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Full-Text Articles in Social and Behavioral Sciences
More Than A Feeling: Exploring The Drivers Of Music Catalog Values, Emily Nutting
More Than A Feeling: Exploring The Drivers Of Music Catalog Values, Emily Nutting
CMC Senior Theses
This paper examines which characteristics of songs affect transaction price in the sale of artist’s music catalogs. My analysis tests many variables, including the number of years between the song’s release its catalog’s sale (age); the natural log of the number of Spotify streams the song has (popularity); the genre of the song; themes in the song, such as dating, violence, romance, obscenity, sadness, and feelings; and elements of the song like danceability, energy, loudness, instrumentalness (the prevalence of instrumentals relative to vocals in a song), and acousticness (the measure of sound made using instruments as opposed to electronic means). …
The Cost-Effectiveness And Feminization Of The Human Papillomavirus Vaccine, Audrey Jammes
The Cost-Effectiveness And Feminization Of The Human Papillomavirus Vaccine, Audrey Jammes
Scripps Senior Theses
Approved in 2006, the Human Papillomavirus (HPV) vaccine provided a medical breakthrough in combating cancer by inoculating first female and then male adolescents in 2010. In 2016, a new HPV vaccine was approved for all adolescents. However, it is the most expensive vaccine created in the United States and its female centered prescription led to debates regarding the vaccine’s necessity and risks. For the STS portion of this paper, analysis of the language in the vaccine’s prescriptions from 2006, 2010, and 2016 demonstrates two implicit assumptions regarding female health built into the vaccine’s rollout. Comparison of the two assumptions to …
The Effect Of Female Managers On Mutual Fund Performance During Down Markets, Madison Gates, Madison I. Gates
The Effect Of Female Managers On Mutual Fund Performance During Down Markets, Madison Gates, Madison I. Gates
Scripps Senior Theses
Women in the finance industry have long been underrepresented. The mutual fund industry is no exception, with female managers in the United States falling stagnant at only 11% from 2000 to 2019. Given this low and stagnant number, this study seeks to understand if female managers impact mutual fund performance, specifically comparing down and up market periods. The data for this research was compiled from individual US mutual fund prospectus and fact sheet information in order to create a unique dataset containing the returns for every year between 2000 and 2019 as well as gender make-up, average experience, and team …
Optimal Execution In Cryptocurrency Markets, Ethan Kurz
Optimal Execution In Cryptocurrency Markets, Ethan Kurz
CMC Senior Theses
The purpose of this paper is to study the Almgren and Chriss model on the optimal execution of large block orders both on the NYSE and in cryptocurrency exchanges. Their model minimizes execution costs, which include linear temporary and permanent price impacts. We focus on how the stock market microstructure differs from a cryptocurrency exchange microstructure and what that means for how the model functions. Once the model and microstructures are explained, we examine how the Almgren-Chriss model functions with stocks from the NYSE, looking at specifically selling a large number of shares. We then investigate how a large "wholesale" …
Are Cds Auctions The Tail Wagging The Dog? An Empirical Study Of Corporate Bond Return Volatility At The Time Of Default, Jennifer Mace
Are Cds Auctions The Tail Wagging The Dog? An Empirical Study Of Corporate Bond Return Volatility At The Time Of Default, Jennifer Mace
CMC Senior Theses
Over the past decade, numerous engineered credit events and cases of market participants manipulating bond prices to influence Credit Default Swap (CDS) auction payouts have occurred. These cases have become increasingly common, and the CFTC has stated they may constitute market manipulation and undermine not only the CDS market but also the credit derivative and default markets. Although there is a plethora of news and media coverage on publicized cases, there is no previous empirical research on evidence of these practices. This paper is motivated by the desire to determine if there is indirect evidence of bond price manipulation around …