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Browsing by Academic Advisor Ait-Sahalia, Yacine

Showing results 1 to 11 of 11
Class YearAuthor(s)TitleAdvisor
2019Melchionda, ReedAll Shocks Are (Not) Created Equal: Intra-Industry Valuation Effects Following Large Stock Price ShocksAit-Sahalia, Yacine
2020Kelly, JonApplying Machine Learning Techniques to Improve Exchange Rate ForecastingAit-Sahalia, Yacine
2020Flynn, CharlieComparing Recessionary Indicators: Are Traditional American Recessionary Indicators Effective in Predicting Recessions in Other Countries?Ait-Sahalia, Yacine
1999Park, KevinInternational Stock Market Linkages: Implications for DiversificationAit-Sahalia, Yacine
2008Yanik, ErenInvestigating the Effect of the "Carry Trade" on Turkey: Prospects and ThreatsAit-Sahalia, Yacine
2019Grah, OliviaIs the Market Pricing Climate Change Risk?Ait-Sahalia, Yacine
1999McIntyre, JamesLong-Term Capital Management: How a Lone Hedge Fund Brought Financial Markets to the Brink of Disaster and What Needs to be Learned from their ExperienceAit-Sahalia, Yacine
2019Liu, NolanPredicting Stock Returns Using Natural Language Processing of Earnings CallsAit-Sahalia, Yacine
2020Cliff, LorrainePREDICTING THE VOTE SHARE OF CANDIDATES IN THE 2020 PRESIDENTIAL ELECTION BASED ON PAST RESULTS AND STATE LEVEL POLLINGAit-Sahalia, Yacine
2011Eng, EricStock Return Predictability Using Fundamental and Technical Indications Across Various Time HorizonsAit-Sahalia, Yacine
2001Norelli, Jonathan AndrewTransition Density Approximation, and Application to Analysis of the Interest Rate Risk-Neutral Diffusion ProcessAit-Sahalia, Yacine