In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...
It is now clear that some cysteines on some proteins are highly tuned to react with electrophiles. Based on numerous studies, it is also established that electrophile sensing underpins rewiring of several critical signaling processes. These electrophile-se ...
When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...
This thesis develops three models that study the motivation of various agents to take on debt,
and the impact that excessive financial leverage can have on social welfare.
In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...
The industrial sector has a large presence in world energy consumption and CO2 emissions, which has made it one of the focal points for energy and resource efficiency studies. However, large investments are required to retrofit existing industrial plants, ...
In engineering education, laboratories represent an important academic resource as they provide practical training in addition to the fundamental theories. However, the acquisition of new machinery and the maintenance of the equipment imply a large investm ...
This work proposes a new direction in structural design: the synthesis of structures through the reuse of elements. Reusing structural elements reduces the environmental impacts of building structures because it avoids sourcing new material, it reduces was ...
International Center for Numerical Methods in Engineering (CIMNE)2019
Organizing is a managerial process which demands a sense of purpose. When stories about "who we are" and "what we do" are salient and coherent (Voss, Cable & Voss, 2006), organizations can better plan, explain and justify collective action (Whetten & Macke ...
This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...
