MENU

You are here

Dissertations

Select a year:

2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998

Infrastructure Scaling and Pricing

Fikret Caner Gocman, 2014

Faculty Advisor: Garrett van Ryzin, Robert Phillips

Infrastructure systems play a crucial role in our daily lives. They include, but are not limited to, the highways we take while we commute to work, the stadiums we go to watch games, and the power plants that provide the electricity we consume in our homes. In this thesis we study infrastructure systems from several different perspectives with a focus on pricing and scalability. The pricing aspect of our research focuses on two industries: toll roads and sports events. Afterwards, we analyze the potential impact of small modular infrastructure on a wide variety of industries.

Read Abstract

Essays on Corporate Credit

Jun Kyung Auh, 2014

Faculty Advisor: Suresh Sundaresan

This dissertation consists of three chapters related to issues in corporate credit. The first chapter studies whether credit rating agencies applied consistent rating standards to U.S. corporate bonds over the expansion and recession periods between 2002 and 2011. Based on estimates of issuing firms' credit quality from a structural model, I find that rating standards are in fact procyclical: ratings are stricter during an economic downturn than an expansion. As a result, firms receive overly pessimistic ratings in a recession, relative to during an expansion.

Read Abstract

Essays in Asset Pricing and Mutual Fund Behavior

Bronson Argyle, 2014

Faculty Advisor: Kent Daniel

Read Abstract

Driver and Consequences of Multichannel Shopping

Hasan Bilgicer, 2014

Faculty Advisor: Kamel Jedidi

Previous research has investigated what happens when customers start utilizing more than a single sales channel (i.e., become multichannel). This research stream has identified two key consequences of multichannel usage. First, Shankar et al. (2003) and Hitt and Frei (2002) determine that customers using an internet channel in addition to the traditional brick-and-mortar channel are more loyal than customers who use a single channel.

Read Abstract

Do Firms Contribute to the Variation in Employees' Performance in Knowledge-Intensive Industries? The Case of Equity Research

Oded Rozenbaum, 2014

Faculty Advisor: Trevor Harris

Employee knowledge is a critical contributor to the quality of output in knowledge-intensive industries. A debated but unresolved question is whether the resources provided by firms in knowledge-intensive industries contribute to the observed variation in employees' performance across firms. The answer to this question is unclear because the benefits from the resources that firms provide may be competed away or transferred to the employees when they leave the firm. I provide evidence on this question by analyzing the equity research industry.

Read Abstract

Design and Evaluation of Procurement Combinatorial Auctions

Sang Won Kim, 2014

Faculty Advisor: Gabriel Weintraub

The main advantage of a procurement combinatorial auction (CA) is that it allows suppliers to express cost synergies through package bids. However, bidders can also strategically take advantage of this flexibility, by discounting package bids and "inflating" bid prices for single-items, even in the absence of cost synergies; the latter behavior can hurt the performance of the auction.

Read Abstract

Can Cash Flow Expectations Explain Momentum and Reversal

Zhongjin Lu, 2014

Faculty Advisor: Robert Hodrick

This dissertation delves into the relation between asset returns, risks, and cash flow expectations. The first chapter uses the model-implied patterns of cash flow expectations to differentiate among the three most prominent behavioral theories explaining stock return momentum and reversal. Using analyst earnings forecasts as a proxy for cash flow expectations, I trace the dynamics of the expectation errors for winner and loser stocks in a 24-month holding period, during which returns are characterized by a momentum phase followed by a reversal phase.

Read Abstract

Attention and preference measurement

Liu Yang, 2014

Faculty Advisor: Olivier Toubia

This dissertation contains two essays examining the role of attention and information processing in stated choices under choice-based preference measurement tasks. While choice experiments have long been used in marketing as a way to measure con- sumer preferences, full rationality of consumers is always assumed, meaning consumers are able to process all the choice relevant information before making a decision.

Read Abstract

A New Accounting Approach to Evaluate M and A Prices and Goodwill Allocations

Hyung Il Oh, 2014

Faculty Advisor: Stephen Penman

This dissertation introduces a new method for evaluating mergers and acquisitions (M&As) and goodwill allocations associated with them. This method differs from Generally Accepted Accounting Principles (GAAP), which estimate the sum of the fair value of net identifiable assets by focusing on balance sheet information, and recognizes the remainder of the purchase price as goodwill. The new method utilizes both balance sheet and income statement information to estimate the value of a target as a business, and treats the remainder of the purchase price as the uncertain growth expectation.

Read Abstract

Three Essays on Asset Pricing

Bingxu Chen, 2014

Faculty Advisor: Andrew Ang

The first essay examines whether risk is explained based on cash flow (CF) or discount rate (DR). Realized returns comprise (ex-ante) expected returns plus (ex-post) innovations, and consequently both expected returns and returns innovations can be broken down into components reflecting fluctuations in CF and DR. I use a present-value model to identify the CF and DR risk factors which are latent from the time series and cross sections of price-dividend ratios.

Read Abstract

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.

Read More Here

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.

Read More Here

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.

Read More about Miguel

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 >

 

Check Application Status

Students listening to classroom lecture

Once you've submitted your application, you can login and track your status by using the link below.

Check Status