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Full-Text Articles in Business
The Impact Of Federal Reserve Monetary Policy On Sector Etf And Market Cap Etf Performance, Maverick J. Boring
The Impact Of Federal Reserve Monetary Policy On Sector Etf And Market Cap Etf Performance, Maverick J. Boring
Honors College Theses
This study explores the impact of Federal Reserve policy changes on returns and volatility of U.S. equity markets, including large cap, mid cap, and small cap as well as the eleven sectors of the S&P 500. Federal Reserve policy changes in this study are measured by changes in the federal funds target rate. To measure the impact of these rates on U.S. equity markets, I construct a longitudinal dataset inclusive of exchange traded funds (ETFs) that serve as proxies for all eleven sectors, as well as one index and two ETFs that capture the performance of small, mid, and large …
Ceo’S Tweets And Firm Stock Returns: A Case Study Of Elon Musk And Tesla, Jauron Gunther Dam
Ceo’S Tweets And Firm Stock Returns: A Case Study Of Elon Musk And Tesla, Jauron Gunther Dam
Honors College Theses
This research study explores the relationship between a CEO’s public statements and a firm’s abnormal stock returns by focusing on the case study of Elon Musk’s tweets and Tesla’s stock price over the course of 2021. A longitudinal dataset is constructed by analyzing how the information contained in tweets affected Tesla’s short-run stock price. The textual data is analyzed based on CEO tweets, the daily frequency of tweets, explicit and implied fundamentals, and sentiment. The content of Elon Musk’s publications may lead TSLA to have abnormal returns. The tweets are able to capture influences from fundamentals and psychology. When Elon …