general case where differential information ...
  • Papanikolaou, Dimitris, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2007)
    In the first chapter, I provide evidence that investment-specific technological change is a source of systematic risk. In contrast to neutral productivity shocks, the economy needs to invest to realize the benefits of ...
  • Kogan, Leonid, 1974- (Massachusetts Institute of Technology, 1999)
  • Rodriguez, Jorge F. (Jorge Federico), 1976- (Massachusetts Institute of Technology, 2003)
    This thesis analyzes optimal consumption and portfolio strategy by considering three different extensions to the classic work by Merton (1971). The first chapter considers consumption and strategic asset allocation when ...
  • Mahrt-Smith, Jan K., 1966- (Massachusetts Institute of Technology, 1998)
  • Drexler, Alejandro Herman (Massachusetts Institute of Technology, 2009)
    This thesis consists of three essays covering topics in empirical corporate finance with an emphasis on banking relationships and its effect on liquidity constraints and business growth. In particular, it investigates the ...
  • Kolasinski, Adam (Massachusetts Institute of Technology, 2006)
    Chi: Subsidiary Debt, Capital Structure, and Internal Capital Markets I investigate external subsidiary debt financing and its implications for internal capital markets. I find that firms tend to finance business segments ...
  • Krishnamurthy, Arvind (Massachusetts Institute of Technology, 1998)
  • Shyam-Sunder, Lakshmi (Massachusetts Institute of Technology, 1989)
  • Papastaikoudi, Ioanna, 1977- (Massachusetts Institute of Technology, 2004)
    This thesis consists of three chapters of independent but related work that investigate theoretically and empirically the organizational forms of delegated portfolio management. The first chapter proposes a theory of the ...
  • He, Hua (Massachusetts Institute of Technology, 1990)
  • Chan, Kin Wai, 1975- (Massachusetts Institute of Technology, 2004)
    This thesis consists of three essays on various topics in empirical financial studies. In Chapter 1, I study the profitability of momentum trading from evidence in mutual fund performance. I find that mutual funds that ...
  • Kumar, Pavithra Kamakshi (Massachusetts Institute of Technology, 2008)
    The first chapter in my thesis investigates the association between selected hedge fund characteristics and persistence in performance over time. Analyzing TASS data from 1996-2006, I observe a positive correlation between ...
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