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Articles 4501 - 4530 of 1183368
Full-Text Articles in Entire DC Network
Offsetting Carbon With Lemons: Adverse Selection And Certification In The Voluntary Carbon Market, Vahideh Manshadi, Faidra Monachou, Ilan Morgenstern
Offsetting Carbon With Lemons: Adverse Selection And Certification In The Voluntary Carbon Market, Vahideh Manshadi, Faidra Monachou, Ilan Morgenstern
Cowles Foundation Discussion Papers
To meet voluntary climate targets, firms often complement internal decarbonization efforts by purchasing carbon credits in the voluntary carbon market (VCM), which finance projects that reduce emissions elsewhere. However, these emissions reductions are difficult to verify, and growing evidence of overcrediting has cast doubt on the VCM's potential to genuinely offset emissions. We investigate how the VCM's defining features shape its climate effectiveness. Our model captures three central elements: adverse selection, as high-quality projects that truly reduce emissions are costlier yet difficult to distinguish from low-quality ones; imperfect third-party certification, as projects are screened based on a noisy signal of …
Trends In Non-Profit Cybersecurity: Analyzing Three Years Of Incident Data From The Npcir, Stanley Mierzwa, Joanna Paliszkiewicz, Edyta Skarzyńska
Trends In Non-Profit Cybersecurity: Analyzing Three Years Of Incident Data From The Npcir, Stanley Mierzwa, Joanna Paliszkiewicz, Edyta Skarzyńska
Center for Cybersecurity
This study analyzes cyberattack trends targeting non-profit organizations using longitudinal data collected over a three-year period within the Non-Profit Cybersecurity Incident Repository (NPCIR). Developed through a National Security Agency Center of Academic Excellence in Cyber Defense (NSA CAE-CD) designated center, the NPCIR applies an open-source intelligence (OSINT) methodology to systematically document cybersecurity incidents affecting the global non-profit sector. This study examines attack types, threat actor characteristics, sectoral distribution, and cybersecurity impacts using the Confidentiality–Integrity–Availability (CIA) triad framework. The results indicate that availability-related incidents, particularly ransomware and distributed denial-of-service (DDoS) attacks, constitute the most prevalent threats, while confidentiality breaches remain highly …
Sela Officers, Executive Committee, State Representatives, Committees, Sections, Round Tables, And Ad Hoc Committees
The Southeastern Librarian
No abstract provided.
Privately Negotiated Withdrawals: How Shareholders Can Shape A Company's Carbon Emissions Reduction, Gabriella M. Chioffi
Privately Negotiated Withdrawals: How Shareholders Can Shape A Company's Carbon Emissions Reduction, Gabriella M. Chioffi
Duke Environmental Law & Policy Forum
Governed by the U.S. Securities and Exchange Commission's Rule 14a-8, shareholder proposals are a fundamental and longstanding mechanism that investors use to express their opinions and preferences on how a corporation is operating. Over the last decade, there has been a marked shift in the subject matter of the proposals that shareholders are submitting, as concerns relating to the environment have become an increasingly key issue. However, shareholder support for these climate-related proposals reached its highest point in 2021 and has declined slightly in subsequent years. The conditions that made shareholder proposals a successful tool in 2021 have since changed, …
Thermovision 3d, Daniel Louie, Iker Mendiburu Perez, Kieran Greeley
Thermovision 3d, Daniel Louie, Iker Mendiburu Perez, Kieran Greeley
Interdisciplinary Design Senior Theses
This project presents the development of a three-dimensional thermal mapping system designed to identify energy inefficiencies in buildings. By integrating visible-light imaging with thermal sensing, the system generates detailed 3D models that visualize both structural features and heat distribution. Using photogrammetry techniques, overlapping images are processed to reconstruct building geometry, while thermal data is mapped onto the model to highlight areas of potential heat loss such as insulation gaps, windows, and structural joints.
The system combines hardware and software components, including a dual-camera setup and a custom visualization pipeline, to produce both qualitative and quantitative outputs. Users are able to …
Colonial To Neoliberal Governmentality In Monument Governance: Shifting Positionalities Of The Monument Adjacent Communities In India, Ujal Kumar Mookherjee, Shreyasi Bhattacharya
Colonial To Neoliberal Governmentality In Monument Governance: Shifting Positionalities Of The Monument Adjacent Communities In India, Ujal Kumar Mookherjee, Shreyasi Bhattacharya
Socio-Legal Review
Organised monument governance in India began during the colonial rule. The colonial governance enterprise was bureaucratic and worked through stringent laws which often came down heavily on the monument-adjacent communities. The totalising nature of Indian colonial governmentality fractured the local community, disabling their engagement with the State either as civil society, as individuals or as social groups, while on the other hand enabling such engagement through a “community” constructed on religious lines. Colonial continuities in monument governance meant that a roughly similar position continued in the post-colony. On the international plane, however, there has been a discursive shift in valorisation …
Rehabvr: A Virtual Reality System For Upper-Body Orthopaedic Physical Therapy Rehabilitation, Winnie Brenda Wanjiru Waiya
Rehabvr: A Virtual Reality System For Upper-Body Orthopaedic Physical Therapy Rehabilitation, Winnie Brenda Wanjiru Waiya
Computer Science Senior Theses
Physical therapy is a central component of rehabilitation for musculoskeletal conditions, yet adherence to prescribed treatment remains persistently poor. Jack et al. identified pain, boredom, and insufficient feedback as key barriers to treatment adherence in physiotherapy outpatient settings,¹ and Rucinski et al. confirmed that non-adherence rates in orthopaedic populations remain between 50 and 70%, with patients who disengage facing elevated risk of reoperation, progressive functional decline, and poor clinical outcomes.² According to the World Health Organization, approximately 1.71 billion people globally live with musculoskeletal conditions,³ with shoulder pain specifically carrying a community prevalence ranging from 0.67 to 55.2% worldwide and …
Climate Deregulation Under Trump 2: Will It Have Any Durable Impact?, John D. Graham
Climate Deregulation Under Trump 2: Will It Have Any Durable Impact?, John D. Graham
Duke Environmental Law & Policy Forum
Following through on his 2024 campaign pledges, President Donald Trump is dismantling President Biden's aggressive climate policies, including federal regulatory controls on the major sectors of the economy that account for most greenhouse gas emissions in the US. Although it is too early to make a definitive assessment of what Trump will accomplish, I present evidence that Trump is taking a more creative, radical, and legally sophisticated approach to climate deregulation in his second administration than was attempted in his first administration. I evaluate how durable climate deregulation may be. A major weakness in Trump's agenda is the lack of …
James Nixon, Sr. V. Mark Wahl
2026 Decisions
USDC for the Middle District of Pennsylvania
Targeted Reflex Rna Sequencing For Enhanced Variant Classification On Exome And Genome Sequencing Improves Patient Outcomes, Xiaonan Zhao, Robert Rigobello, Morgan Driver, Sydney Lau, Mei Ling Chong, Jason Chibuk, Hongzheng Dai, Wilson C W Wu, Christina Peroutka, Laura Famularo, Alexander Y Kim, Bailey Hummel, Sarah Dugan, Tinsley Douglas, Linyan Meng, Fan Xia, Christine M Eng
Targeted Reflex Rna Sequencing For Enhanced Variant Classification On Exome And Genome Sequencing Improves Patient Outcomes, Xiaonan Zhao, Robert Rigobello, Morgan Driver, Sydney Lau, Mei Ling Chong, Jason Chibuk, Hongzheng Dai, Wilson C W Wu, Christina Peroutka, Laura Famularo, Alexander Y Kim, Bailey Hummel, Sarah Dugan, Tinsley Douglas, Linyan Meng, Fan Xia, Christine M Eng
Faculty, Staff and Students Publications
RNA sequencing (RNA-seq) has been utilized to provide functional evidence regarding the impact of splicing variants. This study explores the utility of targeted reflex RNA-seq to inform classification of predicted splicing variants identified through clinical exome sequencing (ES) and genome sequencing (GS). A retrospective analysis was conducted on consecutive ES/GS cases completed at a single center in which targeted reflex RNA-seq was performed following identification of eligible variants. There were 131 cases (4.1%) that had at least one RNA-seq eligible variant reported, with eight of these cases having two unique eligible variants. Of the 139 eligible variants, 125 were classified …
Exploring Strategies For Reducing Employee Turnover In Healthcare Facilities, Khaddy Jammeh
Exploring Strategies For Reducing Employee Turnover In Healthcare Facilities, Khaddy Jammeh
Walden Dissertations and Doctoral Studies
No abstract provided.
Examining The Relationship Between Leadership Styles And Staff Retention In Healthcare, Stephanie Michelle Brown
Examining The Relationship Between Leadership Styles And Staff Retention In Healthcare, Stephanie Michelle Brown
Walden Dissertations and Doctoral Studies
No abstract provided.
Recommendations For Disclosure Of Artificial Intelligence In Scientific Writing And Publishing: A Regional Anesthesia And Pain Medicine Modified Delphi Study, Michael R Fettiplace, Anuj Bhatia, Yian Chen, Steven L Orebaugh, Michael Gofeld, Rodney A Gabriel, Daniel I Sessler, Hannah Lonsdale, Brittani Bungart, Christopher P Cheng, Garrett W Burnett, Lichy Han, Matthew Wiles, Steve Coppens, Thomas Joseph, Kristin L Schreiber, Thomas Volk, Richard D Urman, Vesela P Kovacheva, Christopher L Wu, Edward R Mariano, Vivian H Y Ip
Recommendations For Disclosure Of Artificial Intelligence In Scientific Writing And Publishing: A Regional Anesthesia And Pain Medicine Modified Delphi Study, Michael R Fettiplace, Anuj Bhatia, Yian Chen, Steven L Orebaugh, Michael Gofeld, Rodney A Gabriel, Daniel I Sessler, Hannah Lonsdale, Brittani Bungart, Christopher P Cheng, Garrett W Burnett, Lichy Han, Matthew Wiles, Steve Coppens, Thomas Joseph, Kristin L Schreiber, Thomas Volk, Richard D Urman, Vesela P Kovacheva, Christopher L Wu, Edward R Mariano, Vivian H Y Ip
Faculty, Staff and Student Publications
Introduction: The use of artificial intelligence (AI) in the scientific process is advancing at a remarkable speed, thanks to continued innovations in large language models. While AI provides widespread benefits, including editing for fluency and clarity, it also has drawbacks, including fabricated content, perpetuation of bias, and lack of accountability. The editorial board of Regional Anesthesia & Pain Medicine (RAPM) therefore sought to develop best practices for AI usage and disclosure.
Methods: A steering committee from the American Society of Regional Anesthesia and Pain Medicine used a modified Delphi process to address definitions, disclosure requirements, authorship standards, and editorial oversight …
Monoclonal Antibodies Targeting Pcdh7 Inhibit Tumor Growth And Enhance Immune Responses In Kras-Mutant Non-Small Cell Lung Cancer, Nicole Novaresi, Poorva Ghosh, Shayna Thomas-Jardin, Hui Deng, Xuejun Fan, Zhiqiang Ku, Wei Xiong, Xiaorong Zhou, Jingfei Zhu, Huiyu Li, Mahesh S Padanad, Bethany Smith, Chul Ahn, John D Minna, Zhiqiang An, Ningyan Zhang, Kathryn A O'Donnell
Monoclonal Antibodies Targeting Pcdh7 Inhibit Tumor Growth And Enhance Immune Responses In Kras-Mutant Non-Small Cell Lung Cancer, Nicole Novaresi, Poorva Ghosh, Shayna Thomas-Jardin, Hui Deng, Xuejun Fan, Zhiqiang Ku, Wei Xiong, Xiaorong Zhou, Jingfei Zhu, Huiyu Li, Mahesh S Padanad, Bethany Smith, Chul Ahn, John D Minna, Zhiqiang An, Ningyan Zhang, Kathryn A O'Donnell
The Brown Foundation: Institute of Molecular Medicine
We identified an important oncogenic role for protocadherin 7 (PCDH7), a cell surface protein frequently overexpressed in lung adenocarcinoma and associated with poor clinical outcome. Pcdh7 depletion reduces tumor burden and prolongs survival in KrasLSL-G12D; Tp53fl/fl mice. These findings nominate this cell surface protein as an actionable therapeutic target and highlight the therapeutic potential of PCDH7 inhibition for non–small cell lung cancer. We report the development and characterization of high-affinity anti-PCDH7 monoclonal antibodies (mAbs) that inhibit downstream mitogen-activated protein kinase (MAPK) pathway activation and suppress tumor growth in multiple mutant KRAS–driven models. A lead mAb (mAb7) sensitized tumors …
Imaging And Non-Imaging Approaches For The Diagnosis And Monitoring Of Necrotizing Enterocolitis-What Lies Ahead?, Indrani Bhattacharjee, Catalina Le Cacheux, Eric B. Ortigoza, Jonathan Dillman, Sherwin S. Chan, Alain Cuna
Imaging And Non-Imaging Approaches For The Diagnosis And Monitoring Of Necrotizing Enterocolitis-What Lies Ahead?, Indrani Bhattacharjee, Catalina Le Cacheux, Eric B. Ortigoza, Jonathan Dillman, Sherwin S. Chan, Alain Cuna
Manuscripts, Articles, Book Chapters and Other Papers
Necrotizing enterocolitis (NEC) remains one of the most serious gastrointestinal emergencies in preterm infants, and imaging plays a central role in diagnosis and clinical management. Historically, evaluation has relied primarily on abdominal radiography, which remains widely available and embedded in established diagnostic frameworks. However, the hallmark radiographic signs of NEC (i.e., pneumatosis intestinalis, portal venous gas, and free air) reflect relatively advanced manifestations of intestinal injury that indicate established mucosal disruption or transmural necrosis. Bowel ultrasound has increasingly complemented radiography by enabling real-time assessment of bowel wall integrity, perfusion, motility, and intra-abdominal fluid, providing physiologic information that may refine clinical …
Item Selection Rules For Content Adaptive Progress Testing, Gergo Pinter, Nuno Santos, José Miguel Pêgo, Daniel Zahra, Steven Burr
Item Selection Rules For Content Adaptive Progress Testing, Gergo Pinter, Nuno Santos, José Miguel Pêgo, Daniel Zahra, Steven Burr
Peninsula Medical School
Content adaptive progress testing (CAPT) introduces a new approach to longitudinal testing of candidates who take progress tests as part of their educational program. CAPT assessments adapt between subsequent assessments, tailoring items on an individual level to assist each candidate in demonstrating knowledge across many topics which are all mapped to the overall course learning outcomes. In this way, success is measured by topic completion on an individual level. Some of the key benefits include a truly personalized learning experience, with individual feedback throughout, while also tracking each candidate’s progress against a single long-term goal of demonstrating attainment across all …
Shared Premotor Resources Underlie Dual-Task Interference Between Speech And Balance, Weina Lu, Sasha Lifton Lewis, Zoey Wire, Ingo Helmich
Shared Premotor Resources Underlie Dual-Task Interference Between Speech And Balance, Weina Lu, Sasha Lifton Lewis, Zoey Wire, Ingo Helmich
Exercise and Sport Studies: Faculty Publications
Humans frequently speak while standing, potentially engaging overlapping motor-cognitive resources. Dual-task paradigms with increased motor-cognitive demands reliably impair postural control, presumably due to competition for shared neural resources. The premotor cortex is critically involved in balance stabilization and in resolving competing motor plans and is also engaged during processing of action-related language. We therefore hypothesized that a central processing bottleneck emerges in the PMC when speaking and controlling posture simultaneously. Forty-one right-handed healthy adults (25 female, 16 male) maintained an upright stance while either verbally describing or mentally imagining navigation through a visually presented maze from an egocentric or allocentric …
Uncovering Dkk1 As A Therapeutically Relevant Target In Aggressive Er+ Breast Cancer Using A Novel Antiestrogen, Kristen Young
Uncovering Dkk1 As A Therapeutically Relevant Target In Aggressive Er+ Breast Cancer Using A Novel Antiestrogen, Kristen Young
Dissertations
Over 70 percent of breast cancers are estrogen receptor-positive (ERα+), meaning that the hormone estrogen drives tumor growth. Although first-line targeted therapies that directly block ERα from hormone-dependent pathologies are initially effective, almost half of patients ultimately progress. These patients show high mutational rates to the ESR1 gene that encodes for ERα. A hotspot missense tyrosine to serine mutation at position 537 (Y537S) initiates hormone-independent, allele-specific transcriptional programs that increase metastasis. While next-generation ERα-targeted therapies show promise, benefits are often limited compared to standard-of-care. Understanding the mechanisms of action used by the Y537S ESR1 breast cancer cells to evade therapeutic …
Debtor's Memo In Support Of Confirmation
Debtor's Memo In Support Of Confirmation
Catholic Dioceses in Bankruptcy
No abstract provided.
The Impact Of Social Media Use For Service Delivery By Library Personnel In Nigeria., Jamiu Adewale Abdulsalam, Soliudeen Idowu Sanni, Shasil Adedoyin Opoola
The Impact Of Social Media Use For Service Delivery By Library Personnel In Nigeria., Jamiu Adewale Abdulsalam, Soliudeen Idowu Sanni, Shasil Adedoyin Opoola
Library Philosophy and Practice (e-journal)
This study examined how social media is impacting service delivery by the library personnel in two universities of Ogun State, Nigeria. A descriptive survey design, correlational type was followed and a total enumeration sampling technique was applied to get all 105 members of the library staff from the two selected universities. Data were gathered using a structured questionnaire, which was developed to capture the social media patterns of users and service delivery. Descriptive statistics (frequency counts, percentages, means, and standard deviations) and inferential statistics (Pearson correlation) were used for data analysis. It was found that the most common library services …
[Birds-Of-A-Feather] Understanding And Handling Software Plagiarism In The Age Of Generative Ai, Daniel S. Katz, Scott C. Edmunds
[Birds-Of-A-Feather] Understanding And Handling Software Plagiarism In The Age Of Generative Ai, Daniel S. Katz, Scott C. Edmunds
FORCE 2026
Computing and software have supported research since their inception, and continue to play a significant role in knowledge production. However, the means of communicating research methods and results were developed long before computing existed, and the research community lacks best practices for documenting computational research elements transparently, reproducibly, and reusably.
Publishers are now more accepting of the inclusion of software (typically, source code) associated with submitted manuscripts, and many want to support processes to vouch for the integrity of software just as they do for other content, such as ensuring that ethical and legal concerns such as authorship, plagiarism, copyrights …
Political Power In The Digital Shadows: The Surveillance State And Far-Right Party Strength In Central And Eastern Europe, Abby K. Finley
Political Power In The Digital Shadows: The Surveillance State And Far-Right Party Strength In Central And Eastern Europe, Abby K. Finley
Political Science Honors Projects
The recent rise of far-right leaders, from Donald Trump challenging democratic institutions in the United States to Viktor Orbán's fifteen-year autocratic reign in Hungary, has led me to my main research question: Why are some far-right parties stronger than others? Conducting process tracing analysis of Hungarian, Polish, Slovak, and Czech far-right politics from 2005 to 2025, I argue that far-right parties are stronger when they utilize the surveillance state to limit democratic institutions and actors. My findings clarify how far-right parties use the surveillance state and other tactics to maintain power within their nation.
Resource Utilisation And Quality Of Education In Secondary Schools In Lagos State, Nigeria, Jacob A. Adeyanju
Resource Utilisation And Quality Of Education In Secondary Schools In Lagos State, Nigeria, Jacob A. Adeyanju
International Journal for Research in Education
The need for the education sector to deliver on its goals has always been a major expectation of all stakeholders in the system. For this expectation to be met, the major resources in the school system must be combined in a reasonable proportion. On this premise, this study investigated the relationship between resource utilisation and quality of education in Lagos State. The study was conducted using descriptive survey research design with a population of 664 public secondary schools in Lagos State, Nigeria. These schools had a total population of 23,793 teachers. A self-developed instrument titled “Education Resource Utilisation and Quality …
The Effect Of Practice Test Timing On Students’ Test Anxiety And Exam Performance, Alanood M. Al-Thani, Mutasem M. Akour
The Effect Of Practice Test Timing On Students’ Test Anxiety And Exam Performance, Alanood M. Al-Thani, Mutasem M. Akour
International Journal for Research in Education
This quasi-experimental study employed a switched replication design to investigate the effect of practice test timing on test anxiety and exam performance among 154 female undergraduate students. Participant groups received online practice tests either early in the semester (before the midterm) or later (before the final exam). Results indicated a significant effect of practice test timing on test anxiety. While both groups exhibited a significant decrease in test anxiety over time, this reduction was more pronounced for the group that took the practice test early. Furthermore, a significant negative correlation was found between final exam performance and test anxiety. These …
Method And System For Brand Persona Construction And Embedding Based Entity Identification From Transaction Aggregates, Arnab Dutta, Hanyu Li, Khaleeque Ansari, Teena Mohammad Iqbal
Method And System For Brand Persona Construction And Embedding Based Entity Identification From Transaction Aggregates, Arnab Dutta, Hanyu Li, Khaleeque Ansari, Teena Mohammad Iqbal
Defensive Publications Series
Present disclosure provides a method and system for brand persona construction and embedding based entity identification from transaction aggregates. The present disclosure discloses a system for accurately identifying entities from transaction aggregates in environments where textual identifiers are ambiguous, inconsistent or overlapping. The present disclosure constructs structured brand personas by aggregating transaction data associated with an entity identifier and selecting dominant attribute values across multiple dimensions using a coverage constrained selection mechanism. Further, embedding representations are generated from the constructer personas using a combination of distributed based features and semantic representations. The incoming personas aggregates are transformed into comparable embeddings …
Many Hands Make Light Work: Restoring Edu-Economical Debts For Black Males, Joyice Robinson Myers
Many Hands Make Light Work: Restoring Edu-Economical Debts For Black Males, Joyice Robinson Myers
VA Engage Journal
A college degree is closely linked to economic stability, yet only 20% of Black men in the United States hold a bachelor’s degree or higher. These disparities are not accidental; they are the cumulative result of systems that have systematically denied Black males equitable access to educational and economic opportunity across generations. This systematic review examines the compounding relationship among family structure, educational attainment, and economic standing for Black males, and considers what restoring that relationship could look like in practice. I integrate three theoretical frameworks—Education Debt (Ladson-Billings, 2006), African American Male Theory (Bush & Bush, 2013), and the R³ISE …
Heavy Metal Contamination In Red Sea Hamour Fish: Bioaccumulation Patterns, Toxicological Impacts, And Microbial Community Disruption, Haifa O. Aljuhani, Osamah A. Ahmad, Ashwaq R. Almohammadi
Heavy Metal Contamination In Red Sea Hamour Fish: Bioaccumulation Patterns, Toxicological Impacts, And Microbial Community Disruption, Haifa O. Aljuhani, Osamah A. Ahmad, Ashwaq R. Almohammadi
The Journal of King Abdulaziz University: Science
Red Sea heavy metal pollution lately poses a serious threat to human health and ecological integrity. The present research review examines the several effects of heavy metal contamination on the economically important Hamour fish (Epinephelus spp.), a major bioindicator species because of its benthic feeding habit and great bioaccumulation potential. Where the industrial activities, hydrocarbon exploration, desalination effluent, and coastal urbanization have produced continuous pollution vectors, promoting bioaccumulation via gill absorption, food intake, and dermal absorption in Hamour tissues. Our work demonstrates complicated toxicological effect comprising oxidative stress, hematological malfunction, immunosuppression, neurotoxicity, reproductive impairment, and genotoxic damage. Consequently, heavy …
Diversification Of Ghost Electric Fishes (Gymnotiformes, Apteronotidae) In Tropical South America: How Traits And Environmental Factors Constrain Macroevolutionary Diversification, Jonathan Gifford Allen
Diversification Of Ghost Electric Fishes (Gymnotiformes, Apteronotidae) In Tropical South America: How Traits And Environmental Factors Constrain Macroevolutionary Diversification, Jonathan Gifford Allen
Doctoral Dissertations
Neotropical electric fishes (Apteronotidae) display remarkable phenotypic and ecological diversity, offering an exceptional system for studying macroevolutionary processes in freshwater environments. Here I investigate the morphological, ecological, and historical factors shaping diversification in the clade Navajini, with a focus on craniofacial evolution, species delimitation, and biogeographic patterns. First, using high-resolution micro-CT scans, 3D geometric morphometrics, and phylogenetic comparative methods, I analyze skull shape variation across Navajini. Key traits resulting from heterocephaly exhibit strong phylogenetic signal and reflect functional differentiation among genera. Sexual dimorphism contributes significantly to cranial disparity in some lineages, while others show conserved, modular patterns likely tied to …
Implied Variance Asymmetry As A Predictor Of Stock Returns Around Quarterly Earnings Dates, Matthew J. Sebastian
Implied Variance Asymmetry As A Predictor Of Stock Returns Around Quarterly Earnings Dates, Matthew J. Sebastian
Economics Undergraduate Senior Theses
This paper investigates whether option-implied variance asymmetry, defined as the difference between upside and downside risk-neutral semivariances measured shortly before scheduled quarterly earnings announcements pre- dicts the cumulative abnormal return realized over the announcement win- dow. We find implied variance asymmetry positively and significantly pre- dicts announcement-window returns in S&P 500 companies: the high-minus- low quintile sort portfolio earns 45 basis points over a five-day window with a Fama-French four-factor alpha of 60 basis points, both statistically signif- icant. The results suggest a temporary break in market efficiency and are consistent with an informed-trading interpretation in which earnings specific information …