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Author:

Hanks, Theodore G

Title:

Using the U.S. Treasury Yield Curve to Predict S&P 500 Returns and U.S. Recessions

Area of Honors:

Finance

Keywords:

U.S. Treasury Yield Curve
S&P 500 Returns
Yield Curve
S&P 500
U.S. Recessions
Recessions
Predicting S&P 500 Returns
Predicting Recessions

File:

Download Hanks_Theodore_UsingTheUSTreasuryYieldCurveToPredict.pdf

Thesis Supervisors:

Jingzhi Huang, Thesis Supervisor
James Alan Miles, Honors Advisor

Author:

Gillooly, Sean Ryan

Title:

The CBOE Volatility Index (VIX) as a Predictor of S&P 500 Volatility and Returns

Area of Honors:

Finance

Keywords:

VIX
CBOE
Volatility
S&P 500

File:

Download THESIS_GILLOOLY_FINAL.pdf

Thesis Supervisors:

James Alan Miles, Thesis Supervisor
James Alan Miles, Honors Advisor
Dr. Joseph Randall Woolridge, Faculty Reader

Author:

Bruno, Jarrod Farrell

Title:

Does the business cycle explain changes and trends in idiosyncratic stock risk?

Area of Honors:

Finance

Keywords:

idiosyncratic risk
business cycle
S&P 500
firm-specific risk

File:

Download Thesis_Final.pdf

Thesis Supervisors:

James Alan Miles, Honors Advisor
Dr. Joseph Randall Woolridge, Thesis Supervisor

Author:

Popivchak, Rachel Elizabeth

Title:

FOMC Meeting Effects on the Sectors of the S&P 500

Area of Honors:

Finance

Keywords:

Federal Reserve
S&P 500

File:

Download Popivchak_Rachel_Thesis_Final.pdf

Thesis Supervisors:

Professor Christoph Hinkelmann, Thesis Supervisor
Dr. Brian Spangler Davis, Honors Advisor

Author:

Jiang, Shu

Title:

A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX

Area of Honors:

Economics

Keywords:

S&P 500
GARCH
forecasting comparison
loss function

File:

Download Final_Thesis_Jiang.pdf

Thesis Supervisors:

Dr. Andrew Ronald Gallant, Thesis Supervisor
James R. Tybout, Honors Advisor

Author:

Cather, Will D

Title:

We the Sheeple: Can A Financial Market "Expert" TRUMP the Stock Market?

Area of Honors:

Accounting

Keywords:

Donald Trump
Trump
Twitter
social media
stock market
S&P 500

File:

Download Thesis_Cather.pdf

Thesis Supervisors:

Dr. Brian Spangler Davis, Thesis Supervisor
Orie Edwin Barron, Honors Advisor

Author:

Li, Rena

Title:

A REVIEW OF TYPICAL FIRM DELETION FROM THE S&P 500

Area of Honors:

Accounting

Keywords:

Finance
S&P 500
index inclusion
index exclusion
cumulative abnormal returns
medians

File:

Download SHC_thesis_final_PDF.pdf

Thesis Supervisors:

Orie Edwin Barron, Thesis Supervisor
Orie Edwin Barron, Honors Advisor
Dr. Brian Spangler Davis, Faculty Reader

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:

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Thesis Supervisors:

Mihail Velikov, Thesis Supervisor
Brian Spangler Davis, Honors Advisor