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Browsing MIT Libraries by Title

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  • 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 ...
  • Bremzen, Andrei, 1975- (Massachusetts Institute of Technology, 2004)
    (cont.) the auctioneer are analyzed.
  • Gordy, Michael B. (Michael Bruce) (Massachusetts Institute of Technology, 1994)
  • Ashcraft, Adam Blair, 1974- (Massachusetts Institute of Technology, 2001)
    In the first chapter, I demonstrate that banks play a special role in the transmission mechanism of monetary policy, and that this role potentialy explains the excessive sensitivity and asymmetric response of the real ...
  • Vickery, James Ian, 1974- (Massachusetts Institute of Technology, 2004)
    (cont.) Risk Management have begun implementing strategies to provide commodity price and weather insurance in the developing world. In Chapter 3 (joint with Professor Rob Townsend from the University of Chicago), we examine ...
  • Almazán, Andrés (Massachusetts Institute of Technology, 1996)
  • 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)
  • Kőszegi, Botond (Massachusetts Institute of Technology, 2000)
  • Lauga, Dominique Olié (Massachusetts Institute of Technology, 2007)
    In Chapter 1, I propose a model in which consumers base their purchasing decisions upon their recollections of the product quality, and in which firms can use persuasive advertising in order to change these recollections. ...
  • Sodini, Paolo, 1968- (Massachusetts Institute of Technology, 2001)
    The thesis is composed of three chapters. The first chapter proposes that financial innovation induces endogenous changes in the composition of market participants, which can both increase the interest rate and reduce the ...
  • 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)
  • 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)
  • Guerrero Compeán, Roberto (Massachusetts Institute of Technology, 2013)
    This dissertation is a collection of three essays on environmental policy and empirical development economics, unified in their underlying inquiry of the welfare effects of climate in Mexico. The first chapter presents ...
  • 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 ...
  • Barron, Daniel (Daniel Vincent) (Massachusetts Institute of Technology, 2013)
    This dissertation explores cooperation when formal contracts and legal institutions are imperfect. The first chapter (co-authored with Isaiah Andrews) considers how a principal allocates business among a group of agents ...
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