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UNIVERSITY OF WASHINGTON
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Higher idiosyncratic moments and the cross-section of expected stock returns
Wealth, consumption, and regional economic development in the United States
Do bidding firms adjust bids for informed trading?
Statistical analysis of portfolio risk and performance measures: The influence function approach
Economic consequences of recognizing off-balance sheet activities
Factor model Monte Carlo methods for general fund-of-funds portfolio management
Does fair value accounting contribute to systemic risk in the banking industry?
Intangible returns, momentum, and investor psychology
CEO Career Concerns and Acquisitions
Portfolio Optimization with Tail Risk Measures and Non-Normal Returns
Dynamic Risk Shifting, Costly Risk Adjustment and Asset Pricing
When Good News is Not so Good: Economy-wide Uncertainty and Stock Returns
Essays on Price Discovery
Term Structure Estimation with Missing Data
Two Essays on Payout Policy: Strategic Interaction Effects and Union Effects
Essays on Financial Econometrics
ETG-ETL Portfolio Optimization
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