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Browsing by Academic Advisor Yogo, Motohiro

Showing results 1 to 14 of 14
Class YearAuthor(s)TitleAdvisor
2020McLaughlin, CadenAbnormal Secondary Market Pricing Behavior of US Treasuries around Quantitative Easing AuctionsYogo, Motohiro
2016Koo, SpencerCOMPARING THE EFFECTS OF INVESTING IN PORTFOLIOS OF SOCIALLY RESPONSIBLE COMPANIES ON ABNORMAL RETURNSYogo, Motohiro
2008Niehaus, John R.Consumption and Income Smoothing Over Time in Market-Based and Bank-Based Financial SystemsYogo, Motohiro
-Dong, XiaoyangEssays on Asset Pricing with FrictionsXiong, Wei; Yogo, Motohiro
-Gomez, MatthieuHETEROGENEOUS EXPOSURE TO AGGREGATE RISK AND THE MACROECONOMYYogo, Motohiro; Mian, Atif
2017Toma, FlorinaHow high is too high? The relationship between premiums and CARs in European banking M&AYogo, Motohiro
2017Chen, DanielA Model of Mutual Fund Performance, Flows, and Fees with Rational AgentsYogo, Motohiro
2016Newell, KimberlyModeling Forward Premia in the PJM Electricity MarketYogo, Motohiro
2018Lange, BlakeleyPhenomena of Anticipatory Returns: Equity Market Trends Preceding Major Central Bank MeetingsYogo, Motohiro
2018Holt, PeterQuantitative Benchmarks: An Algorithmic Evaluation of Mutual Fund Manager Skill and Decision-MakingYogo, Motohiro
2018Craciun, IustinaTesting whether Leverage Constraints Explain the Low Beta AnomalyYogo, Motohiro
2020Xiong, NormanU.S. Life and Annuity Reinsurance: Factors Influencing the Domicile Selection ProcessYogo, Motohiro
2018Jung, SophiaThe Underinsurance of Catastrophe Risk: An Analysis of Supply Side Effects in the Catastrophe Bond MarketYogo, Motohiro
2016Barnett, NicholasThe US Government’s Successful Restructuring of GM: Measuring the Effect of the US Government Bailout on GM’s Return to ProfitabilityYogo, Motohiro