Now showing items 1-2 of 2

    • Essays on illiquidity premium 

      Pereira, Ricardo Buscariolli
      2014-05-23
      This dissertation is composed of three related essays on the relationship between illiquidity and returns. Chapter 1 describes the time-series properties of the relationship between market illiquidity and market return ...
    • What if firms adjust their debt-equity ratios toward a target range? 

      Pereira, Ricardo Buscariolli
      2009-08-18
      We estimate optimal target-ranges of capital structure controlling for a series of firmspecific characteristics and accounting for the serial correlation that arises from the dynamic component of the leverage choice. Then, ...