1. Using the U.S. Treasury Yield Curve to Predict S&P 500 Returns and U.S. Recessions Open Access 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 CurveS&P 500 ReturnsYield CurveS&P 500U.S. RecessionsRecessionsPredicting S&P 500 ReturnsPredicting Recessions File: Download Hanks_Theodore_UsingTheUSTreasuryYieldCurveToPredict.pdf Thesis Supervisors: Jingzhi Huang, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
2. The CBOE Volatility Index (VIX) as a Predictor of S&P 500 Volatility and Returns Open Access 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: VIXCBOEVolatilityS&P 500 File: Download THESIS_GILLOOLY_FINAL.pdf Thesis Supervisors: James Alan Miles, Thesis SupervisorJames Alan Miles, Thesis Honors AdvisorDr. Joseph Randall Woolridge, Faculty Reader
3. Does the business cycle explain changes and trends in idiosyncratic stock risk? Open Access Author: Bruno, Jarrod Farrell Title: Does the business cycle explain changes and trends in idiosyncratic stock risk? Area of Honors: Finance Keywords: idiosyncratic riskbusiness cycleS&P 500firm-specific risk File: Download Thesis_Final.pdf Thesis Supervisors: James Alan Miles, Thesis Honors AdvisorDr. Joseph Randall Woolridge, Thesis Supervisor
4. FOMC Meeting Effects on the Sectors of the S&P 500 Open Access Author: Popivchak, Rachel Elizabeth Title: FOMC Meeting Effects on the Sectors of the S&P 500 Area of Honors: Finance Keywords: Federal ReserveS&P 500 File: Download Popivchak_Rachel_Thesis_Final.pdf Thesis Supervisors: Professor Christoph Hinkelmann, Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors Advisor
5. 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