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Author:

Sipe, Warren

Title:

Natural Language Processing Sentiment Analysis of S&P500 Earnings Calls and Abnormal Stock Returns

Area of Honors:

Finance

Keywords:

Natural language processing
stock returns
earnings calls

File:

Download Thesis_Sipe_Final.pdf

Thesis Supervisors:

J. Randall Woolridge, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Himmel, Zachary

Title:

Exploring the Changes in Asset Correlation Over Time

Area of Honors:

Finance

Keywords:

Finance
Correlation
Diversification
Portfolio Optimization

File:

Download Zachary_Himmel_Final_Thesis_Draft_2022.pdf

Thesis Supervisors:

David Haushalter, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Liu, Chen Han

Title:

Examination of Calendar Effect and Sentiment Analysis on Bitcoin

Area of Honors:

Finance

Keywords:

Sentiment effect
Bitcoin
Efficient market
Regression
Power ratio
Python
Calendar Effect
Sentiment Analysis
Bitcoin
Efficient Market Hypothesis
Regression
Power Ratio
VADER
Python

File:

Download Examination_of_Calendar_Effect_and_Sentiment_Analysis_on_Bitcoin2.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Quanwei Cao, Faculty Reader

Author:

Gardner, Weston

Title:

What is Caesar's

Area of Honors:

Finance

Keywords:

Catholic
501(c)(3)
Tax
Tax-Exempt
Religion
God
Opression

File:

Download GardnerWest_Thesis.pdf

Thesis Supervisors:

Jess Cornaggia, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Jerome, Lucien

Title:

Seeking Returns as a Sports Bettor: An Overview of the Sports Betting Landscape and Strategies to Capitalize off of a Lucrative Industry

Area of Honors:

Finance

Keywords:

Sports
Sports Betting
Statistical Analysis
NFL
NCAA Basketball
Finance

File:

Download Luc_Jerome_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Delina E Agnosteva, Faculty Reader

Author:

Bucks, Carter

Title:

Cashless Society in the United States: The Feasibility of Integrating the Unbanked Population

Area of Honors:

Finance

Keywords:

Cashless Society
Unbanked
Financial Inclusion

File:

Download Carter_Bucks_Thesis_Final_Copy.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Louis Gattis, Jr., Faculty Reader

Author:

Wang, Kristine

Title:

Premium Price of M&A: The Effects of Low to High Valuation Mergers on Market Value

Area of Honors:

Finance

Keywords:

M&A
Mergers and Acquisitions
Firm
Firm Value
Acquirer
Target
Industry Valuation
P/B
Price to Book

File:

Download Final_Thesis_04_03.pdf

Thesis Supervisors:

Stefan M Lewellen, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Nagpal, Ritika

Title:

Supply Chain Bottlenecks During COVID-19: The Black Swan

Area of Honors:

Finance

Keywords:

Supply chain
bottlenecks
finance
markets
crisis
COVID-19

File:

Download Ritika_Thesis_FinalDraft.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Robert Alexander Novack, Faculty Reader

Author:

Donnelley, Seth

Title:

Connections Between Wholesale Funding Markets and Stablecoin Utilization: Implications for Cross-Border Payments and Systemic Financial Risks

Area of Honors:

Finance

Keywords:

stablecoin
cryptocurrency
eurodollar
Treasury bill
commercial paper
reverse repo
cross-border payment
systemic risk

File:

Download Schreyer_Thesis_Final_Draft_V.3.pdf

Thesis Supervisors:

Peter C Mhando, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Hoff, Andrew

Title:

The Impact of the Covid-19 Stimulus Checks on Retail Investor Investment Behavior

Area of Honors:

Finance

Keywords:

Covid-19
Retail Investors
Liquidity
Stimulus

File:

Download Andrew_Hoff_Thesis_Final_.pdf

Thesis Supervisors:

Samuel Burton Bonsall, IV, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Pevner, Joseph

Title:

Linear Regression, Mixture Modeling, and Gradient Boosting to Predict Box Office Revenue: Leveraging Machine Learning in Volatile Industries

Area of Honors:

Finance

Keywords:

Machine Learning
Finance
Film

File:

Download JosephPevnerThesis.pdf

Thesis Supervisors:

Lingzhou Xue, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Ibarguen, John

Title:

The Future of Financial Investment in Athletes

Area of Honors:

Finance

Keywords:

Sports
Finance
Sports Finance
Sports Investment
Underwriting
Sports Business
Major League Baseball
Sports Statistics
Name Image and Likeness
NIL

File:

Download Ibarguen-Final_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Samuel Burton Bonsall, IV, Faculty Reader

Author:

Kowalski, Andrew

Title:

Anti-Money Laundering: Remaining Ahead of the Curve

Area of Honors:

Finance

Keywords:

Anti-Money Laundering
Financial Institutions
White-Collar Crime
Finance
Consulting

File:

Download Kowalski_AML_Schreyer_Honors_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Terrence Michael Obrien, Faculty Reader

Author:

Kotireddy, Abhiram

Title:

Analysis of U.S. Merger Arbitrage Spreads During the 2008 Financial Crisis and the COVID-19 Market Recovery

Area of Honors:

Finance

Keywords:

Finance
M&A
Arbitrage
Recession

File:

Download Analysis_of_U.S._Merger_Arbitrage_Spreads_During_the_2008_Financial_Crisis_and_the_COVID-19_Market_Recovery.pdf

Thesis Supervisors:

J. Randall Woolridge, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Schlichtig, David

Title:

Assessing the Feasibility of NFL Sports Betting as an Alternative Investment Strategy Through Predictive Analytics

Area of Honors:

Finance

Keywords:

sports
sports betting
sports gambling
betting
gambling
predictive analytics
probit modeling
probit regression
arbitrage
financial returns
standardized returns
investment
investment strategy
NFL
football
efficient markets
market inefficiency
financial assets
asset class
odds
moneyline
statistics
sports analytics

File:

Download Schlichtig_FinalThesis.pdf

Thesis Supervisors:

Samuel Burton Bonsall, IV, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

O'Donnell, Shane

Title:

Examination of the Divergence in Alternate Trading Pairs

Area of Honors:

Finance

Keywords:

Bitcoin
Alt Pairs
Bitcoin Dominance
Finance
Markets
Quantitative Analysis

File:

Download ODonnell_Shane_Examination_of_the_Divergence_in_Alternate_Trading_Pairs.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Terrence Michael Obrien, Thesis Honors Advisor

Author:

Turbett, Marley

Title:

Does the Price of Carbon Affect the Verified Emissions of European Union Companies? An Analysis of Firm Behavior Within the European Union Emissions Trading Scheme

Area of Honors:

Finance

Keywords:

Emissions Trading Scheme
Carbon Allowances
EU-ETS

File:

Download Thesis_Marley_Turbett.pdf

Thesis Supervisors:

David Haushalter, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Sachar, Parth

Title:

Understanding the Effectiveness of Value Creation Strategies Used in Private Equity

Area of Honors:

Finance

Keywords:

Private Equity
Value Creation
Operations
Leveraged Buyouts

File:

Download PS_Schreyer_Thesis_vF.pdf

Thesis Supervisors:

Samuel Burton Bonsall, IV, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Mitole, Chimwemwe

Title:

The Undergraduate Business Honors Program in American Higher Education

Area of Honors:

Finance

Keywords:

honors programs
honors
business education
business honors programs
leadership
education
business
honors education
business school

File:

Download C._Michael_Mitole_Schreyer_Thesis__Completed_Version_.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Karen Paulson, Thesis Honors Advisor
Donald C Hambrick, Faculty Reader
Linda K Trevino, Faculty Reader

Author:

Patel, Yash

Title:

REITs and Inflation: The Recent Performance of REITs During the Periods of Varying Inflation

Area of Honors:

Finance

Keywords:

REIT
REITS
Real Estate
Real Estate Investment Trust
Inflation
Hedge
Asset
Returns
CPI
Consumer Price Index
Regression
OLS
Ordinary Least Squares
Private
Public
Investment
Investing
Correlation
Market
Stocks
Trading

File:

Download Yash_N_Patel.pdf

Thesis Supervisors:

Eva Steiner, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Seibert, Sean

Title:

Determining Complexity's Role In The M&A Market

Area of Honors:

Finance

Keywords:

M&A
Measuring Complexity
Bid Premium

File:

Download Sean_Seibert-_Fin494_Final_Draft.pdf

Thesis Supervisors:

Stefan M Lewellen, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Qu, James

Title:

Examining the Feasibility and Effectiveness of Utilizing Dark Pool Transactions in Retail Algorithmic Trading

Area of Honors:

Finance

Keywords:

Dark Pool
Finance
Algorithmic Trading
Trading
Performance
S&P 500
Black Box
Alpha
TD
TD Ameritrade
API

File:

Login to Download

Thesis Supervisors:

Mihail Velikov, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Yonke, Thomas

Title:

Residential Retrofits: An Estimate of Inflation Reduction Act Effectiveness

Area of Honors:

Finance

Keywords:

Inflation Reduction Act
Heat Pumps
Solar Panels
Price Elasticity of Demand
Price Elasticity of Supply
Linear Demand Equation
Linear Supply Equation
High-Efficiency Energy Appliances

File:

Login to Download

Thesis Supervisors:

Stefan M Lewellen, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Axelrod, Connor

Title:

Analysis of U.S. Derivative Trading Hedge Fund Returns During the Rapid Increase in Retail Options Trading From 2019 to 2023

Area of Honors:

Finance

Keywords:

Finance
Retail Trading
Hedge Fund
Derivatives

File:

Download Analysis_of_U.S._Derivative_Trading_Hedge_Fund_Returns_during_the_Rapid_Increase_in_Retail_Options_Trading_From_2019_to_2023.pdf

Thesis Supervisors:

J. Randall Woolridge, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Agresti, Bella

Title:

Bridging the Gap: The Gender Disparity in Corporate Leadership

Area of Honors:

Finance

Keywords:

Finance
Corporate Leadership
Gender Disparity
Women

File:

Download Bella_Agresti_SHC_Thesis_.pdf

Thesis Supervisors:

Samuel Burton Bonsall, IV, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Barrett, Elizabeth

Title:

Merger Arbitrage: Analyzing Risk-Adjusted Returns and Profit Opportunities

Area of Honors:

Finance

Keywords:

Merger Arbitrage
Merger and Acquisitions
M&A
Finance
Hedge Funds
Risk Arbitrage

File:

Download Merger_Arbitrage_Thesis_-_Final_.pdf

Thesis Supervisors:

Christoph Hinkelmann, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Burke, Thomas

Title:

AI Investment Ratings: ChatGPT’s Analysis of 1Q2024 Earnings Call Transcripts

Area of Honors:

Finance

Keywords:

Artificial Intelligence
AI
ChatGPT
Earnings Call Transcripts
Russell 2000 Index
Sentiment Analysis
Market Effciency
OpenAI
APIs

File:

Download Burke_Thomas_SHC_Thesis_vF.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Bunting, Robert

Title:

The Impact of Online Gambling on the NJ. Casino Industry

Area of Honors:

Finance

Keywords:

finance
gambling
New Jersey
casino
revenue
Covid-19

File:

Download Thesis_Paper.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Richard Joseph Bundro, III, Faculty Reader

Author:

Chander, Amisha

Title:

Cultural and Behavioral Differences in Global Economies

Area of Honors:

Finance

Keywords:

Behavioral Finance
Finance
Culture
Bias

File:

Login to Download

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Svetla V Vitanova, Faculty Reader

Author:

Hu, Emily

Title:

How Differences in IPO and SPAC Regulation Impact Performance

Area of Honors:

Finance

Keywords:

Initial Public Offering (IPO)
Special Purpose Acquisition Company (SPAC)

File:

Download Thesis_vF_-_Hu__Emily.pdf

Thesis Supervisors:

Jason Lunn, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Kimmett, Eric

Title:

Impact of Recurring Revenue in Technology Business Acquisition Premiums

Area of Honors:

Finance

Keywords:

Recurring Revenue
Deal Premium
M&A
Technology
SAAS
Valuation
Mergers
Acquisitions
Software
Subscriber
ARR
License

File:

Download Schreyer_Thesis_-_Eric_Kimmett.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Gregory Robert Pierce, Faculty Reader

Author:

Li, Amanda

Title:

The Limit of Interest Rates Under a High Debt Environment

Area of Honors:

Finance

Keywords:

Interest Rate
Federal Funds Rate
Debt Ceiling
Net Interest
Government Spending
Federal Debt Held by the Public
Federal Deficit
Finance

File:

Download Amanda_Li_Official_Thesis.pdf

Thesis Supervisors:

Mihail Velikov, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Peyton, Kerry

Title:

Dynamic Pricing in the Concert Industry

Area of Honors:

Finance

Keywords:

Dynamic Pricing
Primary Market
Secondary Market
Concert Tickets
Ticketing Industry

File:

Download Kerry_Peyton_FinalThesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Samuel Burton Bonsall, IV, Faculty Reader

Author:

Rice, Jack

Title:

Are High-ESG Companies More Profitable? Evidence from Newly-Public Firms

Area of Honors:

Finance

Keywords:

ESG
Profitability
Linear Regression

File:

Download Final_Draft.pdf

Thesis Supervisors:

Forrest Briscoe, Thesis Supervisor
Stefan M Lewellen, Thesis Honors Advisor

Author:

Yazdjerd, Keanu

Title:

Impact of Institutional Ownership on Credit Rating Assessment

Area of Honors:

Finance

Keywords:

Credit Ratings
Institutional Ownership
Conflict of Interest

File:

Download Thesis_KeanuYazdjerd.pdf

Thesis Supervisors:

Samuel Burton Bonsall, IV, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Gayle, Carissa

Title:

Trends in ESG Rating Changes Following Corporate Risk Incidents

Area of Honors:

Finance

Keywords:

esg
esg rating evolution
corporate risk incidents

File:

Download Schreyer_Undergraduate_Thesis.pdf

Thesis Supervisors:

Samuel Burton Bonsall, IV, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Shedleski, Lauren

Title:

How Much is a Post Worth? Evaluating the Equivalence Standard in NIL

Area of Honors:

Finance

Keywords:

NIL
social media

File:

Download FINAL_VERSION_8_Shedleski_NIL_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Samuel Burton Bonsall, IV, Thesis Honors Advisor

Author:

Zamansky, Adam

Title:

Competing Factors at Play: Understanding the Gap Between Innovation and Productivity

Area of Honors:

Finance

Keywords:

Penn State
Innovation
Knowledge

File:

Download Schreyer_Thesis_Adam_Zamansky_2024_final.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Svetla V Vitanova, Faculty Reader