Phd dissertation in finance

Phd dissertation in finance

phd dissertation in finance

Doctoral Dissertation Writing Help & Services by Doctoral February 25, Unless a writing service has graduate-degreed writers with plenty of experience in writing dissertations, it cannot produce what students need. Improve your own writing and grades. Wowessays is a trusted dissertation writing service you can rely on. February 20, Missing: finance Recent Dissertation Titles "Essays on Macro-Finance" Chao Ying () "Two Essays on Dynamic Learning Under Information Asymmetry" Fangyuan Yu () "Extrapolative Expectation, Financial Frictions, and Asset Prices" Yao Deng () "Financing of Innovation Under Information Asymmetry" Xuelin Li () "Agency Frictions, Corporate Liquidity and Asset Prices" Jincheng Tong () "Bank This dissertation consists of three essays on financial economics, specifically focusing on the role of government banks in the aggregate economy and in the role of capital utilization to determine leverage. The first essay shows the empirical relevance of state-owned banks nowadays and their implications for economic growth



A List Of Successful Dissertation Topics In Finance



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About Join EDHEC. Home PhD in Finance PhD Experience. Doctoral Theses. You are Year Year -Year Essays on Strategic Trading, phd dissertation in finance. Author s : Vladislav Gounas, PhD. Information in Noise: Strategic Trading under Autocorrelated Uninformed Orders. This paper extends the Foster and Viswanathan model by allowing uninformed orders to exhibit a general correlation structure which generates autocorrelation in the order flow.


Since the order flow is predictable, informed traders and the market maker not only need to infer information about the asset value Deep learning versus multifractal volatility forecasting using high frequency data with suppressed microstructure noise. Author s : John Collins, PhD. I show that out-of-sample performance improved when the state space was Two Essays on Deposit Insurance Coverage Levels. Author s : Juan Carlos Quintero, PhD. Deposit Insurance and Market Discipline: Limited coverage is a standard feature in deposit insurance schemes.


In this paper, phd dissertation in finance, I study market discipline and coverage levels by analyzing the relationship of Essays on Phd dissertation in finance Learning in Corporate Finance.


Author s : Satyajit Saste, PhD. Machine Learning to Predict Equity Issues: Despite growing interest and practical use of machine learning algorithms within trading, phd dissertation in finance, there has been little exploration of these techniques in corporate finance.


This paper tries to identify equity issues across the capital structure through a predictive framework built using a Tree-based Machine Learning Technique. The most significant Author s : Thibault Lair, PhD. Scarcity Risk Premium, phd dissertation in finance. This paper revisits the cost-of-carry model and proposes a decomposition of the futures basis that disentangles the seasonality risk premium from the scarcity risk premium, phd dissertation in finance.


The contribution of this paper to the asset pricing literature is threefold. First, it brings novel insights on the fundamental relationship between the futures basis and ETFs and Market Equilibrium: Evidence from FX and Equity. Author s : Sanjay Misra, PhD. The thesis examines ETF markets' effect on anomalies on anomalies in FX and Equity markets. In the first chapter, we study the linkage between two different types of ETF order flows and foreign exchange rates.


We find that equity and currency ETF order flows provide two separate information sources that currency markets aggregate. We report that equity ETF order flows represent demand or buying Essays on Sentiment in Asset Pricing.


Author s : Eric Tham, PhD. Sentimental Habits Habits and sentiment are key psychological behaviours in asset pricing. This paper studies the interactive impacts of sentiment and habits on asset pricing using the Campbell and Cochrane habit model as a framework model. A positive sentiment shock emanating from firms is modelled in consumption drift and the habits sensitivity.


It has a lagged effect on intertemporal Essays on Equity Strategies using Fundamental Momentum. Author s : Bijon Pani, phd dissertation in finance, PhD. Fundamental Momentum and equity returns: Can fundamental trends predict future returns and deliver alpha? Fundamental trends carry information about future equity returns that are not captured by the level of phd dissertation in finance fundamental metrics themselves, phd dissertation in finance.


This trend information is also not fully explained by factor models or price momentum. Government Bonds in Emerging Asia: Term Structure Models and Style Factors, phd dissertation in finance. Phd dissertation in finance s : Cheryl Lim, PhD. Effects of the US and China on Asian Government Bond Markets: We incorporate factors from the US, China and other Asian markets in the term structure models phd dissertation in finance local currency Asian government bond markets of China, India, Indonesia and Singapore, by using a time-varying parameter vector auto-regression to extend the Nelson-Siegel yield curve model.


Our approach shows that incorporating these Essays on Human Capital and on Momentum. Author s : Seokkeun Ha, PhD. How Much is Your Human Capital Worth? This study documents the annual returns on human capital for 22 countries, using a simple present value model as the main measurement framework. The global human capital portfolio yields a compounded annual return in US dollars of 7. When human capital is included in the market portfolio, the CAPM, Essays on Market Liquidity and Time-Varying Jump Dynamics in the Stock Market.


Author s : Ichiro Tange, PhD. Market Liquidity and Time-Varying Jump Intensity Dynamics in Aggregate Stock Market Returns I find that significant time variations in the aggregate stock market's jump intensity are partly attributable to a market liquidity dynamic, although phd dissertation in finance latent information dynamic captured by an approximate autoregressive moving average ARMA form of stock market returns is also driving the jump Essays on Expected Prediction Error.


Author s phd dissertation in finance Ian Hunt, PhD. Finite-Sample Bias in Cross-Validation and Pseudo-Out-of-Sample Testing: This paper analyses finite-sample bias in cross-validation estimates of expected prediction error. A significant risk of positive bias against flexible models is identified— this bias has practical implications for assessing curve-fitting models in finance and economics, for example when comparing regime-change models Essays in Household Finance.


Author s : Mads Hesselhold, PhD. Is Risk Aversion Really Constant? A Reinvestigation with Danish Micro-Level Data: This study revisits the important and widely used constant relative risk aversion CRRA assumption using a new and proprietary panel data set that is not exposed to inertia.


It specifically tests whether individuals' risk preferences change in response to changes in nancial wealth at a micro level. Liquidity of Futures Markets: Dynamics and Risk Premium.


Author s : Mark Refermat, PhD. Liquidity in futures markets across asset classes: Futures offer a unique lens to analyze cross-market and asset class liquidity dynamics due to their broad market and asset class representation and comparability. This analysis is to use futures markets to understand liquidity commonality and idiosyncrasy inter and intra asset class and to examine if liquidity shocks are related and have Two Essays on Currency Market and Sentiment.


Author s : Robert Normand, PhD. The Value of Currency Forecasts: This paper examines whether users of consensus currency forecasts can exploit information of relative ranking of currency expected returns. Despite currency forecasters are not able to beat phd dissertation in finance random walk as a single currency forecast, the rank expected returns could lead to significant abnormal returns.


The rank currency forecasts are explained by the main generic Interpretable Liquidity Proxy in Fixed Income Markets and Application to the TIPS Market. Author s : Hong Sherwin, PhD. A Robust and Interpretable Liquidity Proxy: In this paper we provide an operational definition of market and funding liquidity, and we introduce a method to create two corresponding liquidity measures. The construction is based on creating two parsimonious linear combinations of many liquidity proxies often used in the literature.




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phd dissertation in finance

Doctoral Dissertation Writing Help & Services by Doctoral February 25, Unless a writing service has graduate-degreed writers with plenty of experience in writing dissertations, it cannot produce what students need. Improve your own writing and grades. Wowessays is a trusted dissertation writing service you can rely on. February 20, Missing: finance Recent Dissertation Titles "Essays on Macro-Finance" Chao Ying () "Two Essays on Dynamic Learning Under Information Asymmetry" Fangyuan Yu () "Extrapolative Expectation, Financial Frictions, and Asset Prices" Yao Deng () "Financing of Innovation Under Information Asymmetry" Xuelin Li () "Agency Frictions, Corporate Liquidity and Asset Prices" Jincheng Tong () "Bank This dissertation consists of three essays on financial economics, specifically focusing on the role of government banks in the aggregate economy and in the role of capital utilization to determine leverage. The first essay shows the empirical relevance of state-owned banks nowadays and their implications for economic growth

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