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Fall 2013
The overall purpose of this dissertation is to identify the demand of fast moving consumer goods (FMCG) and to analyze the issues of brand level competition in FMCG markets product categories at the Canadian retail level. The analysis develops and applies industrial organization and price...
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Fall 2019
Understanding individual and organizational behaviour in reaction to changes in the informal and formal food markets has been an essential topic in economics. This dissertation explores the solutions individuals in a rural economy and retail firms in food markets use to cope with external...
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Fall 2014
The first essay of the thesis examines the effect of legal insider trading intensity on stock price informativeness. Open market transactions by corporate insiders are considered informative because they predict future stock returns and future firm-specific cash flows. As a result, it may seem...
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Spring 2013
This thesis contains three chapters on financial and macroeconomics. Chapter 1 is an empirical study on what is referred to in the finance literature as “pairs trading”. Pairs trading involves simultaneous trades in two equity securities that have been identified as being very highly...
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Fall 2014
The overall purpose of this thesis is to extend and apply the Markov Switching Multifractal (MSM) model to various economic problems. To this extent, Chapter 1 lays the ground work for the next chapters by reviewing the MSM model, discussing its properties and outlining its estimation procedures....