DigitalCommons@SHU

Assessing Diversification of S&P500 and CDX Indexes, Jeffrey A. Palma
Doctoral Dissertations (DBA)

The Relative Pricing of WTI and Brent Crude Oil Futures: Expectations or Risk Premia?, Xin Gao, Bingxin Li, Rui Liu
WCBT Faculty Publications

Mining the Short Side: Institutional Investors and Stock Market Anomalies, Xin Gao, Ying Wang
WCBT Faculty Publications

Mining the Short Side: Institutional Investors and Stock Market Anomalies, Xin Gao, Ying Wang
Xin Gao

The Relative Pricing of WTI and Brent Crude Oil Futures: Expectations or Risk Premia?, Xin Gao, Bingxin Li, Rui Liu
Xin Gao

Forecasting Variance Swap Payoffs, Jonathan Dark, Xin Gao, Thijs van der Heijden, Federico Nardari
Xin Gao

Do Institutional Investors Exploit Market Anomalies? New Evidence from Alternative Mutual Funds, Xin Gao, Ying-Chih Wang
Xin Gao

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments, Xin Gao, Federico Nardari
Xin Gao

Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program, Xin Gao, Kaitao Lin, Rui Liu
Xin Gao

Bank Herding and Systemic Risk, Jin Cai
Jin Cai

Interpretable Stock Price Forecasting Model Using Genetic Algorithm-machine Learning Regressions and Best Feature Subset Selection, Kyung Keun Yun, Sang Wong Yoon, Daehan Won
WCBT Faculty Publications

Forecasting Variance Swap Payoffs, Jonathan Dark, Xin Gao, Thijs van der Heijden, Federico Nardari
WCBT Faculty Publications

Bank Herding and Systemic Risk, Jin Cai
WCBT Faculty Publications

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence, Weijia Peng, Chun Yao
Weijia Peng

Interpretable stock price forecasting model using genetic algorithm-machine learning regressions and best feature subset selection, Max K. Yun, Sang W. Yoon, Daehan Won
Max Yun

The Big Four: A Study of The Compatibility of Accounting and Consulting Practices within A Professional Services Firm in the United States, Benoit Boyer, Danny A. Pannese
Benoit N. Boyer

The Big Four: A Study of The Compatibility of Accounting and Consulting Practices within A Professional Services Firm in the United States, Benoit Boyer, Danny A. Pannese
Danny Pannese

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence, Weijia Peng, Chun Yao
WCBT Faculty Publications

Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program, Xin Gao, Kaitao Lin, Rui Liu
WCBT Faculty Publications

Kalman Filter vs Alternative Modeling Techniques and Applied Investment Strategies, Heather E. Dempsey
Doctoral Dissertations (DBA)

Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process, Max K. Yun, Sang W. Yoon, Daehan Won
Max Yun

Market Risk and Market-Implied Inflation Expectations, Lucjan T. Orlowski, Carolyne Cebrian Soper
Lucjan T. Orlowski

Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process, Max K. Yun
Max Yun

The Impact of Costly Regulation on R&D Investment Levels and Productivity, Anna M. Cianci, Amanda M. Convery, Mark E. Evans, Linda Hughen, Edward M. Werner
Linda Hughen

Stock Price Reaction to Being Named an International Sustainability Leader, Katsiaryna Bardos, Neeraj Gupta, Linda Hughen
Linda Hughen

Capital Allocation Imbalance and the Effects on Monetary Policy, Peter G. George
Doctoral Dissertations (DBA)

The U.S. Presidential Election Cycle and Stock Market Returns, Georginus Ejiofor Ugwu
Doctoral Dissertations (DBA)

Global Recognition of Sustainable Companies and the Search for Meaningful Returns, Jenny Gyurova Hite
Doctoral Dissertations (DBA)

Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets, Thomas S. Coe, Kittipong Laosethakul
WCBT Faculty Publications

The Impact of Costly Regulation on R&D Investment Levels and Productivity, Anna M. Cianci, Amanda M. Convery, Mark E. Evans, Linda Hughen, Edward M. Werner
WCBT Faculty Publications

The Big Four: A Study of The Compatibility of Accounting and Consulting Practices within A Professional Services Firm in the United States, Benoit Boyer, Danny A. Pannese
WCBT Faculty Publications

Financial Market Risk and Macroeconomic Stability Variables: Dynamic Interactions and Feedback Effects, Agnieszka M. Chomicz-Grabowska, Lucjan T. Orlowski
WCBT Faculty Publications

Three Essays on Risk, Jin Cai
Jin Cai

Stock Price Reaction to Being Named an International Sustainability Leader, Katsiaryna Bardos, Neeraj Gupta, Linda Hughen
WCBT Faculty Publications

What do Movements in Financial Traders’ Net Long Positions Reveal About Aggregate Stock Returns?, Kwamie Dunbar, Jing Jiang
WCBT Faculty Publications

The Value Perspective: The Case of Warren Buffet and His Investment Behavior Towards Apple, Walmart and Amazon, Shanhong Wu, Kermit Kuehn, Jing Jiang
WCBT Faculty Publications

Market Risk and Market-Implied Inflation Expectations, Lucjan T. Orlowski, Carolyne Cebrian Soper
WCBT Faculty Publications

Do Institutional Investors Exploit Market Anomalies? New Evidence from Alternative Mutual Funds, Xin Gao, Ying-Chih Wang
WCBT Faculty Publications

The Influence of Publicly-traded REITs and Market-based Inflation Expectations on Daily-priced Private Commercial Real Estate Returns, Tiffany Burns Gherlone
Doctoral Dissertations (DBA)

Financial Market Risk and Macroeconomic Stability Variables: Dynamic Interactions and Feedback Effects, Agnieszka M. Chomicz-Grabowska
Doctoral Dissertations (DBA)

The Role of Founder-CEOs and Founder-Families in IPOs, Xiaoman Duan, Xu Niu
WCBT Faculty Publications

Market Risk and Market-Implied Inflation Expectations, Lucjan T. Orlowski, Carolyne Soper
Lucjan T. Orlowski

What do Movements in Financial Traders’ Net Long Positions Reveal About Aggregate Stock Returns?, Kwamie Dunbar, Jing Jiang
Jing Jiang

Stock Buyback Announcements: An Examination of Abnormal Returns in Stock Price & Credit Default Swaps for S&P100 Companies, Alan L. DelFavero
Doctoral Dissertations (DBA)

Stock Market Reaction to Credit Rating Changes: New Evidence, Abu S. Amin, Mahfuja Malik, Pawan Jain
Mahfuja Malik

Hedging with Volatility, Mário Alagoa
Doctoral Dissertations (DBA)

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments, Xin Gao, Federico Nardari
WCBT Faculty Publications

Stock Market Reaction to Credit Rating Changes: New Evidence, Abu S. Amin, Mahfuja Malik, Pawan Jain
WCBT Faculty Publications

Evaluating Volatility Forecasts in Various Equity Market Regimes, John P. Felletter
Doctoral Dissertations (DBA)

Do Oil Futures Prices Predict Stock Returns?, I-Hsuan Ethan Chiang, W. Keener Hughen
Walker Hughen

Do Oil Futures Prices Predict Stock Returns?, I-Hsuan Ethan Chiang, W. Keener Hughen
WCBT Faculty Publications

Cross-sectional Variation of Market Efficiency, Jing Jiang
WCBT Faculty Publications

Cross-sectional Variation of Market Efficiency, Jing Jiang
Jing Jiang

Expected Oil Prices and Stock Returns, Walker K. Hughen
Walker Hughen

Institutional Shareholding and Information Content of Dividend Surprises: Re-examining the Dynamics in Dividend-Reappearance Era, Abu S. Amin, Shantanu Dutta, Samir Saadi, Premal P. Vora
WCBT Faculty Publications

From Pit to Electronic Trading: Impact on Price Volatility, Lucjan T. Orlowski
Lucjan T. Orlowski

From Pit to Electronic Trading: Impact on Price Volatility, Lucjan T. Orlowski
WCBT Faculty Publications

Tracking Errors of Exchange Traded Funds and Index Funds, Rupendra Paliwal
WCBT Working Papers

The Influence of Director Stock Ownership and Board Discussion Transparency on Financial Reporting Quality, Jacob M. Rose, Cheri Mazza, Carolyn S. Norman, Anna M. Rose
WCBT Faculty Publications

Should Individual Investors Use Technical Trading Rules to Attempt to Beat the Market?, Thomas S. Coe, Kittipong Laosethakul
Kittipong Laosethakul

The Diversification Delta: A Higher-Moment Measure for Portfolio Diversification, Maximillian Vermorken, Francesca R. Medda, Thomas Schröder
WCBT Faculty Publications

Monthly Seasonality in Emerging Market: Evidence from Bangladesh, Lutfur Rahman, Abu S. Amin
WCBT Faculty Publications

Impact of Food and Drug Administration (FDA) Paediatric Antidepressant Warnings on Stock Prices of Pharmaceutical Manufacturers, Satish Valluri, Bridget Lyons, C. Daniel Mullins
WCBT Faculty Publications

Should Individual Investors Use Technical Trading Rules to Attempt to Beat the Market?, Thomas S. Coe, Kittipong Laosethakul
WCBT Faculty Publications

International Diversification: A Copula Approach, Lorán Chollete, Victor De la Pena, Ching-Chih Lu
Loran Chollete

Modeling International Financial Returns with a Multivariate Regime-switching Copula, Lorán Chollete, Andreas Heinen, Alfonso Valdesogo
Loran Chollete

Economic Implications of Extreme and Rare Events, Lorán Chollete, Dwight Jaffee
Loran Chollete

Cross-sections of the Informational Efficiency of Asset Price, Jing Jiang
Jing Jiang

Dependence of Macro Variables in the US Economy, Lorán Chollete, Cathy Ning
Loran Chollete

Economic Implications of Copulas and Extremes, Lorán Chollete
Loran Chollete

The Risk Components of Liquidity, Lorán Chollete, Randi Naes, Johannes Skjeltorp
Loran Chollete

Periodically Collapsing Bubbles in the Asian Emerging Stock Markets, Ako Doffou
WCBT Faculty Publications

Value Creation in New Firms: Evidence from the Biotechnology Industry, Joseph E. Coombs, David L. Leeds
New England Journal of Entrepreneurship