This dissertation consists of two essays. In the first essay, I examine the source of momentum in stock returns. The reversal of momentum returns has been interpreted as evidence that momentum results from delayed overreaction to information. I examine momentum and reversals conditional on...

In this dissertation, I study two topics in the context of revenue management. The ¯rst topicinvolves building a mathematical model to analyze the competition between many retailerswho can change the price of their respective products in real time. I develop a game-theoreticmodel for the...