Search

Author:

Mckellar, Jonathan Unruh

Title:

AN EMPIRICAL STUDY OF WEAK AND SEMI-STRONG MARKET EFFICIENCY IN LIGHT OF THE GREAT RECESSION

Area of Honors:

Economics

Keywords:

Market Efficiency
Unit Root Test
Serial Correlation
Runs Test
Variance Ratio Test
Martingale Hypothesis
Event Study

File:

Download McKellar_Final.pdf

Thesis Supervisors:

Dr. Russell Paul Chuderewicz, Thesis Supervisor
Dr. Russell Paul Chuderewicz, Thesis Honors Advisor
James R. Tybout, Faculty Reader

Author:

Tillinger, Harel

Title:

Cryptocurrency as an Indicator for Economic and Market Sentiment

Area of Honors:

Economics

Keywords:

Cryptocurrency
Bitcoin
Ethereum
Market Efficiency
US Equity Market
After-Hour Trading Effects
Information Channel

File:

Download Harel_Tillinger_Cryptocurrency_as_an_Indicator_for_Economic_and_Market_Sentiment.pdf

Thesis Supervisors:

Conor Ryan, Thesis Supervisor
Sung Jae Jun, Thesis Honors Advisor