Essays on idiosyncratic stock return volatility and bank lending incentives
This dissertation studies two topics in finance. The first topic is on the firm-level stock return volatility. The second one is on lending incentives of banks. Chapter 2 studies idiosyncratic stock return volatility in an investment model with convex capital adjustment costs. The model has two pred...
| Main Author: | |
|---|---|
| Language: | English |
| Published: |
University of British Columbia
2011
|
| Online Access: | http://hdl.handle.net/2429/37609 |