• Empirically identified industry classification 

    Gibbs, Michael, 1984- (University of Missouri--Columbia, 2016)
    This study examines return based correlations between industry returns and firm returns to create more objective and comparable industry classifications. In my first essay I model a market with firms that invest in one or ...
  • Essays on closed end funds: disclosure, discounts and performance 

    McCormick, Gary Paul, 1953- (University of Missouri--Columbia, 2006)
    Closed end funds provide a unique asset class for academic research due to that fact that they typically trade at a price different from the Net Asset Value (NAV). This is known as the discount. The first essay examines ...
  • Essays on closed-end funds: internal versus external management and insider trading 

    Allen, William D. (University of Missouri--Columbia, 2006)
    This dissertation examines two aspects of closed-end funds (CEF). First, a limited number of these funds maintain the historical management structure of internally allocating resources to investments as opposed to hiring ...
  • Essays on idea sharing and investor performance 

    Kern, Andrew, 1979- (University of Missouri--Columbia, 2010)
    This dissertation is the study of a novel database from an exclusive and confidential website where a select group of fundamentals-based hedge fund managers privately share investment ideas. I find that the managers' long ...
  • Two essays in analyzing delegated portfolio management relationships through relative portfolio measures 

    Stowe, David L. ([University of Missouri--Columbia], 2014)
    In my first essay, I demonstrate how the Cremers and Petajisto (2009) Active Share measure can be re-parameterized into the standard portfolio parameters we typically see in other portfolio management studies, namely betas ...