… , K is the strike price, r is the risk-free interest rate, σ is the stock volatility, T is the time to
expiration, and N(.) is … Note that Black-Scholes option pricing is based on replicating a call option …

… STEPHEN SZAURA is a doctoral student in statistics at the University of Toronto in
Toronto, Ontario, Canada. … The current market value of firm i's equity is S () so that …

We investigate how firm-level news, stock illiquidity, and order imbalances are reflected in
stock return jumps and idiosyncratic jump risk. We analyze these relationships for the entire …

The percentage difference between implied stock prices from options and actual stock prices,
which we term the implied price difference (‘IPD’), predicts stock returns up to ten months …

… By constructing the WVRP measure from the CME’s weather futures and options contracts,
we examine the … Our result is robust to controlling state level economic uncertainty measures. …

… Our goal is to examine how equity option prices relate to a firm’s capital structure as well as
the fact that public information about the firm provides only a noisy estimate of its true value. …

… One of the key pieces of information that one would see in a fund’s prospectus is the fund’s
Investment Objective. From it’s fund prospectus [1], we can see the investment objective is to …

… is dedicated to my parents Sonia and Vladimir Szaura and my brother Michael Szaura for …
Chapter 2 of this dissertation is based on my job market paper Szaura [2020]. A literature has …

… is readily available and it is easy to store. When the pull-type header is operational, the trailer
jack is … When the header is operational, the stand is rotated 90 degrees upward and locked …

St. Thomas College, Palai Abstract-Investments are essential as the growth of the stock market
denoted through increased investments results in the growth of the economy. But they are …