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Litigation Risk and the Optimism in Long-horizon Management Forecasts of Bad News and Good News

Helen Hurwitz, 2012

Faculty Advisor: Stephen Penman

This study investigates the framework of how litigation risk affects management forecasting of bad news and good news differently, resulting in differential optimism in these forecasts. I argue that distinct stock price patterns following these two types of management forecasts expose them to differential litigation risk ex post. While optimistic management forecasts of good news attract lawsuits, truthful rather than optimistic forecasts of bad news are more likely to trigger immediate lawsuits.

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Analyst reputation, communication and information acquisition

Xiaojing Wang, 2012

Faculty Advisor: Tim Baldenius

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Supply Chain Management: Supplier Financing Schemes and Inventory Strategies

Min Wang, 2012

Faculty Advisor: Awi Federgruen

This dissertation addresses a few fundamental questions on the interface between supplier financing schemes and inventory management.

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Antecedents and Consequences of Loss Aversion: Mental Accounting and Allocation of Attention

Peter Jarnebrant, 2012

Faculty Advisor: Eric Johnson

This dissertation consists of three essays. The first examines analytically as well as empirically the mental accounting principle that Thaler (1985) termed the "silver lining principle." The second and third essays investigate the link between attention and preferences. In the first essay, loss aversion is an important antecedent and moderator of the principle's effect on preferences, and in the latter two we hypothesize both antecedent (Essay Two) and consequent (Essay Three) roles for loss aversion with respect to attention.  

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The Dynamics of Currency Crashes and Fundamental Reversions

Bjarni Torfason, 2012

Faculty Advisor: Robert Hodrick

This dissertation is composed of three chapters. In Chapter 1 I look at the role of real exchange rates in the asset pricing of currencies.

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Worse Off But Happier? The Affective Advantages of Entering the Workforce During an Economic Downturn

Emily Bianchi, 2012

Faculty Advisor: Daniel Ames

Recently economists have shown that people who graduate during recessions earn less money (e.g., Kahn, 2010) and hold less prestigious jobs (Oyer, 2006) even decades after entering the workforce.

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The Cross-Section of Investing Skill

Ravindra Sastry, 2012

Faculty Advisor: Michael Johannes

Building on insights from the economics of superstars, I develop an efficient method for estimating the skill of mutual fund managers. Outliers are especially helpful for disentangling skill from luck when I explicitly model the cross-sectional distribution of managerial skill using a flexible and realistic function.

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An Empirical Study of National vs. Local Pricing under Multimarket Competition

Yang Li, 2012

Faculty Advisor: Brett Gordon

Geographic price discrimination is generally considered beneficial to firm profitability. Firms can extract higher rents by varying prices across markets to match consumers' preferences. This paper empirically demonstrates, however, that a firm may instead prefer a national pricing policy that fixes prices across geographic markets, foregoing the opportunity to customize prices.

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Modeling Customer Behavior for Revenue Management

Matulya Bansal, 2012

Faculty Advisor: Costis Maglaras

In this thesis, we model and analyze the impact of two behavioral aspects of customer decision-making upon the revenue maximization problem of a monopolist firm. First, We study the revenue maximization problem of a monopolist firm selling a homogeneous good to a market of risk-averse, strategic customers.

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Dynamic Trading Strategies in the Presence of Market Frictions

Mehmet Saglam, 2012

Faculty Advisor: Ciamac Moallemi

This thesis studies the impact of various fundamental frictions in the microstructure of financial markets. Specific market frictions we consider are latency in high-frequency trading, transaction costs arising from price impact or commissions, unhedgeable inventory risks due to stochastic volatility and time-varying liquidity costs.

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Application Deadlines

Master of Science in Marketing >

For Fall 2016 Entry:

Available: August 1st, 2015
Deadline: January 4th, 2016

 

Master of Science in Financial Economics >

For Fall 2016 Entry:

Available: August 1st, 2015
Deadline: January 4th, 2016

 

Master of Science in Management Science and Engineering >

For Fall 2016 Entry:
To be determined

 

Available 8/1/15
Sept 2016

Doctoral
Deadline: 01/05/16

MS Marketing
Deadline: 01/04/16

MS Financial Economics
Deadline: 01/04/16

 

Doctoral Program News

Young Alumni Balseiro wins George B. Dantzig Dissertation Award

At the 2014 Informs national meeting, Santiago Balseiro was honored for his work in "Competition and Yield Optimization in Ad Exchanges". We congratulate Santiago on his accomplishment.

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Ethan Rouen wins Deloitte Doctoral Fellowship in Accounting

The Deloitte Foundation has awarded $25,000 grants to 10 top accounting Ph.D. candidates through the Deloitte Foundation’s annual Doctoral Fellowship program. Given to students who plan to pursue academic careers upon graduation, the award will support the 2015 recipients’ final year of coursework and the subsequent year to complete their doctoral dissertation.

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Honigsberg featured in Ideas at Work

The August issue of Ideas at Work features research that doctoral candidate Colleen Honigsberg led in conjunction with Sharon Katz.

Read More about Colleen

Wazlawek featured in Ideas at Work

Abbie Wazlawek's joint research with Professor Daniel Ames is featured in the June 24th, 2014 edition of Ideas at Work

Read More about Abbie

Ethan Rouen featured in Ideas at Work

Ethan Rouen's joint research with Professor Dan Amiram is featured in the May 15th, 2014 edition of Ideas at Work

Read More about Abbie

Rivas Wins Fellowship

The PhD program is proud to congratulate Miguel Duro Rivas, who was awarded the Nasdaq Educational Foundation Doctoral Dissertation Fellowship.

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Wong wins Deloitte Fellowship

We are proud to announce that Yu Ting (Forester) Wong is one of the recipients of the 2014 Deloitte Foundation Doctoral Fellowship in Accounting.

Read More About Yu Ting >

The PhD Program Congratulates John Yao

PhD student John Yao was a finalist in the 2013 M&SOM (Manufacturing & Service Operations Management) student paper competition.

Read More About John >

Honigsberg Named Postdoctoral Fellow

The PhD program is proud to congratulate Colleen Honigsberg, who was named the Postdoctoral Fellow in Corporate Governance at the Millstein Center at Columbia Law School in October 2013

Read More about Colleen >

 

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