1. IRR Analysis of a Large-Scale Leveraged Buyout Open Access Author: Young, Blake Joseph Title: IRR Analysis of a Large-Scale Leveraged Buyout Area of Honors: Finance Keywords: Leveraged BuyoutPrivate EquityFinanceFinancial ModelIRRMOIC File: Download Blake_Young_Final_Thesis.pdf Thesis Supervisors: Christoph Hinkelmann, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
2. Psychic Value and Urban Regeneration: How and Why Signature Architecture Affects Regional Economies Open Access Author: Grosek, Alexander Title: Psychic Value and Urban Regeneration: How and Why Signature Architecture Affects Regional Economies Area of Honors: Finance Keywords: FinanceArchitecturePritzkerEconomicsUrbanPsychic ValueUrban RegenerationSignature ArchitectureDesignArtSpillover File: Download Alexander_Grosek_Thesis_v_Final.pdfDownload THESIS_DATA_.xlsx Thesis Supervisors: Christoph Hinkelmann, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
3. An Examination of Leveraged Buyouts and Its Application to Sprouts Farmers Market Open Access Author: Vipperla, Swati Title: An Examination of Leveraged Buyouts and Its Application to Sprouts Farmers Market Area of Honors: Finance Keywords: LBOLeveraged BuyoutPrivate EquityFinance File: Download Swati_Vipperla_Thesis_Final.pdf Thesis Supervisors: Brian Spangler Davis, Thesis SupervisorBrian Spangler Davis, Thesis Honors AdvisorMihail Velikov, Faculty Reader
4. Hospital M&A: The Effects on Quality, Cost, and Revenue Open Access Author: Mollo, Allie Title: Hospital M&A: The Effects on Quality, Cost, and Revenue Area of Honors: Finance Keywords: M&AHospitalsHealthcareMergersAcquisitionsDealsFinancePatient Care File: Download Mollo_Thesis.pdf Thesis Supervisors: Stefan M Lewellen, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
5. Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Open Access Author: Sottile, Thomas Title: Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Area of Honors: Finance Keywords: FinanceImplied CorrelationImplied VolatilityOptionsCorrelation Trading File: Download Thomas_Sottile_Thesis_Final.pdf Thesis Supervisors: David Haushalter, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
6. A Relook and Retest of the Rainy Day Hedged Portfolio Open Access Author: Phillips, Josephine Title: A Relook and Retest of the Rainy Day Hedged Portfolio Area of Honors: Finance Keywords: Rainy Day StocksAlphaExcess ReturnsRainy Day Hedged PortfolioFinancePortfolio AnalysisCovid-19RecessionsInvesting File: Download A_Relook_and_Retest_of_the_Rainy_Day_Hedged_Portfolio.pdf Thesis Supervisors: Stephen Lenkey, Thesis SupervisorBrian Spangler Davis, Thesis Honors AdvisorStefan M Lewellen, Faculty Reader
7. Patents and Customer Satisfaction: A Relational Study Open Access Author: Pasternak, Corey Title: Patents and Customer Satisfaction: A Relational Study Area of Honors: Finance Keywords: PatentsIntellectual PropertyFinanceCustomer Satisfaction File: Download Patents_and_Customer_Satisfaction_A_Relational_Study.pdf Thesis Supervisors: Daniel Robert Cahoy, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
8. Performance of Semi-High Frequency Trading Algorithms in Python Based on Dark Pool Movements Open Access Author: Fan, Mutian Title: Performance of Semi-High Frequency Trading Algorithms in Python Based on Dark Pool Movements Area of Honors: Finance Keywords: Computer ScienceFinanceTradingAlgorithmsDark Pools File: Download thesis_final_2.pdf Thesis Supervisors: Mihail Velikov, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
9. Do Trust Account Interest Rates Predict SPAC Outcomes? Open Access Author: Barrett, Erin Title: Do Trust Account Interest Rates Predict SPAC Outcomes? Area of Honors: Finance Keywords: FinanceSpecial Purpose Acquisition CompaniesSPACsInterest RatesSPAC Outcomes File: Download Barrett_Erin_Do_Trust_Account_Interest_Rates_Predict_SPAC_Outcomes__.pdf Thesis Supervisors: Stefan M Lewellen, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
10. Central Bank Digital Currency And Its Global Development Open Access Author: You, Jia Title: Central Bank Digital Currency And Its Global Development Area of Honors: Finance Keywords: FinanceCentral Bank Digital Currency File: Download Jia_Honor_Thesis.pdf Thesis Supervisors: Svetla V Vitanova, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
11. Exploring the Changes in Asset Correlation Over Time Open Access Author: Himmel, Zachary Title: Exploring the Changes in Asset Correlation Over Time Area of Honors: Finance Keywords: FinanceCorrelationDiversificationPortfolio Optimization File: Download Zachary_Himmel_Final_Thesis_Draft_2022.pdf Thesis Supervisors: David Haushalter, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
12. Seeking Returns as a Sports Bettor: An Overview of the Sports Betting Landscape and Strategies to Capitalize off of a Lucrative Industry Open Access 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: SportsSports BettingStatistical AnalysisNFLNCAA BasketballFinance File: Download Luc_Jerome_Thesis.pdf Thesis Supervisors: Brian Spangler Davis, Thesis SupervisorBrian Spangler Davis, Thesis Honors AdvisorDelina E Agnosteva, Faculty Reader
13. Linear Regression, Mixture Modeling, and Gradient Boosting to Predict Box Office Revenue: Leveraging Machine Learning in Volatile Industries Open Access 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 LearningFinanceFilm File: Download JosephPevnerThesis.pdf Thesis Supervisors: Lingzhou Xue, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
14. The Future of Financial Investment in Athletes Open Access Author: Ibarguen, John Title: The Future of Financial Investment in Athletes Area of Honors: Finance Keywords: SportsFinanceSports FinanceSports InvestmentUnderwritingSports BusinessMajor League BaseballSports StatisticsName Image and LikenessNIL File: Download Ibarguen-Final_Thesis.pdf Thesis Supervisors: Brian Spangler Davis, Thesis SupervisorBrian Spangler Davis, Thesis Honors AdvisorSamuel Burton Bonsall, IV, Faculty Reader
15. Anti-Money Laundering: Remaining Ahead of the Curve Open Access Author: Kowalski, Andrew Title: Anti-Money Laundering: Remaining Ahead of the Curve Area of Honors: Finance Keywords: Anti-Money LaunderingFinancial InstitutionsWhite-Collar CrimeFinanceConsulting File: Download Kowalski_AML_Schreyer_Honors_Thesis.pdf Thesis Supervisors: Brian Spangler Davis, Thesis SupervisorBrian Spangler Davis, Thesis Honors AdvisorTerrence Michael Obrien, Faculty Reader
16. Analysis of U.S. Merger Arbitrage Spreads During the 2008 Financial Crisis and the COVID-19 Market Recovery Open Access 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: FinanceM&AArbitrageRecession 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 SupervisorBrian Spangler Davis, Thesis Honors Advisor
17. Examination of the Divergence in Alternate Trading Pairs Open Access Author: O'Donnell, Shane Title: Examination of the Divergence in Alternate Trading Pairs Area of Honors: Finance Keywords: BitcoinAlt PairsBitcoin DominanceFinanceMarketsQuantitative Analysis File: Download ODonnell_Shane_Examination_of_the_Divergence_in_Alternate_Trading_Pairs.pdf Thesis Supervisors: Brian Spangler Davis, Thesis SupervisorTerrence Michael Obrien, Thesis Honors Advisor
18. Examining the Feasibility and Effectiveness of Utilizing Dark Pool Transactions in Retail Algorithmic Trading Restricted (Penn State Only) Author: Qu, James Title: Examining the Feasibility and Effectiveness of Utilizing Dark Pool Transactions in Retail Algorithmic Trading Area of Honors: Finance Keywords: Dark PoolFinanceAlgorithmic TradingTradingPerformanceS&P 500Black BoxAlphaTDTD AmeritradeAPI File: Login to Download Thesis Supervisors: Mihail Velikov, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor