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Author:

Baccash, Nicholas G.

Title:

MEAN-VARIANCE PORTFOLIO OPTIMIZATION: A GLOBAL EQUITY APPROACH FOR THE AMERICAN INVESTOR

Area of Honors:

Finance

Keywords:

Finance
Investing
Markowitz
Sharpe Ratio
International Equity
Emerging Markets

File:

Download Nick_Baccash_Thesis_Final_Copy.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
Timothy T Simin, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Cannon, Jeffrey Daniel

Title:

Examining the Relationship Between Liquidity and Tracking Error in Exchange-traded Funds

Area of Honors:

Finance

Keywords:

Finance
Exchange-Traded Funds
Tracking Error
Liquidity

File:

Download CannonJeffrey.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Ingber, Jacob Lee

Title:

A Discussion of the Secondary Patent Market: How Bulk Patent Purchases and Sales Affect Stock Prices

Area of Honors:

Finance

Keywords:

Patents
Event Study
Equities
Finance

File:

Download Ingber_Jacob_SecondaryPatentMarket.pdf

Thesis Supervisors:

Chris Muscarella, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Anderko, William Victor

Title:

The Equity Premium Puzzle and Its Relationship to Economic Indicators

Area of Honors:

Finance

Keywords:

Equity Premium
Equity Premium Puzzle
Financial Market
Stock Market
Finance

File:

Download Anderko_William_TheEquityPremiumPuzzle.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Arakelian, Niki Nubar

Title:

The Producer's Dilemma: Strategizing for Film Producers Using Decision Tree Analysis

Area of Honors:

Finance

Keywords:

Finance
Film
Film Finance
Producer's Dilemma
Film Producer
Box Office Performance
Decision Tree Analysis
Film Industry

File:

Download Arakelian_Niki_The_Producers_Dilemma.pdf

Thesis Supervisors:

James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Professor Christoph Hinkelmann, Thesis Supervisor

Author:

Fakelmann, Nicholas Robert

Title:

Implications of GCF-based Derivatives Hedging For Bank Risk Management

Area of Honors:

Finance

Keywords:

Hedging
Interest Rates
Capital Markets
Finance

File:

Download 1-Fakelmann_Thesis_Final.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Heber Farnsworth, Faculty Reader

Author:

Foreman, Nikolai Michael

Title:

Event Study Analysis of Corporate Social Responsibility Actions and Firm Stock Return

Area of Honors:

Finance

Keywords:

Corporate Social Responsibility
CSR
Stock Return
Stock Price
Valuation
Finance

File:

Download Foreman_Nikolai_EventStudyAnalysisofCSRActionsandFirmStockReturn.pdf

Thesis Supervisors:

Chris Muscarella, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Mittal, Rishi Kumar

Title:

An Analysis of Natural Gas Commodity Analyst Forecasting and Natural Gas Market Prices

Area of Honors:

Finance

Keywords:

Finance
Commodity
Forecasting
Natural Gas
Trading Strategy
Ranking

File:

Download Mittal_Rishi_ananalysisofnaturalgascommodityanalystforecastingandnaturalgasmarketprices.pdf

Thesis Supervisors:

Dr. George David Haushalter, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Dorian, Chris Paul

Title:

Examining the Impact of the Market Risk Premium Bias on the CAPM and the Fama French Model

Area of Honors:

Finance

Keywords:

Risk Premium
Fama French
Fama-French
CAPM
Asset Pricing
Beta
Investments
Portfolio Management
Finance

File:

Download Dorian_Chris.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Gerhardt, Christopher Mark

Title:

REIT Returns: New Urbanism vs. Traditional Developments

Area of Honors:

Finance

Keywords:

Finance
Real Estate
New Urbanism
Real Estate Investment Trusts
Stock Returns

File:

Download Gerhardt_Christopher_Final_Thesis.pdf

Thesis Supervisors:

David Shapiro, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Neyhart, Julia Louise

Title:

The institutionalized correlation between Debt and GDP in Argentina

Area of Honors:

Finance

Keywords:

Finance
Public Debt
Argentina
GDP

File:

Download Final_Formatted_Thesis.pdf

Thesis Supervisors:

Yelena Larkin, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Brian Spangler Davis, Faculty Reader

Author:

Denis, Aurelie

Title:

The Investment Triangle: An Analysis of How Portfolio Turnover Affects Risk and Fund Performance

Area of Honors:

Finance

Keywords:

Finance
Investment
Portfolio Turnover
Risk
Performance
Standard Deviation
Mutual Fund

File:

Download Thesis.pdf

Thesis Supervisors:

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

Author:

Mancini, Michael David

Title:

ETF Divergence From Net Asset Value

Area of Honors:

Finance

Keywords:

Finance
Economics
ETF
premium
discount
deviation
NAV
irrational

File:

Download 1-16MichaelManciniETF.pdf

Thesis Supervisors:

Dr. George David Haushalter, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Brian Spangler Davis, Faculty Reader

Author:

Bablak, Robert

Title:

Reassessing Crude Oil Purchases Based on Shutdown Risk

Area of Honors:

Finance

Keywords:

Crude Oil
Oil Trading
Refining
Risk
Finance
Corporate Finance
Energy

File:

Download Robert_Bablaks_Thesis_Final.pdf

Thesis Supervisors:

Dr. Mort D Webster, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Loggia, Christopher Angelo

Title:

Hitting the Moneyball Into the Luxury Box

Area of Honors:

Finance

Keywords:

Finance
Baseball
Moneyball
Player Valuation
Z-Score
Sports
Statistics
Revenue
Attendance
Winning Percentage

File:

Download Chris_Loggia_Thesis_vf_4-13_Merged.pdf

Thesis Supervisors:

Dr. Robert Alexander Novack, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Brian Spangler Davis, Faculty Reader

Author:

Diacont, Samuel Harvey

Title:

LONG-TERM PERFORMANCE OF CORPORATE INVERSIONS SINCE 2004

Area of Honors:

Finance

Keywords:

Tax Avoidance
Corporate Inversion
Finance
Stock Returns
Long-term Performance
Section 7874

File:

Download Diacont_Thesis.pdf

Thesis Supervisors:

Dr. Joseph Randall Woolridge, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Peredo Centellas, Alvaro Ramiro

Title:

A representation of investor learning behavior through cellular genetic algorithms

Area of Honors:

Finance

Keywords:

Genetic Algorithm
GA
Learning Behavior
Finance
Mathematics
Programming
Python
Evolutionary Algorithm
Cellular
Volatility
Technical Analysis
INX
S&P500
Investor
Population
Mutation Rate
Crossover Rate
Natural Selection
Evolution
Genes

File:

Download A_Representation_of_Investor_Learning_Behavior_Through_Cellular_Genetic_Algorithms_Peredo_Alvaro.pdf

Thesis Supervisors:

Jingzhi Huang, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Binder, Christian N

Title:

A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS

Area of Honors:

Finance

Keywords:

Finance
Volatility Forecasting
Econometrics
Statistics
Volatility
Time Series Analysis
GARCH
Forecasting
Implied Volatility

File:

Download Binder_Chris_Thesis_VolatilityForecasting.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Ogden, Jared David

Title:

Financial Education and Financial Literacy

Area of Honors:

Finance

Keywords:

Financial Literacy
Financial Education
FINRA
NFCS
Finance
Survey

File:

Download Jared_Ogden_Thesis.pdf

Thesis Supervisors:

Dr. George David Haushalter, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Popa, Xydemor

Title:

FEASIBILITY ASSESSMENT FOR A MALE COSMETICS COMPANY

Area of Honors:

Finance

Keywords:

Entrepreneurship
Startup
Finance
Cosmetic
Business Plan
Feasibility Assessment

File:

Download Popa_Xydemor_MaleCosmetics.pdf

Thesis Supervisors:

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

Author:

Blair, Richard Joseph

Title:

GETTING A KICK OUT OF FINANCE: A STATISTICAL ANALYSIS OF SOCCER’S TRANSFER MARKET

Area of Honors:

Finance

Keywords:

Richard
Joseph
Blair
Finance
Statistics
Soccer
Sports
Moneyball
Valuation
Model

File:

Download RJB_Thesis_b.pdf

Thesis Supervisors:

Dr. Robert Alexander Novack, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Osolnick, Andrew John

Title:

Implications of Global Financial Institutions in the Asia-Pacific Region

Area of Honors:

Finance

Keywords:

Finance
AIIB
Asia
OBOR
One Belt
Asian Infrastructure Investment Bank

File:

Download Osolnick_Andrew_ImplicationsFinInstFINAL.pdf

Thesis Supervisors:

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

Author:

Harding, Alanna R

Title:

Accretion Analysis of the Amazon – Whole Foods Acquisition

Area of Honors:

Finance

Keywords:

Accretion
Whole Foods
Amazon
Mergers and Acquisitions
M&A
Transaction
Finance
Financial Model

File:

Download Alanna_Harding_-_Final_Thesis_-_Fall_2017.pdf

Thesis Supervisors:

Dr. Joseph Randall Woolridge, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Chang, Brandon Liang

Title:

Yield Premium or Discount for Labeled Corporate Green Bonds

Area of Honors:

Finance

Keywords:

Green bonds
SRI
Investing
Bonds
Corporate
Environmental
Sustianability
Socially responsible
Finance

File:

Download Brandon_Chang_Thesis_Final.pdf

Thesis Supervisors:

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

Author:

Kwok, Caleb

Title:

ANALYSIS OF PRIVATE MARKET FUNDS AND THE IMPENDING RISE OF PRIVATE CREDIT

Area of Honors:

Finance

Keywords:

Private Equity
Private Credit
Private Real Estate
Alternative Investments
Finance

File:

Download Kwok_Caleb_Analysis_of_Private_Market_Funds_and_the_Impending_Rise_of_Private_Credit.pdf

Thesis Supervisors:

Dr. Brian Spangler Davis, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
James Alan Miles, Faculty Reader

Author:

Shao, Tony

Title:

Minimum Wage: The Effects on Higher Education

Area of Honors:

Finance

Keywords:

Minimum Wage
Higher Education
Finance

File:

Download Minimum_Wage_-_The_Effects_on_Higher_Education.pdf

Thesis Supervisors:

Matthew Todd Lange Gustafson, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Hamsher, Ian Reynolds

Title:

THE OPTIMAL CONVERSION OF A TRADITIONAL IRA TO A ROTH IRA ACCOUNTING FOR THE EFFECTS OF A TAX TORPEDO

Area of Honors:

Finance

Keywords:

Roth
IRA
Finance
Economics
Retirement

File:

Download Hamsher_Ian_RothIRA.pdfDownload Hamsher_Ian_RothIRA_Model.xlsm

Thesis Supervisors:

Dr. Brian Spangler Davis, Thesis Supervisor
Louis Gattis Jr., Faculty Reader
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Rhea, Kayla

Title:

THE IMPACT OF SIZE AND VALUE FACTORS THROUGHOUT ASSET PRICING MODELS

Area of Honors:

Finance

Keywords:

Finance
Asset Pricing Models
Capital Asset Pricing Model
Fama French Three-factor Model
Linear Regression

File:

Download The_Impact_of_Size_and_Value_Factors_within_an_Asset_Pricing_Model_Thesis_Kayla_Rhea_Spring_2019.pdf

Thesis Supervisors:

Robert Wesley Everett Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Cavanaugh, Daniel Liam

Title:

ANALYSIS OF THE EFFECT OF CEO POLITICAL IDEOLOGY ON CORPORATE SUSTAINABILITY AND OTHER EXTRA-FINANCIAL APPROACHES

Area of Honors:

Finance

Keywords:

Politics
Sustainability
Governance
ESG
CSR
Finance

File:

Download Official_Thesis.pdf

Thesis Supervisors:

John Andrew Fulton, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Police, Jason Hess

Title:

The Rise of Blockchain: Industry Analysis and Prediction

Area of Honors:

Finance

Keywords:

Blockchain
Blockchain Technology
Finance

File:

Download Jason_Police_Final_Thesis.pdf

Thesis Supervisors:

Dr. Brian Spangler Davis, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Robert Alexander Novack, Faculty Reader

Author:

Zhang, Daniel Yu

Title:

ENTERPRISE USE CASES FOR SMART CONTRACT TECHNOLOGY ON BLOCKCHAIN NETWORKS

Area of Honors:

Finance

Keywords:

Blockchain
Cost Benefit Analysis
Smart Contracts
Finance

File:

Download thesis_final.pdf

Thesis Supervisors:

Jingzhi Huang, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Zachariah, John

Title:

The Effect of the "Student Housing Boom" on the Debt Levels of Students: A Penn State Case Study

Area of Honors:

Finance

Keywords:

Real Estate
Student Housing
Higher Education
Student Loan Debt
Finance

File:

Download Zachariah_John_The_Effect_of_the_Student_Housing_Boom_on_the_Debt_Levels_of_Students.pdf

Thesis Supervisors:

Mallory Marie Meehan, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Young, Blake Joseph

Title:

IRR Analysis of a Large-Scale Leveraged Buyout

Area of Honors:

Finance

Keywords:

Leveraged Buyout
Private Equity
Finance
Financial Model
IRR
MOIC

File:

Download Blake_Young_Final_Thesis.pdf

Thesis Supervisors:

Christoph Hinkelmann, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Ansary, Sheiva

Title:

Comparison of Investing Strategies: Value vs. Growth Investing

Area of Honors:

Finance

Keywords:

Investing Strategies
Finance
Value Investing
Growth Investing

File:

Download Ansary_Thesis.pdf

Thesis Supervisors:

Patrick James Cusatis, Thesis Supervisor
Thomas Townsend Amlie, Thesis Honors Advisor
David Lawrence Buehler, Faculty Reader

Author:

Grosek, Alexander

Title:

Psychic Value and Urban Regeneration: How and Why Signature Architecture Affects Regional Economies

Area of Honors:

Finance

Keywords:

Finance
Architecture
Pritzker
Economics
Urban
Psychic Value
Urban Regeneration
Signature Architecture
Design
Art
Spillover

File:

Download Alexander_Grosek_Thesis_v_Final.pdfDownload THESIS_DATA_.xlsx

Thesis Supervisors:

Christoph Hinkelmann, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Vipperla, Swati

Title:

An Examination of Leveraged Buyouts and Its Application to Sprouts Farmers Market

Area of Honors:

Finance

Keywords:

LBO
Leveraged Buyout
Private Equity
Finance

File:

Download Swati_Vipperla_Thesis_Final.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Mihail Velikov, Faculty Reader

Author:

Mollo, Allie

Title:

Hospital M&A: The Effects on Quality, Cost, and Revenue

Area of Honors:

Finance

Keywords:

M&A
Hospitals
Healthcare
Mergers
Acquisitions
Deals
Finance
Patient Care

File:

Download Mollo_Thesis.pdf

Thesis Supervisors:

Stefan M Lewellen, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Sottile, Thomas

Title:

Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets

Area of Honors:

Finance

Keywords:

Finance
Implied Correlation
Implied Volatility
Options
Correlation Trading

File:

Download Thomas_Sottile_Thesis_Final.pdf

Thesis Supervisors:

David Haushalter, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Phillips, Josephine

Title:

A Relook and Retest of the Rainy Day Hedged Portfolio

Area of Honors:

Finance

Keywords:

Rainy Day Stocks
Alpha
Excess Returns
Rainy Day Hedged Portfolio
Finance
Portfolio Analysis
Covid-19
Recessions
Investing

File:

Download A_Relook_and_Retest_of_the_Rainy_Day_Hedged_Portfolio.pdf

Thesis Supervisors:

Stephen Lenkey, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Stefan M Lewellen, Faculty Reader

Author:

Pasternak, Corey

Title:

Patents and Customer Satisfaction: A Relational Study

Area of Honors:

Finance

Keywords:

Patents
Intellectual Property
Finance
Customer Satisfaction

File:

Download Patents_and_Customer_Satisfaction_A_Relational_Study.pdf

Thesis Supervisors:

Daniel Robert Cahoy, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Fan, Mutian

Title:

Performance of Semi-High Frequency Trading Algorithms in Python Based on Dark Pool Movements

Area of Honors:

Finance

Keywords:

Computer Science
Finance
Trading
Algorithms
Dark Pools

File:

Download thesis_final_2.pdf

Thesis Supervisors:

Mihail Velikov, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Barrett, Erin

Title:

Do Trust Account Interest Rates Predict SPAC Outcomes?

Area of Honors:

Finance

Keywords:

Finance
Special Purpose Acquisition Companies
SPACs
Interest Rates
SPAC Outcomes

File:

Download Barrett_Erin_Do_Trust_Account_Interest_Rates_Predict_SPAC_Outcomes__.pdf

Thesis Supervisors:

Stefan M Lewellen, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

You, Jia

Title:

Central Bank Digital Currency And Its Global Development

Area of Honors:

Finance

Keywords:

Finance
Central Bank Digital Currency

File:

Download Jia_Honor_Thesis.pdf

Thesis Supervisors:

Svetla V Vitanova, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Himmel, Zachary

Title:

Exploring the Changes in Asset Correlation Over Time

Area of Honors:

Finance

Keywords:

Finance
Correlation
Diversification
Portfolio Optimization

File:

Download Zachary_Himmel_Final_Thesis_Draft_2022.pdf

Thesis Supervisors:

David Haushalter, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

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:

Sports
Sports Betting
Statistical Analysis
NFL
NCAA Basketball
Finance

File:

Download Luc_Jerome_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Delina E Agnosteva, Faculty Reader

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 Learning
Finance
Film

File:

Download JosephPevnerThesis.pdf

Thesis Supervisors:

Lingzhou Xue, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

Ibarguen, John

Title:

The Future of Financial Investment in Athletes

Area of Honors:

Finance

Keywords:

Sports
Finance
Sports Finance
Sports Investment
Underwriting
Sports Business
Major League Baseball
Sports Statistics
Name Image and Likeness
NIL

File:

Download Ibarguen-Final_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Samuel Burton Bonsall, IV, Faculty Reader

Author:

Kowalski, Andrew

Title:

Anti-Money Laundering: Remaining Ahead of the Curve

Area of Honors:

Finance

Keywords:

Anti-Money Laundering
Financial Institutions
White-Collar Crime
Finance
Consulting

File:

Download Kowalski_AML_Schreyer_Honors_Thesis.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Terrence Michael Obrien, Faculty Reader

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:

Finance
M&A
Arbitrage
Recession

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 Supervisor
Brian Spangler Davis, Thesis Honors Advisor

Author:

O'Donnell, Shane

Title:

Examination of the Divergence in Alternate Trading Pairs

Area of Honors:

Finance

Keywords:

Bitcoin
Alt Pairs
Bitcoin Dominance
Finance
Markets
Quantitative Analysis

File:

Download ODonnell_Shane_Examination_of_the_Divergence_in_Alternate_Trading_Pairs.pdf

Thesis Supervisors:

Brian Spangler Davis, Thesis Supervisor
Terrence Michael Obrien, Thesis Honors Advisor

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:

Login to Download

Thesis Supervisors:

Mihail Velikov, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor