Now showing items 1-3 of 3

    • Park, Heungju (2012-10-19)
      This dissertation examines stock return predictability with aggregate credit conditions. The aggregate credit conditions are empirically measured by credit standards (Standards) derived from the Federal Reserve Board's ...
    • 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 ...
    • Huang, Kershen (2012-07-16)
      In the first essay, "Why Won't You Forgive Me? Evidence of a Financial Misreporting Stigma in Bank Loan Pricing," we examine the relation between bank loan pricing and intentional financial misreporting. Firms that misreport ...