This dissertation is a collection of three essays that analyze the impact of economic uncertainty on financial market activities and evaluate alternative quantitative models for economic uncertainty based on financial asset prices. Chapter 1 is motivated by the fact that major economic and political shocks, such as the Cuban missile crisis, the 9/11 terrorist attacks, and the 2008 financial crisis, trigger spikes in market-wide uncertainty. It develops a dynamic trading model to analyze the impacts of these uncertainty shocks on the behaviors of market liquidity and shows how such impacts differ from those caused by shocks to economic conditions. According to my model, an uncertainty shock triggers a temporary decline in market liquidity, b...
Three chapters in this dissertation revolve around the areas of empirical corporate finance and beha...
This dissertation analyzes the role of institutional investors in capital markets. The first essay s...
The present study formalizes and quantifies the importance of uncertainty for investment in a corn-s...
What contributes to the persistence of economic recessions? How should policy respond to economic cr...
Recent unexpected changes (mid-2007- Aug 2011) in agricultural commodity markets have led stakeholde...
In essay one, my primary objective is to see the sensitivity of foreign exchange rate risk on firm p...
Scope and Method of Study:The study comprises three essays about the market microstructure of future...
Chapter 1 of the dissertation investigates the firms\u27 restructuring choice between minority carv...
This dissertation consists of two essays: one looks at the time-varying relationship between earning...
This dissertation is a collection of three essays which study the impact of make-take fees on market...
This dissertation is a collection of three essays that investigate the issues related to corporate g...
This dissertation is a collection of three essays that investigate the role and importance of discre...
Chapter 1 of this study investigates the link between a firm’s capital structure and their industry ...
This dissertation is a collection of three essays in corporate finance and bond interest rate volati...
This thesis contributes to several debates on the role of financial conditions in affecting monetary...
Three chapters in this dissertation revolve around the areas of empirical corporate finance and beha...
This dissertation analyzes the role of institutional investors in capital markets. The first essay s...
The present study formalizes and quantifies the importance of uncertainty for investment in a corn-s...
What contributes to the persistence of economic recessions? How should policy respond to economic cr...
Recent unexpected changes (mid-2007- Aug 2011) in agricultural commodity markets have led stakeholde...
In essay one, my primary objective is to see the sensitivity of foreign exchange rate risk on firm p...
Scope and Method of Study:The study comprises three essays about the market microstructure of future...
Chapter 1 of the dissertation investigates the firms\u27 restructuring choice between minority carv...
This dissertation consists of two essays: one looks at the time-varying relationship between earning...
This dissertation is a collection of three essays which study the impact of make-take fees on market...
This dissertation is a collection of three essays that investigate the issues related to corporate g...
This dissertation is a collection of three essays that investigate the role and importance of discre...
Chapter 1 of this study investigates the link between a firm’s capital structure and their industry ...
This dissertation is a collection of three essays in corporate finance and bond interest rate volati...
This thesis contributes to several debates on the role of financial conditions in affecting monetary...
Three chapters in this dissertation revolve around the areas of empirical corporate finance and beha...
This dissertation analyzes the role of institutional investors in capital markets. The first essay s...
The present study formalizes and quantifies the importance of uncertainty for investment in a corn-s...