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Social and Behavioral Sciences Commons™
Open Access. Powered by Scholars. Published by Universities.®
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- Active Investment (1)
- Alcohol (1)
- Arkansas History (1)
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- Bond Mutual Fund Performance (1)
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- Bootstrap Simulation (1)
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- College Athletics (1)
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- Overconfidence (1)
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- Reclassification (1)
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Articles 1 - 7 of 7
Full-Text Articles in Social and Behavioral Sciences
Bank Lending Channel And Changing Credit Standards In The Residential Mortgage Market, Salman Tahsin
Bank Lending Channel And Changing Credit Standards In The Residential Mortgage Market, Salman Tahsin
Graduate Theses and Dissertations
My dissertation examines the relationship between bank conditions and the residential mortgage market. The first essay investigates the effect of bank distress on the residential mortgage market during the 2007-09 financial crisis. We use the county-aggregated change in the ratio of jumbo to nonjumbo mortgage acceptance rate as an instrumental variable to control for endogeneity between bank distress and county economic conditions. The median decrease in the instrumental variable explains an additional 1.5 percentage point decline in county home prices and a 20 basis point rise in the county unemployment rate, which represent 15% and 5%, respectively, of their median …
Performance Evaluation And Risk Management: Time Series Bootstrap Analysis Of The Mutual Funds And Banking Sectors, Lifa Huang
Graduate Theses and Dissertations
The Financial Services Modernization Act of 1999, also known as the Gramm–Leach–Bliley Act (“Act”), repealed a regulatory proscription in the Glass–Steagall Act of 1933 that prohibited commercial bank holding companies (BHCs) from underwriting most bonds, equities, and insurance policies. After the passage of the Act in November 1999, BHCs that converted to financial holding companies (FHCs) were allowed to engage in securities underwriting without restrictions. The first paper examines whether the removal of barriers to securities underwriting had an adverse impact on the overall stability of the financial sector, and thereby, contributed indirectly to the financial crisis of 2008. The …
Hedge Fund Performance And Derivative Hedging, Yongjia Li
Hedge Fund Performance And Derivative Hedging, Yongjia Li
Graduate Theses and Dissertations
This dissertation is comprised of three essays which focus on hedge fund performance and derivative hedging. The first essay uses ETF returns as proxies for tradable risk factors in hedge fund performance evaluation and identifies contemporaneously relevant risk factors from the entire universe of ETFs. The model provides more informative estimates of alpha and beta coefficients for predicting hedge fund out-of-sample performance compared with other widely used hedge fund factor models. Portfolios of top alpha hedge funds selected by the model generate statistically significant out-of-sample performance that is substantially higher compared with portfolios selected by other models. In addition, the …
Three Essays On The Effect Of Overconfidence On Economic Decision Making, Klajdi Bregu
Three Essays On The Effect Of Overconfidence On Economic Decision Making, Klajdi Bregu
Graduate Theses and Dissertations
This dissertation uses experimental evidence to explore the effects of overconfidence on economic decision making. In Chapter 1 I provide experimental evidence of the effects of alcohol on overconfidence and several other important tasks. I also explore the relationship between overconfidence and the behavior in the other tasks. The data from this experiment show that an alcohol level of 0.08 does not have a systemic effect on behavior and more importantly it does not affect one’s level of overconfidence. I also show that overconfidence is not significantly correlated with risk preferences, math, strategic behavior, anchoring, altruism, and food choices. In …
Effects Of Upward Football Reclassification On Revenues, Football Attendance, And Enrollment, Charles Bell
Effects Of Upward Football Reclassification On Revenues, Football Attendance, And Enrollment, Charles Bell
Graduate Theses and Dissertations
With an ever increasing chasm between the have and have nots in college athletics, athletic directors and university administrators view reclassification as a way to increase financial standing and gain valuable exposure for their school despite mixed findings by recent studies. The process of reclassification costs schools sizable financial and labor investments detracting from their academic endeavors. The schools at the highest level of collegiate football competition enjoy constant national television exposure for their school resulting in many direct and indirect benefits. A repeated measures ANOVA was utilized to assess the change in athletic department revenues, student enrollment and football …
The Bracero Program In The Arkansas Delta: The Power Held By Planter Elite, William Chase Whittington
The Bracero Program In The Arkansas Delta: The Power Held By Planter Elite, William Chase Whittington
Graduate Theses and Dissertations
This paper examines the Bracero Program and its implementation from the start of World War II to the end of the program in 1964. Farmers and planters in America needed a sufficient labor supply once the war started, and Mexico became the main supplier. The Bracero Program was initiated as a war effort and meant to only last until the end of the war, but the planter elite had far different intentions once they realized how productive and inexpensive the program could be. This paper identifies the leading causes for how the Bracero Program was able to last over twenty …
Exploring Individual’S Explanations Of Economic Mobility Through The Gaze Of Intersectionality, Adam Alexander Broyles
Exploring Individual’S Explanations Of Economic Mobility Through The Gaze Of Intersectionality, Adam Alexander Broyles
Graduate Theses and Dissertations
This study looks at whether or not adopting intersectionality as a theoretical framework allows for a better understanding of individual’s explanations of economic mobility, rather than examining variables such as race, gender, and class as mutually exclusive from one another. The reason for this follows from the understanding that race, gender, and class can intersect to create unique views and opinions of the world and how it operates. Using the 2009 PEW Economic Mobility Survey as a secondary data source, I ran statistical regressions and interpreted the results.