Thesis (M. Hous. M.)--University of Hong Kong, 2006.

Thesis (Ph.D.) - University of Queensland, 2005. / Includes bibliography.

Thesis (Ph. D.)--Ohio State University, 1993. / Includes vita. Includes bibliographical references (leaves 102-104). Available online via OhioLINK's ETD Center.

Thesis (M.S.S.I.S.)--Regis University, Denver, Colo., 2009. / Title from PDF title page (viewed on Jul. 26, 2010). Includes bibliographical references.

Thesis (Ph.D.)--University of Delaware, 2006. / Principal faculty advisor: Jeffrey Miller, Dept. of Economics. Includes bibliographical references.

Zugl.: Köln, Universiẗat, Diss., 2003.

Thesis (Ph. D.)--University of Missouri--Rolla, 2007. / Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed October 25, 2007) Includes bibliographical references.

Proefschrift Universiteit Maastricht. / Met lit. opg. - Met samenvatting in het Nederlands.

Ένα χαρακτηριστικό γνώρισμα της παγκόσμιας οικονομίας τις τελευταίες δεκαετίες αποτελεί η εντυπωσιακή αύξηση των ξένων άμεσων επενδύσεων (ΞΑΕ), καθώς συντελούν στην επιτάχυνση της αναπτυξιακής διαδικασίας. Οι ΞΑΕ πραγματοποιούνται μέσω εξαγορών & greenfield επενδύσεων. Στη παρούσα εργασία ξεδιπλώνονται αυτές οι δύο επιλογές εισόδου όχι ανεξάρτητα η μία από την άλλη αλλά συγκριτικά, εξετάζοντας την παρουσία τους διαχρονικά, την επίδραση που ασκεί η καθεμία στη χώρα υποδοχής, την αποδοτικότητα και τη βιωσιμότητά τους. Επιπλέον, αναδεικνύονται οι κρίσιμοι παράγοντες που καθορίζουν τη μορφή εγκατάστασης σε μια ξένη χώρα, και αναλύονται υπό το πρίσμα των κυρίαρχων θεωριών και εμπειρικών μελετών. Παρουσιάζεται επίσης, η εξέλιξη των εξαγορών και greenfield επενδύσεων -όπως αυτή έχει διαμορφωθεί από την παγκόσμια οικονομική κρίση-σε καθένα από τα επίπεδα της οικονομικής ανάπτυξης των ξένων χωρών, και διατυπώνονται οι σχετικές προβλέψεις. Τέλος, αναλύεται η διαχρονική εξέλιξη των ΞΑΕ επενδύσεων στην Ελλάδα. / In the last decades, the main feature of the global economy is an amazing increase in the foreign direct investments (FDIs), as they contribute to the acceleration of the development process. The FDI is performed through acquisitions and greenfield investments. In this paper these two modes of entry are unfolded not independently the one from the other but comparatively, viewing their diachronic presence, their influence to the host country, their performance and their survival. In addition, the major factors that determine the foreign entry mode are spotlighted and considered through the prism of the dominant theories and empirical studies. Moreover, the evolution of acquisitions and greenfield investments-as it has been formed by the global economic crisis- is introduced in every economic level, and relevant predictions are declared. In conclusion, a diachronic analysis of FDI in Greece is included.

In this thesis, we investigate the forecasting problem for option return and future volatility in financial market. The first part of this thesis is to study the option return skewness effect and the negative correlation between asset return and volatility. We propose a measure of ex-ante measure of option return skewness which accommodates the negative return-volatility relationship in asset returns. We investigate how time-to-expiration and moneyness affect the skewness and return of an option. Furthermore, we show that our proposed measure has extra benefits in forecasting option returns. In the second part, we test the information contents of implied volatility derived from stochastic volatility option pricing model and also examine the potential benefit of including the model's implied volatility of volatility in forecasting future volatility and volatility risk premium. Our study finds that the inclusion of volatility of volatility factor has significantly reduced the downward bias of the slope coefficients. Most importantly, the ex-ante volatility of volatility has significant predictive power on the ex-post volatility premium. In the third part, we study the incremental benefit of adding skewness in predicting future realized volatility. The study finds that consistent with the empirical findings in the first part, realized volatility is negatively related to their skewness measure which provides a downward adjustment of the implied volatility forecast.