Browsing by Subject "asset pricing"

Now showing items 1-3 of 3

    • Corporate governance and long-term stock returns 
      Moorman, Theodore Clark (Texas A&M University, 2005-08-29)
      Extant literature finds that long-term abnormal stock returns are generated by a strategy based on corporate governance index values (Gompers, Ishii, and Metrick 2003). The result is inconsistent with efficient markets and ...
    • Three Essays in Macroeconomics and Empirical Finance 
      Yeo, Hyosung (2016-05-10)
      We measure macroeconomic uncertainty and study its link to asset returns via a consumption-based model employing recursive preferences. We introduce a stochastic volatility model with two asymptotic regimes and smooth ...
    • Time-to-Produce, Inventory, and Asset Prices 
      Chen, Zhanhui (2012-10-19)
      In a production-based general equilibrium model, I study the impact of time-to-build and time-to-produce technology constraints and inventory on asset prices and macroeconomic quantity dynamics. A time-to-build constraint ...