• An examination of alternative option hedging strategies in the presence of transaction costs 

  Chow, Vicky Siew See (2017)

  Substantial progress has been made in developing option hedging models that account for transaction costs. Previous analyses of option hedging strategies in the presence of transaction costs use a Monte Carlo simulation ...

• Two essays on idiosyncratic stock return volatilities 

  Zhu, Yichao (2016)

  This thesis consists of two essays on idiosyncratic stock return volatilities (IVOL). In the first essay (Chapter 3), I find that the negative relation between IVOL and subsequent stock returns (the IVOL puzzle) does not ...

• Crowdfunding in capital formation: an empirical investigation 

  Li, Leyi (2016)

  This thesis includes two essays studying a new type of entrepreneurial financing institution. Recently a new type of institution has emerged, crowd funders. These entities: 1) channel capital to create intellectual property; ...

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