Browsing by Author "Hilliard, Jitka"

Now showing items 1-11 of 11

Banking Efficiency Analysis for Two Special Years during Recent Financial Crisis

Li, Chen (2016-12-09)

This paper covered almost thirty thousand groups of commercial banks’ quarterly data in 2007 and 2011 to analyze the influence of 2008 financial crisis on banking performance, and investigate if there is any difference of ...

Essays on Financial Institutions and Financial Stability

Sun, Yanfei (2019-04-09)

This dissertation is composed of three essays related to financial institutions and financial stability. The first essay constructs a measure of integration among global banks and examines its impact on bank insolvencies ...

Essays on Financial Markets and Institutions

Yoon, Yeosong (2023-06-16) ETD File Embargoed

This dissertation consists of three essays that focus on financial markets and institutions. Chapter 1 examines whether branches of banks in communities affected by natural disasters raise deposit rates to attract additional ...

Essays on Forecasting in Finance

Burson, Jonathan (2021-07-22) ETD File Embargoed

This dissertation is composed of three essays related to forecasting in various financial markets. The first essay reviews over 60 studies published from 2008 to 2021 that investigate the causes of the mortgage crisis ...

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 ...

Sell in May and Go Away Effect: Evidence from Developed, Emerging, and Frontier Markets

Zhao, Ruwei (2013-11-08)

This thesis represents a comprehensive study of the Sell in May Effect. I follow the work of Bouman and Jacobsen (2002) and Andrade et al. (2013) on a large sample of countries consisting of 24 developed, 21 emerging and ...

Size and Price-to-Book Effects in Stock Returns: Evidence from Chinese Stock Markets

Zhang, Haoran (2013-04-19)

In this thesis, the relationship between stock return, beta, size and P/B ratio in the Chinese stock market is reexamined. Jensen, Johnson, and Mercer’s approach is applied to confirm whether the P/B effect and size effect ...

Three Essays on Asset Management and Financial Institutions

Zhang, Shen (2019-07-18) ETD File Embargoed

In Chapter 1, we investigate the role of mutual fund flows in incorporating market sentiment into asset prices. We show that retail investors adjust their investments among mutual fund categories in response to changes in ...

Three Essays on Banking, Digital Finance, and Financial Inclusion.

Nguyen, Thi Hong Nguyen (2021-07-12)

The first essay examines how financial literacy affects household choice as being banked only, underbanked, or unbanked. Also, the relationship between financial literacy and household use and frequency of use of different ...

Three Essays on Exchanged-traded funds and Institutional ownership

Le, Thanh Dat (2023-03-16) ETD File Embargoed

The first essay examines the replacement effect of smart beta ETFs on closet-factor active mutual funds. The results show that smart beta ETFs offer factor exposures at lower fees and, therefore, higher risk-adjusted returns ...

Three Essays on Financial Institutions and Markets

Joo, Sunghoon (2019-04-26)

In chapter 1, given the financial troubles facing state pension plans in recent years, we examine determinants of the ratio of assets to liabilities, or the funded ratio, based on data for 153 pension plans from 2001 to ...