Finance Projects, Dissertation, Thesis, Financial Management Case Studies, Research Papers, Examples and Resources
This paper develops and implements an exact finite-sample test of asset pricing models with time varying risk premia using posterior probabilities. The strength of our approach is that it allows multiple conditional asset pricing specifications, both nested and non-nested, to be tested
This dissertation consists of a theory essay and an empirical essay that investigate a firm’s decision to buy or sell corporate assets. It seeks to answer the following research questions: (1) why do firms choose to buy or sell assets? (2) what
This dissertation consists of a theory essay and an empirical essay that investigate a firm’s decision to buy or sell corporate assets. It seeks to answer the following research questions: (1) why do firms choose to buy or sell assets? (2) what
Essay 1, Constrained Capacity and Equilibrium Forward Premia in Electricity Markets, develops a refinement of the equilibrium electricity pricing model in Bessembinder and Lemmon (2002). The refined model explicitly accounts for constrained capacity, an important feature in electricity markets. Explicitly including a
Over the past twenty years, write-offs have grown in popularity. With the increased usage of write-offs, it is becoming more important to understand the mechanisms behind why companies take write-offs and how write-offs affect company performance. In this paper, I examine the
This thesis aims to study how Control Systems are used in Family Businesses. By exploring, describing and somewhat explaining Family Businesses objectives of Control Systems and their Implementation processes of Control Systems as well as how the organization is affected by Control
Corporate taxes are a significant item for revenue generation and year after year the corporate tax and Profit Before Tax(PBT) is incresing.But after the year 2001 the TAX/PBT ratio has been undergoing an unhealthy pattern comparing to previous yeras without giving any
Volatility forecasting is an important area of research in financial markets and lot of effort has been expended in improving volatility models since better forecasts translate in to better pricing of options and better risk management. In this direction this paper attempts
Stock market prediction with data mining techniques is one of the most important issues to be investigated. Mining textual documents and time series concurrently, such as predicting the movements of stock prices based on the contents of the news articles, is an