Browsing by Author "Linn, Scott C.,"
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An empirical examination of NYSE liquidity commonality, decimalization, and market microstructure effects within a conditional price duration framework.
Kosturov, Nikolay. (2004)This study utilizes TAQ data for 40 NYSE stocks to apply a transaction signing, filtering, and aggregation algorithm in order to isolate price durations, defined as the length of time necessary for prices to move in either ... -
Essays on board of director compensation.
Park, Gyoungsin. (2002)This dissertation consists of three essays that explore topics on the board of directors of profit-making corporations. Special emphasis is given to the evolution and determinants of outside director compensation. Essay 1 ... -
The long-term consequences of debt issuance.
Lesseig, Vance P. (1999)In addition, the equity returns of debt issuers are significantly lower than those of non-issuing firms. The duration of the underperformance rivals that of new equity issuers although the magnitude is much less than that ... -
Risky asset price expectation formation and emergent market behaviors.
Tay, Nicholas S. (1998)We find several interesting and intriguing results. First, results from our computer simulations reveal that market behaviors which are otherwise treated as anomalies in standard asset pricing models emerge naturally in ...