• Evidence on the fundamental determinants of investors' expectations of risk 

    Lawson, Andreas Uwe (2003-05)
    Previous research shows that a number of firm characteristics explain the crosssection of common stock returns. These characteristics either (i) are functions of stock prices, or (ii) are not functions of stock prices ...
  • Executive equity incentives, earnings management and corporate governance 

    Weber, Margaret Liebenow (2004)
    This paper investigates whether executive wealth sensitivity to stock price fluctuations or executive equity transactions serve as incentives for earnings management. I find that increasing wealth sensitivity, most notably ...
  • Institutional trading and stock price efficiency 

    Shu, Tao, 1975- (2007)
    My dissertation finds that the effects of institutional trading on stock price efficiency are significant and complicated. On one hand, I present evidence that institutional trading in general improves price efficiency. ...
  • Two essays on capital structure 

    Kayhan, Ayla (2004)
    This dissertation consists of two essays on capital structure. Essay one, joint with Sheridan Titman, examines how cash flows, investment expenditures and stock price histories affect corporate debt ratios. Consistent ...
  • Two essays on market behavior 

    Glushkov, Denys Vitalievich (2006)
    My dissertation consists of two essays which investigate how the reaction of market participants to aggregate and firm-specific information affects asset prices and firms’ corporate choices. The first essay studies the ...