Browsing by Author "Chen, Yong"
Now showing items 1-14 of 14
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Chen, Yong (2016-12-01)The semi-arid Texas High Plains (THP) is one of the intensively managed agricultural regions in the United States (US) where cotton (Gossypium hirsutum L.) is a major crop. The THP region produces about a quarter of the ...
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Xue, Yuan (2022-03-25)In this paper, we collect data from the online investment platform Seeking Alpha to study the effect of social media on stock market trading. First, we find that the tone of Seeking Alpha articles and comments is informative ...
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Chen, Yong (2009-05-15)The delayed neutron emission rates of U-235 and Pu-239 samples were measured accurately from a thermal fission reaction. A Monte Carlo calculation using the Geant4 code was used to demonstrate the neutron energy independence ...
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Bai, Xiaoxiao (2022-06-23)To explore fiscal policy effects on the macroeconomy, in this dissertation, I study the time-varying effects of government spending on private investment and investigate the aggregate and disaggregate public capital ...
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Shin, Sang-Ook (2019-06-10)The dissertation studies intermediary asset pricing, including two chapters. The first chapter examines how heterogeneity in intermediary capital – the equity capital ratio of the largest financial intermediaries in the ...
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Arunanondchai, Panit (2020-04-10)This dissertation consists of three stand-alone studies concerning applications of optimization modeling in agricultural policy evaluation and applications of copula when considering the tail risk in the energy commodity ...
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Liu, Pan (2017-04-24)The dissertation consists of three essays, addressing different aspects of risk management in multi-commodity setting with application to energy markets. The effectiveness of traditional and alternative hedging strategies ...
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Zhou, Cheng (2015-08-07)This dissertation analyzes the effects of monetary policy and fiscal policy from a state-dependent perspective. The first chapter is on the dynamic effect of monetary policy on asset price. Employing a two-state threshold ...
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Zhao, Xin (2016-11-03)This dissertation studies whether hedge funds are proficient at avoiding investing in firms that conduct financial fraud. Using 13F quarterly holdings data from 1980 to 2012, we find that hedge funds have significantly ...
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Horstman, Dora Li (2023-04-27)In my dissertation, I aim to study how stock mispricing causally affects firm investment. I first examine the association between mispricing and investment by combining 98 return anomalies into a mispricing score and show ...
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Han, Yao (2021-02-01)This dissertation studies two new methods in empirical finance. Section 2 applies a rolling estimation window approach to adjust for time-varying risk parameters in asset pricing models when estimating long-run abnormal ...
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Yi, Sangyoon (2020-07-09)This dissertation consists of the two independent studies on statistical inference in high-dimensional models. The first study considers high-dimensional linear model where the number of predictors is greater than the ...
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Dai, Wenting (2021-03-29)This dissertation consists of two essays on the investment of institutional investors. The first essay focuses on managers' choice on ESG investing, and examines whether mutual fund managers' pecuniary benefits can affect ...
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Jhang, Ho Gyu (2014-05-05)We study an equilibrium continuous-time exchange economy where idiosyncratic cash flow risks are priced via investors' heterogeneous beliefs. Investors perceive idiosyncratic cash flow risks differently through heterogeneous ...