Browsing by Subject "Economics, Finance."
Now showing items 1-20 of 51
-
An analysis of alternative methods of increasing state tax revenue in Oklahoma /
(The University of Oklahoma., 1968) -
An analysis of trading in options on Eurodollar futures: Trade types, risks, and profits.
(1999)Turning to profit distributions, I find most are not normal. Specifically, puts and calls are leptokurtotic, while straddle distributions are mesokurtotic. I find bullish trades have significantly positive profits and ... -
Analysts' earnings forecast revisions and errors in antidumping (AD) petition investigations.
(2003)Previous assessments of the value of antidumping (AD) petitions have utilized event studies. These estimate the significance of abnormal returns to security holders of the pertinent firms at important decision dates in the ... -
Analyzing the effects of demand uncertainty on inventory in six United States retail sectors using multivariate GARCH-M models and life and property-casualty insurance industry comparisons four years after the enactment of GLBA.
(2006)Chapter 2. Following GLBA of 1999, previous studies recommended that banks enter the life insurance industry rather than property casualty insurance based on their prediction that the combined firm would have a less volatile ... -
Collapsing exchange rate regime: A theoretical and empirical investigation with special reference to Korea.
(1999)In addition to these results, this paper provides some policy implications for avoiding a future currency crisis. The implications are taken from both generation models: (1) the need of maintaining stable economic fundamentals ... -
A computerized model for forecasting revenue from changes in the Iowa individual income tax provisions /
(The University of Oklahoma., 1971) -
A critique of Federal Reserve-Federal Open Market Committee activities in the post-accord period, 1953-1969 /
(The University of Oklahoma., 1971) -
An econometric model of Oklahoma tax revenues :
(The University of Oklahoma., 1978) -
An economic development program for Oklahoma /
(The University of Oklahoma., 1969) -
The effect of debt-servicing and aid-tying on the grant element in foreign economic assistance /
(The University of Oklahoma., 1977) -
The effect of stock splits and stock dividends on the monthly price relatives of common stocks /
(The University of Oklahoma., 1971) -
The effects of advertising manager's [sic] individual modernity on advertising planning & decision making /
(1998)Part II examines the sources of macroeconomic fluctuations in Taiwan and South Korea. Using two structural VAR models and introducing cointegration restrictions we study the effects of innovations giving domestic and foreign ... -
An empirical analysis of the determinants of the United States Treasury bill rate, 1953-1964 :
(The University of Oklahoma., 1966) -
An empirical examination of NYSE liquidity commonality, decimalization, and market microstructure effects within a conditional price duration framework.
(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 ... -
Equity buying by corporate insiders and filing of antidumping complaints.
(1999)In regressing the model, we expected to observe positive coefficient estimate for AD and SP and a negative coefficient estimate for DBT and P. For EPS and MKT coefficient estimate, our expected sign was either positive or ... -
Essays in Corporate Governance and Executive Compensation
(2015-05)This dissertation is a collection of three essays that investigate the issues related to corporate governance and executive compensation. In Chapter 1 I employ a sample of U.S. public firms to investigate the effect of ... -
Essays in Market Microstructure and Information Networks
(2017-05-12)This dissertation is a collection of three essays which study the impact of make-take fees on market efficiency, the relevance of three dimensions of liquidity on bond yields, and the value of information flow through the ... -
Essays in Venture Capital and Entrepreneurship
(2024-05-10)This dissertation comprises two essays that investigate the realms of venture capital (VC) and entrepreneurship. In the first essay (Chapter 1), an exploration unfolds to determine whether climate risk serves as a crucial ... -
Essays on implied volatility.
(1999)This dissertation consists of three empirical essays regarding the estimate of future market volatility implied by an option price. According to the theory of market efficiency, this implied volatility should represent the ...