Social and Behavioral Sciences Commons^™

Volatility Modelling With Applications To Equity And Foreign Exchange Markets, Sergii Pypko

Electronic Thesis and Dissertation Repository

My thesis consists of three chapters describing volatility forecasting during periods of financial booms and busts, the economic and statistical benefits of flexible data generating process of index returns, and multivariate model of exchange rate returns and their options. In the first chapter, I propose a non-linear threshold model for realized volatility of S\&P 500 index, allowing us to obtain a more accurate volatility forecast, especially during periods of financial crisis. The changes in volatility regimes are driven by negative past returns, where the threshold equals approximately $-$1\%. This finding remains robust to different functional forms of volatility and different …

Essays On Human Capital And Inequality, Youngmin Park

Electronic Thesis and Dissertation Repository

This thesis conducts positive and normative analysis of inequality based on human capital theory. In Chapter 2, we document important differences in early child investments by family income and study four leading mechanisms thought to explain these gaps: intergenerational ability correlation, consumption value of investment, information frictions, and credit constraints. We evaluate whether these mechanisms are consistent with other stylized facts related to the marginal returns on investments and the effects of parental income on child investments and skills.

In Chapter 3, I study optimal higher education subsidies when parents’ willingness to pay for their children's education differs due to …

Essays In Market Structure And Liquidity, Adrian J. Walton

Electronic Thesis and Dissertation Repository

Market structure concerns the mechanisms for negotiating trades and the composition of trading participants, and can affect liquidity and price efficiency. More gains from trade can be realized from an asset that is more liquid, and a better allocation of risk and capital can be achieved when an asset’s price is more efficient so it is important to understand market structure. This thesis uses theory and empirical methods to examine the effects of a few specific aspects of market structure.

In Chapter 1, we study a novel market structure on the New York Stock Exchange (NYSE), the Retail Liqudity Program …

Essays On Applied Microeconomics, Jin Zhou

Electronic Thesis and Dissertation Repository

My dissertation aims to contribute the migration and education literatures, my thesis contains two main topics and three papers. In the first two papers, I study the job search process of rural migrants in urban labor markets when social networks present. Then, I analyse how social networks affect both migration decisions and individuals' labor market outcomes. In the last paper, I examine the determinants of an individual's college education decision, with particular attention to the uncertainty faced by individuals.

The first paper examines the job search process of rural migrants, who have the option of returning home. This paper focuses …

Essays On Human Capital Complementarities, Hiroaki Mori

Electronic Thesis and Dissertation Repository

The thesis consists of three chapters that study the interplay between skills and health in shaping labour market outcomes. I focus on two distinct but related issues: i) the wage losses among older workers due to work-limiting health conditions, and ii) the long lasting effects of childhood health conditions on human capital formation. Chapter two studies how health conditions among older workers affect their wages depending on the characteristics of their occupations. The U.S. Social Security Act defines disability as the inability due to health conditions to perform physically or mentally demanding tasks. To examine the potentially task-specific nature of …

"My Friends, They Are People To Rely On": The Social Foundation Of Business In Ghana, Patrick D. Shulist

Electronic Thesis and Dissertation Repository

The management and entrepreneurship literatures increasingly engage in poverty alleviation research in the developing world. However, there is a marked tendency to overlook how the Western World, from where most theory comes, differs from the developing world. Such a fallacy has potential deleterious effects on the research itself, but more importantly on the practical applications of that research.

With this in mind, my dissertation uses an inductive qualitative methodology to explore the nature of self-employment in the developing world as it is; that is, not coloured by theoretical priors. In doing this, I lay the groundwork for understanding the …

"Whatever I Want:" Death Grips, Disobedience And The Music Industries, Grant M. Hawkins

Electronic Thesis and Dissertation Repository

The experimental hip-hop group Death Grips, formed in 2010, quickly rose to prominence and signed with the major label Epic Records in 2012. Their first Epic album, The Money Store, (2012) did well and the band appeared to be settling in to a profitable and productive relationship with the company. Yet in 2013 Death Grips released their second album, No Love Deep Web, online, for free, and without authorization from the label. Despite this breach of contract, Epic Records did not do the expected and seek to enforce their contract or sue for damages. Instead, Death Grips were …

The Impact Of Prior Experience Employees’ Perceptions And Beliefs About Workplace Policies And Practices, Michael D. Saxton

Electronic Thesis and Dissertation Repository

Domestic violence (DV) is associated with negative consequences for victims, children, families, and even national economies. More recently, research has demonstrated that DV also has a serious impact on workers and workplaces. Less is known about Canadians’ beliefs toward the impact DV has on workers or the extent to which individuals are able to identify co-workers’ experiences of DV. Using data from a pan-Canadian sample of 7,834 men and women, the current study examined: 1) how prior experiences with DV relates to beliefs toward the impact DV has on workers, 2) how gender and age relates to beliefs toward DV’s …

Cost-Effectiveness Of Bevacizumab Concomitant With The Standard Of Therapy For Newly Diagnosed Glioblastoma, Aren Fischer

Electronic Thesis and Dissertation Repository

Glioblastoma Multiforme (GBM), a glioma – cancer of the brain’s glial cells – is the most common and deadly malignant primary central nervous system tumor in developed countries. Two recently completed clinical trials investigating the use of bevacizumab (BEV), a monoclonal antibody, to treat newly diagnosed GBM concomitant with the standard-of-care (SOC) showed mixed survival and quality of life outcomes. In this study, a cost utility study was conducted to investigate if BEV should be used to treat newly diagnosed GBM. A three stage time-dependent Markov model was built using survival estimates from the two clinical trials, costs from Ontario …