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Browsing by Author "Hilliard, Jimmy"

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Essays on Option Hedging and Application of the Black-Scholes Model 

Ni, Yinan (2020-05-04)
This dissertation is composed of three essays related to hedging and application of the Black-Scholes model. The first essay is motivated by the short-lived arbitrage model, which has been shown to significantly improve ...

An Exposition on CEO Traits that Affect Corporate Decision Making 

Covington, Thomas (2023-06-30)
Jensen & Meckling (1976) state that managers make decisions to maximize their personal utility, and their utility function differs from that of their firm. This possibility implies that a manager's characteristics that ...

Firm Hedging Decision and Its Value Implication 

JIN, HAN (2022-07-21)
In Chapter 1, we study the impact of increased transparency in the reporting of OCI on firms’ foreign currency cash flow hedging practice and the value relevance of this change. We find a reduced level of foreign currency ...

The Impacts of Retail Options Trading and REIT Director Backgrounds 

Flynn, Matthew (2024-06-11)
Chapter one investigates the pass through of option volume to stock pricing through option intermediary hedging. Increased liquidity in the options market creates price pressure in the underlying stock market through the ...

Solvability and exact moment asymptotics for the interpolated stochastic heat and wave equation and the existence of an invariant measure for a special case. 

Eisenberg, Nicholas (2022-08-05)
This thesis will consist of two main projects, Chapters 2 and 4, and a smaller project in Chapter 3. We will be studying a general space-time fractional stochastic partial differential equation in Chapters 2 and 3 and the ...

Three Essays on Market Efficiency and Corporate Payout Policy 

Zhang, Haoran (2019-04-29)
Chapters 1 and 2 of this dissertation discuss a special form of regulation, soft intervention, in China. Securities Laws in China are administered by the Chinese Securities Regulatory Commission (CSRC). The CSRC has great ...