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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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  • 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 ...
  • Lim, Terence M. (Terence Meng-Jake), 1967- (Massachusetts Institute of Technology, 1998)
  • Nanda, Ramana (Massachusetts Institute of Technology, 2007)
    There is growing belief that countries with better financing environments are associated with higher economic growth because they facilitate entrepreneurship and hence the Schumpeterian process of 'creative destruction'. ...
  • Mitra, Indrajit (Massachusetts Institute of Technology, 2015)
    This dissertation consist of three essays. In the first essay, I examine optimal dynamic contracting between risk-averse investors and firm insiders in a dynamic general-equilibrium model with heterogeneous firms. The ...
  • Ru, Hong, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2015)
    This thesis considers three empirical essays on financial economics. The first chapter examines the effect of government credit on firm investment, employment, debt, profitability, and survival by using unique data from ...
  • Severino Díaz, Felipe (Massachusetts Institute of Technology, 2014)
    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 ...
  • Mitton, Todd V. (Todd Victor), 1966- (Massachusetts Institute of Technology, 2000)
    The thesis consists of three essays dealing with corporate governance in an international context. The first essay is entitled "A Cross-Firm Analysis of the Impact of Corporate Governance on the East Asian Financial Crisis." ...
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