ASU Electronic Theses and Dissertations
This collection includes most of the ASU Theses and Dissertations from 2011 to present. ASU Theses and Dissertations are available in downloadable PDF format; however, a small percentage of items are under embargo. Information about the dissertations/theses includes degree information, committee members, an abstract, supporting data or media.
In addition to the electronic theses found in the ASU Digital Repository, ASU Theses and Dissertations can be found in the ASU Library Catalog.
Dissertations and Theses granted by Arizona State University are archived and made available through a joint effort of the ASU Graduate College and the ASU Libraries. For more information or questions about this collection contact or visit the Digital Repository ETD Library Guide or contact the ASU Graduate College at gradformat@asu.edu.
- Arizona State University
- 1 Ahn, Seung
- 1 Ahn, Seung C.
- 1 Chitturi, Divakar
- 1 Coles, Jeffrey
- 1 Flores, Hector M.
- 1 Hertzel, Michael
- more
- 1 Ikram, Atif
- 1 Kallberg, Jarl G.
- 1 Kim, Seon Tae
- 1 Liu, Crocker H.
- 1 Low, Stuart
- 1 Maltz, Arnold
- 1 Prescott, Edward C
- 1 Rodriguez, Armando
- 1 Rogerson, Richard
- 1 Runger, George
- 1 Si, Jennie
- 1 Tsakalis, Konstantinos S
- 1 Tserlukevich, Yuri
- 1 Villalobos, Rene
- 1 Wang, Na
- 5 English
- 5 Public
- Economics, Finance
- 1 Accruals Anomaly
- 1 Business Cycles
- 1 Commercialization
- 1 Corporate Credit Spreads
- 1 Discretionary Accruals
- 1 Earnings Management
- more
- 1 Economics
- 1 Electrical Engineering
- 1 Industrial Engineering
- 1 Marketing
- 1 Markowitz Model
- 1 Price of Imports
- 1 Small Open Economy
- 1 TFP
- 1 arbitrage opportunity
- 1 fresh produce
- 1 market trends
- 1 shipment configuration
- Language in Trauma: A Pilot Study of Pause Frequency as a Predictor of Cognitive Change Due to Post Traumatic Stress Disorder
- Subvert City: The Interventions of an Anarchist in Occupy Phoenix, 2011-2012
- Exploring the Impact of Augmented Reality on Collaborative Decision-Making in Small Teams
- Towards a National Cinema: An Analysis of Caliwood Films by Luis Ospina and Carlos Mayolo and Their Fundamental Contribution to Colombian Film
- 国家集中采购试点政策对制药企业和制药产业的影响评估
One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and Wald test statistics when the full rank condition fails. I show that the beta risk of useless factors or multiple proxy factors for a true factor are priced more often than they should be at the nominal size in the asset pricing models omitting some true factors. While under the null …
- Contributors
- Wang, Na, Ahn, Seung C., Kallberg, Jarl G., et al.
- Created Date
- 2011
I study the importance of financial factors and real exchange rate shocks in explaining business cycle fluctuations, which have been considered important in the literature as non-technological factors in explaining business cycle fluctuations. In the first chapter, I study the implications of fluctuations in corporate credit spreads for business cycle fluctuations. Motivated by the fact that corporate credit spreads are countercyclical, I build a simple model in which difference in default probabilities on corporate debts leads to the spread in interest rates paid by firms. In the model, firms differ in the variance of the firm-level productivity, which is in …
- Contributors
- Kim, Seon Tae, Prescott, Edward C, Rogerson, Richard, et al.
- Created Date
- 2011
In this dissertation, I examine the source of some of the anomalous capital market outcomes that have been documented for firms with high accruals. Chapter 2 develops and implements a methodology that decomposes a firm's discretionary accruals into a firm-specific and an industry-specific component. I use this decomposition to investigate which component drives the subsequent negative returns associated with firms with high discretionary accruals. My results suggest that these abnormal returns are driven by the firm-specific component of discretionary accruals. Moreover, although industry-specific discretionary accruals do not directly contribute towards this anomaly, I find that it is precisely when industry-specific …
- Contributors
- Ikram, Atif, Coles, Jeffrey, Hertzel, Michael, et al.
- Created Date
- 2011
This thesis develops a low-investment marketing strategy that allows low-to-mid level farmers extend their commercialization reach by strategically sending containers of fresh produce items to secondary markets that present temporary arbitrage opportunities. The methodology aims at identifying time windows of opportunity in which the price differential between two markets create an arbitrage opportunity for a transaction; a transaction involves buying a fresh produce item at a base market, and then shipping and selling it at secondary market price. A decision-making tool is developed that gauges the individual arbitrage opportunities and determines the specific price differential (or threshold level) that is …
- Contributors
- Flores, Hector M., Villalobos, Rene, Runger, George, et al.
- Created Date
- 2011
A systematic top down approach to minimize risk and maximize the profits of an investment over a given period of time is proposed. Macroeconomic factors such as Gross Domestic Product (GDP), Consumer Price Index (CPI), Outstanding Consumer Credit, Industrial Production Index, Money Supply (MS), Unemployment Rate, and Ten-Year Treasury are used to predict/estimate asset (sector ETF`s) returns. Fundamental ratios of individual stocks are used to predict the stock returns. An a priori known cash-flow sequence is assumed available for investment. Given the importance of sector performance on stock performance, sector based Exchange Traded Funds (ETFs) for the S&P; and Dow …
- Contributors
- Chitturi, Divakar, Rodriguez, Armando, Tsakalis, Konstantinos S, et al.
- Created Date
- 2010