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, 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, 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, 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, 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, Honors Advisor