Browsing by Academic Advisor Jurek, Jakub
Showing results 1 to 9 of 9
| Class Year | Author(s) | Title | Advisor |
| 2012 | Peng, Tianyi | The Application of a Four-Factor Asset-Pricing Model in the Chinese Stock Market | Jurek, Jakub |
| 2012 | Luo, James Jiajun | Asset Pricing Implications of Information Asymmetries in Large Investor Networks | Jurek, Jakub |
| - | Xu, Zhikai | Currency Crashes, Tail Risk and Contingent Capital | Cheridito, Patrick; Jurek, Jakub |
| 2010 | Han, Hyuk Soo | Do Stock Orders Flock Together? An Empirical Analysis of Order Arrival Rates Using Hawkes’ Self-Exciting Point Process | Jurek, Jakub |
| 2013 | Shuster, David J. Jr | An Event Study Examination of the Effect of
Natural Catastrophe on United States
Property and Casualty Insurance Companies | Jurek, Jakub |
| 2012 | Votta, John P. | Game of Trends: Institutional Ownership, Short Selling, and the Post-Earnings Announcement Drift | Jurek, Jakub |
| 2010 | White, Phoebe | Post-Issuance Drift: Examining Price Dynamics of Municipal Bonds | Jurek, Jakub |
| 2012 | Han, Ji Un | A Test of the Expectations Hypothesis of the Term Structure of Sovereign Credit Default Swaps: Is Sovereign Risk Premium Time-Varying? | Jurek, Jakub |
| 2012 | Pi, Sean | Trade Credit as a Model Risk Factor: Predicting Firm and Supply Chain Linked Company Returns | Jurek, Jakub |