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Finance and Financial Management

Volatility

Undergraduate Honors Theses

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The Relationship Between Twitter Mentions & Stock Volatility During Trading Hours, Connor Day May 2022

The Relationship Between Twitter Mentions & Stock Volatility During Trading Hours, Connor Day

Undergraduate Honors Theses

A new paradigm in investing has been created where people have easier access than ever to invest in the stock market from the convenience of their phones. Through zero-commission trading apps, like Robinhood, less starting capital is required. This research is used to investigate the relationship between the frequency of social media mentions on Twitter and a particular stock’s volatility. This will be done using the qualitative data analyzing tool AtlasTi to calculate the frequency in which a particular stock ticker is mentioned on Twitter during trading hours. The volatility of the stock will be calculated using data from Yahoo! …


The Effects Of Inter-Industry Mergers And Acquisitions On The Long-Term Volatility Of Equity Returns, Collin Myers Jan 2020

The Effects Of Inter-Industry Mergers And Acquisitions On The Long-Term Volatility Of Equity Returns, Collin Myers

Undergraduate Honors Theses

The objective of this research was to discover whether a significant relationship exists between the theoretically diversifying effects of inter-industry mergers and acquisitions (“M&A”) and changes in the volatilities of acquisitive firms’ publicly-traded equity security returns (measured as the standard deviation of percentage changes in price) from pre-transaction announcement to post-transaction completion. My hypothesis is that a negative relationship should exist between changes in a firm’s equity return volatility over time and whether the firm completes a diversifying acquisition, which I define as one in which the target firm primarily operates in a different industry than the acquirer. 980 diversifying …