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Regime-switching advantage in statistical arbitrage strategies conditioned on time series momentum and volatility in leveraged exchange traded funds : theory and evidence
(University of Wisconsin--Whitewater, 2019-09)
The phenomena of volatility decay (also known as time decay) and path dependence in leveraged exchange traded funds (ETF) markets have been documented in the literature. This dissertation examined whether it is possible ...
The impact of community social capital and trust on levels of accounting conservatism
(University of Wisconsin - Whitewater, 2021-08)
Accounting conservatism reflects the judgment and potential bias allowed per accrual-based accounting by choosing to disclose bad news ahead of holding a higher bar for reporting good news. Financial reporting aggressiveness ...
Essays on organizational ambidexterity, financial reporting quality, and investment efficiency
(University of Wisconsin - Whitewater, 2021-08)
Organizational ambidexterity is a corporate strategy where a firm simultaneously seeks to pursue exploration and exploitation (March, 1991). Despite being described as one of the most interesting subjects in strategy ...