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Now showing items 11-15 of 15
Locus of control and the service encounter: The impact of individual differences on perceptions of service quality, customer satisfaction and consumer complaint behaviour.
(1998)
Recently in the literature there has been a resurgence of interest in identifying the needs and wants of consumers and then designing business strategies which ensure that these needs and wants are satisfactorily met. ...
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 ...
The long-term consequences of debt issuance.
(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.
(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 ...
Hedging in the interest rate markets.
(1997)
The suitability of GARCH and EGARCH models in a cross-hedging framework is also examined whereby a T-bill spot position is hedged with Eurodollar futures. The naive and risk-minimization models are also included in this ...