Sloan School of Management: Recent submissions
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(Massachusetts Institute of Technology, 2020)Chapter 1 constructs a theoretical model of an ETF. Conventional wisdom warns that exchange-traded funds (ETFs) harm stock price discovery, either by ``stealing'' single-stock liquidity or forcing stock prices to co-move. ...
(Massachusetts Institute of Technology, 2020)In this thesis, I address spillover effects in digital media across 3 different essays. In Chapter 1, I focus on estimating social spillovers in the consumption of online news. Exploiting regional rainfall as a natural ...