Business Commons^™

Multivariate Econometric Regression Of Factors That Determine Form Of Disposition Of Human Remains Using Archival Death Certificates, Salt Lake County, Utah, Delphine T. Feigenbaum

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This project considers the inescapable and burgeoning issues concerning the long-term allocation of scarce natural resources between the living and the deceased. America’s population growth will demand more space and maintenance resources used for disposition. To meet the forthcoming exigencies, economic planners need to address natural resource availability for future generations while incorporating sustainable and innovative technologies to prohibit environmental injustice.

The goals are to answer the following questions: How do demographical variables, age and sex influence the choice of disposition? How do cause of death variables influence the choice of disposition? I also evaluate the hypothesis that the average …

The Volatility Implications Of The Chinese Cryptocurrency Ban, Keaton Manwaring

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

In this paper, I examine the effect of the May 18^th, 2021 Chinese ban of cryptocurrency transactions on the overall volatility of the cryptocurrency market. To do this, I analyze, in both univariate and multivariate settings, range-based volatility in various event windows surrounding the event. I find clear economic and statistical change in volatility in the five days after the ban. In the ten-day period after the ban, there is a moderate economic change in volatility. In the forty-day period after the ban, there is little economic change in volatility. I conclude that the Chinese ban had a …

Risk_Dash, A Python Framework To Model Portfolio Risk, Alexander Van Oene

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

While there are many Python packages that provide ways to do data analysis, in fact the package utilizes pandas, numpy, and scipy heavily, there are few that apply and handle common tasks that analysts face in quantifying market risk. pyfolio is one of those packages, however it forces you to utilize their infrastructure package Zipline where as risk_dash aims to provide a framework to formalize the data flow while being totally customizable for the analyst. risk_dash is comprised of classes and methods to handle the data flow and calculation of market risk metrics at the asset and portfolio level. In …

The Relative Industry Specific Effects Of Covid-19 On Market Volatility And Liquidity, Callin Christensen

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Understanding how historical events affect market volatility and liquidity can provide crucial information to financial analysts, investment professionals, and managers in the event that similar circumstances resurface. In this study, I look at how a global pandemic (COVID-19) can introduce frictions into the market and cause disrupt the generation or flow of available information, this could cause prices to deviate significantly from their equilibrium values. I also hypothesize that these inefficiencies may have a greater effect on some industries than others. My analysis seems to confirm this hypothesis. I observe that the global COVID-19 pandemic leads to statistically significant increases …

The Performance Of Military Defense Contracted Companies After September 11th, 2001: The Case Of Politically Connected Companies, Derek J. Larsen

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This paper examines the effect that the terrorist attacks on September 11^th, 2001 had on the stock prices of companies within the military defense industry. In addition, this paper studies the effect of the defense firms’ political engagement (through lobbying activities) and how this affected the stock price response to the terrorist attacks. Our study finds that the cumulative abnormal returns of these companies are positively significant and that companies who lobbied experienced higher returns relative to those who did not lobby.