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Creator | Title | Description | Subject | Date |
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Rodriguez, Adrian | Market performance and the effect of the Covid-19 pandemic | This paper analyzes the relationship between the daily stock market performance and daily COVID-19 related information. Specifically, this paper analyzes the relationship between the S&P 500 index and daily COVID-19 infection, hospitalizations, and mortality data. The paper will also focus on certai... | | |
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Black, Emily | Socially responsible investing: Robinhood users and their response to ESG-related announcements | This paper investigates the behavior of millennial investors in response to socially responsible announcements made by select S&P 500 companies. This research was conducted using the event study method, gathering the dates of significant social or environment-related press-releases and examining the... | | 2021 |
3 |
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Jin, Zhao | How is the company's stock risk associated with its demand elasticity? | I examine a sample of 20 companies to see if individual total stock risk is associated with its product or service demand elasticity. My evidence is consistent with my first hypothesis that elastic firms' stock prices are more strongly affected by the changes in the input cost than are inelastic fir... | Elasticity (Economics); Risk; Stocks; Stock risk | 2014-05 |
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Kleinman, Megan | The green bond revolution: is it sustainable? | Green bonds, innovative financial instruments that have entered the bond market in recent years, have sparked a revolution for activists, investors, and issuers with their use of proceeds model. I examine corporate green bonds through historical research, investigation of the certification process, ... | | 2020 |
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Moore, Kurt | Disproportionate associations between the financial crisis and firm valuation | In this thesis I assess the role of stock market valuation of publicly listed US firms through the financial and economic crisis of 2007-2011. To do so, for each firm in a large sample I apply the Rhodes-Kropf, Robinson, and Viswanathan(2005) approach to decompose the ratio of the market value of th... | Corporations -- United States -- Valuation; Global Financial Crisis, 2008-2009 | 2014-12 |
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Kleinman, Rachel | The rise of the big three: are institutional investors proactive environmental and social change agents? | | | 2022 |
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Carpenter, McKenna | The anticorruption efficacy of the sarbanes-oxley act: examining the impact on fraud, independence, and turnover | This paper investigates the effect of the anticorruption 2002 Sarbanes-Oxley Act (SOX) on corporate governance characteristics like board independence and, by extension, on executive turnover and other corporate reactions to fraud. Specifically, I compare fraud cases pre- and post-SOX--controlling f... | Specifically | 2022 |
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Hunter, Jessie Rabe | Effects of British Columbia's Carbon Tax on CO2 Emissions and Net Gasoline Sales | In 2008, British Columbia implemented the first comprehensive carbon tax in North America which covers nearly three quarters of all emitters in the province. This paper analyzes the effects of British Columbia's carbon tax on CO2 emissions and net gasoline sales using differences-in-differences and ... | | 2020 |
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Richins, Luke | Preventing corporate fraud | This thesis is written with the purpose of exploring employee's perception of the effect of different methods of corporate fraud prevention on their own behavior. To accomplish this, this paper will explore the definition of fraud, potential prevention methods, and analyze data retrieved from a surv... | Corporations - Corrupt practices - Prevention; Fraud - Prevention | 2014-04 |
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Warner, Travis John | Using Term Spreads to Predict Recessions: a Comparison | Recessions have been a concern for government and business leaders and the populace in general for hundreds of years. From the Tulipmania in 1634 to the Great Depression in the 1930's to the Dot Com bubble to the Great Recession in 2007 they have all instilled fear and anxiety in the populace becaus... | | 2017 |
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Owens, Spenser | Shareholder Activism and Gender Diversity | This paper will study gender diversity on corporate boards and in management positions within S&P 500 firms. I will review the literature on shareholder activism, and introduce anecdotes on what activist investors have done to influence gender diversity in firms. I will then perform quantitative ana... | | 2018 |
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McNatt, Shannon D., | Do Family Demographics Explain Middles-Class Status? Utah VS United States | Using United States Census data from 1980 to 2010, I analyze the role demographics play in a family attaining middle/upper-class status versus being economically lower-class. My study looks at age, race, education, parental structure, and family size, the influence each has on a family's status, and... | | 2019 |
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Green, Philip | US venture capital and the effects of diversification | This paper is a discussion of the effects of diversification in venture capital (VC) portfolios. The venture capital structure is formed by three components: the firm, a fund (or funds), and portfolio companies within each fund. One single firm can have simultaneous active funds, which typically las... | Diversification in industry; Venture Capitalism | 2012-05 |
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Blake, Bennett J. | Art-secured lending and evaluating the loan-to-value ratio in art and real estate lending markets | I analyze the lending terms for loans with art as collateral. The standard loan-to-value (LTV) ratio offered by private banks is 50% of the value of a piece/collection, while for other tangible assets, such as real estate, LTV is often 80%. I use a linear regression model with common U.S. stock indi... | idiosyncratic risk | 2023 |
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Johnson, Stuart | Connection between price elasticity and Beta: The case of the oil industry | Price elasticity and Beta are cherished variables in Economics and Finance, respectively. Price elasticity is a measure of a percent change in the quantity of a good demanded divided by the percent change in its price. Beta is the covariance of a firm's return with respect to the market, divided by ... | Price elasticity of demand; Beta (Firm); Oil industries | |
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Richards, Ayden | Environmental externality valuation: a timeline to financial materiality | Environmental policy regulating the greenhouse gas emissions of public companies is likely to become more prevalent in the coming years. Therefore, it is essential for public companies and investors alike to understand how the implementation of environmental policy will affect the valuation of publi... | | 2021 |
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Young, Tyler | Equity value implications of a spinoff for the parentco | This paper investigates the shareholder value implications of spinoffs for the seller (ParentCo) among public companies. In 2022 alone, U.S. firms announced 44 significant spinoffs and completed 20, representing over $61 billion in value.1 As one of the most common strategic transactions companies t... | | 2024 |
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Seymour, Bayley | The Effects of Recent Changes in Grocery Sales Tax by State Governments | The issue of whether grocery items should be subject to sales tax has been hotly debated, especially in the last several decades. As of the time of writing, only thirteen U.S. states out of fifty implement a statewide level of grocery sales tax at all. Of those that do, six tax groceries at a reduce... | | 2018 |
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Stevens, Fergus D. | Human-Algorithm Interactions with Fundamental and Predatory Trading Robots | Algorithmic participation in financial markets has been a growing phenomenon since the early 1990s. This paper uses experimental data and simulations to analyze the interaction between humans and trading algorithms. Interactions between humans and algorithms are observed through laboratory sessions ... | | 2020 |
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Hughes, Emma | The implications of carbon abatement for industrial composition and firm value | Marginal abatement cost curves (MACCs) serve as a representation of the costs or savings associated with various actions aimed at reducing green house gas (GHG) emissions. This thesis investigates whether investors could have earned abnormal stock returns by constructing portfolios that exploit diff... | | 2023 |
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Pierce, Curtis | Technology Adoption as a Predictive Measure of Financial Performance | This study examines the connection between technology adoption and the financial performance of firms measured as daily stock returns. Using an event study methodology, I test the hypothesis that technology adoption is a statistically significant predictor of abnormal returns. Specifically, I analyz... | | 2017 |
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Nazarenko, Elena | Current and future financial wellbeing of old age Russian pensioners | This paper compares pensioners' income with cost of living and subsistence minimum level to gauge financial wellbeing of pensioners. Using data from Russia Longitudinal Monitoring survey (RLMS-HSE), I formally test whether pensioners' income covers the cost of living across five regions: Moscow, Sai... | Old age pensions -- Russia; Retirees -- Russia -- Economic conditions | 2015-03 |
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Carroll, Steven Michael | High-frequency trading: a survey of market impact | The May 6th "flash crash," the result of an overly large sell order in "e-mini" futures on the S&P 500 index, caused American share and future indices to drop approximately 10% in a matter of minutes, only to recover most of the loss by the end of the trading day. At the time, market volatility was ... | High-frequency trading; Financial market - United States | 2012-08 |
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Dove-Swisher, Taylor | Bias-Coppected Estimation for singles-event studies | Single-firm event studies used in securities fraud litigation are prone to statistical bias. Brav and Heaton (2015) describe three potential issues: low statistical power to detect price impacts, confounding effects that cannot be averaged out, and an effect bias in the upward direction. The effect ... | | 2017 |
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Kehr, David | Abnormal Stock Returns and Venture Capital Funding Event Study of Six Down Round Venture Capital Funding Announcement Dates | This paper analyzes the reaction of stock prices to the announcement of a round of financing raised by a venture capital-backed firm at a valuation lower than in a previous round. The event study is performed to analyze short-term stock price reactions prior to and following the announcement of a do... | | 2018 |