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Jiang, Lei (2011)
Committee Chair / Thesis Advisers: Maasoumi, Esfandiar; Molodtsova, Tetyana
Committee Members: Chordia, Tarun ; Krause, Stefan ; Luger, Richard
Research Fields: Economics, General
Keywords: Stock liquidity; Taylor rule; Commonality in liquidity; Stock return predictability; Order imbalance; Market efficiency
Program: Laney Graduate School, Economics
Permanent url:
Shcherbakova, Alysa (2009)
Committee Chair / Thesis Adviser: Luger, Richard
Committee Members: Mialon, Hugo M ; Yasar,
Research Fields: Economics, Finance
Keywords: Price-Volume Relationship; Causality; Portfolio Choice; VAR Model; Non-Parametric Modeling; Conditional Heteroskedasticity; Market Efficiency; Bond Rating; Credit Migration; Credit Risk; Forecasting and Simulation; Business Cycles; Firm Performance; Capital Structure; Leverage; Total Factor Productivity
Program: Laney Graduate School, Economics
Permanent url: