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

open_access

Open Access

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, Thesis Honors Advisor
Dr. Brian Spangler Davis, Faculty Reader

2. Examining the Feasibility and Effectiveness of Utilizing Dark Pool Transactions in Retail Algorithmic Trading

restricted_to_institution

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 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