Browsing by Academic Advisor Ait-Sahalia, Yacine
Showing results 1 to 8 of 8
| Class Year | Author(s) | Title | Advisor |
| 2019 | Melchionda, Reed | All Shocks Are (Not) Created Equal: Intra-Industry Valuation Effects Following Large Stock Price Shocks | Ait-Sahalia, Yacine |
| 1999 | Park, Kevin | International Stock Market Linkages: Implications for Diversification | Ait-Sahalia, Yacine |
| 2008 | Yanik, Eren | Investigating the Effect of the "Carry Trade" on Turkey: Prospects and Threats | Ait-Sahalia, Yacine |
| 2019 | Grah, Olivia | Is the Market Pricing Climate Change Risk? | Ait-Sahalia, Yacine |
| 1999 | McIntyre, James | Long-Term Capital Management: How a Lone Hedge Fund Brought Financial Markets to the Brink of Disaster and What Needs to be Learned from their Experience | Ait-Sahalia, Yacine |
| 2019 | Liu, Nolan | Predicting Stock Returns Using Natural Language Processing of Earnings Calls | Ait-Sahalia, Yacine |
| 2011 | Eng, Eric | Stock Return Predictability Using Fundamental and Technical Indications Across Various Time Horizons | Ait-Sahalia, Yacine |
| 2001 | Norelli, Jonathan Andrew | Transition Density Approximation, and Application to Analysis of the Interest Rate Risk-Neutral Diffusion Process | Ait-Sahalia, Yacine |