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Full-Text Articles in Business
Three Essays On Stock Market Volatility, Qianru Li
Three Essays On Stock Market Volatility, Qianru Li
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Volatility is inherently unobservable, and thus the selection of models and their definition is crucial in financial research. This dissertation attempts to check the role of investor sentiment and forecast Value-at-Risk (VaR) of the stock market using both parametric and nonparametric approaches. In the first essay, based on daily return data of three stock indices and four individual stocks from January 1988 to December 2006, the role of day-of-the-week, as well as investor sentiment, is examined using two approaches: linear regression to test investor sentiment effect on stock returns and Logit regression to test the investor sentiment effect on market …
The Economic Contribution Of The Out-Of-State Student To The Economy Of Utah, Joseph Thomas Markowski
The Economic Contribution Of The Out-Of-State Student To The Economy Of Utah, Joseph Thomas Markowski
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Is the out-of-state college student in Utah paying his own way? Many legislative debates within recent years have centered themselves upon this controversial question without obtaining any definite answers. Articles have been written both pro and con concerning the amount of financial responsibility in higher education that should be assumed by governmental bodies, i.e.: should the state institutions be supported more by taxes or should a greater portion of its costs be covered by student fees with the possible result that fewer students will attend because of higher fees.