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Essays On International Corporate Dividend Policy
(Finance & Real Estate, 2012-07-25)
This dissertation is comprised of two essays on dividend policy. In the first part of the first essay, I ascertain whether the outcome, the substitution, or the predation model explains the relationship between dividend ...
Comparing Market-based And Financial Statement-based Stock Valuation Models: Implications For Growth Expectations And Differences Across Time Periods
(Finance & Real Estate, 2012-07-25)
Abstract: The value of a share of common stock in a publicly-listed company should be equal to the present value of the future cash flows the company is forecast to produce, andultimately pay out to its stockholders. ...
Threshold Effects In Volatility Spillovers: The Case Of Equity, Bond And Foreign Exchange Markets
(Finance & Real Estate, 2012-07-25)
Most research on volatility spillovers across countries and various asset class returns model volatility as conditional variance and assume a linear relationship in spillovers. The risk measured as conditional variance is ...
Essays On Option Market Information Content, Market Segmentation And Fear
(Finance & Real Estate, 2012-07-25)
This dissertation consists of three essays. The first essay tests whether stock returns can be predicted using divergence from put-call parity. Using a robust methodology that controls for the early exercise premium of ...