Business Commons^™

Predictive Distributions Via Filtered Historical Simulation For Financial Risk Management, Tyson Clark

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Filtered historical simulation with an underlying GARCH process can be used as a valuable tool in VaR analysis, as it derives risk estimates that are sensitive to the distributional properties of the historical data of the produced predictive density. I examine the applications to risk analysis that filtered historical simulation can provide, as well as an interpretation of the predictive density as a poor man’s Bayesian posterior distribution. The predictive density allows us to make associated probabilistic statements regarding the results for VaR analysis, giving greater measurement of risk and the ability to maintain the optimal level of risk per …

The Performance Of Military Defense Contracted Companies After September 11th, 2001: The Case Of Politically Connected Companies, Derek J. Larsen

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This paper examines the effect that the terrorist attacks on September 11^th, 2001 had on the stock prices of companies within the military defense industry. In addition, this paper studies the effect of the defense firms’ political engagement (through lobbying activities) and how this affected the stock price response to the terrorist attacks. Our study finds that the cumulative abnormal returns of these companies are positively significant and that companies who lobbied experienced higher returns relative to those who did not lobby.

The Stock Return Changes Of Chinese Adr Before And After Trump's Election And Imposed Tariff On Chinese Goods, Suyao Liu

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This study examines the stock return changes of Chinese ADR company likely be affected by Trump’s election on November 9, 2016, the signing of tariff Chinese goods bill on March 8, 2018, and the tariff bill takes into act on March 23, 2018. The results show that, relative to the entire market, the stock prices of Chinese ADR companies underperform. Our analysis provides evidence that it’s hard to find that these three events would affect a particular industry of Chinese ADR the most.

The Impact Of Immigration On Financial Markets, Jesse Baker

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This paper studies the impact of immigration policy on financial markets. I estimate the cumulative abnormal returns surrounding two events the effective start date of the Immigration Act of 1990 and the implementation of the Temporary Protected Status (TPS) of Nicaragua and Honduras in 1999. Focusing on agriculture, construction, and manufacturing firms, I find that the CARs surrounding the events are indeed positive and significant, suggesting that the market anticipated growth among industries that are likely to hire Central American immigrants.

Becoming An Artistic Entrepreneur: The Nuts And Bolts Of Running A Successful Artistic Venture, Collette Nicole Cook

Undergraduate Honors Capstone Projects

The music industry is shifting away from the traditional concert in traditional venues. New and innovative concert experiences are beginning to be designed to continue to find ways to speak to new audiences. As a musician, entrepreneurial skills are becoming more and more mandatory in creating a long-lasting career. Despite the thousands of people who graduate around the country with a music degree each year, the number of traditional music jobs as a major symphony orchestra member or touring soloist are becoming more and more difficult to land, causing many graduates to have to find work in a different field …

Exploiting Wall Street: An Algorithmic Approach To Investing, Sterling Lemon

Student Research Symposium

Technology has advanced dramatically over the years, yet the old investment strategy of "buy and hold" has remained prevalent. While this strategy performed well historically, it serves as a stark contrast to modern investing which, by utilizing machine learning and advanced data analytics, is generating unprecedented returns This research project will demonstrate the strength behind algorithmic investing and how the investment strategy of "buy and hold" will become a thing of the past.

What Utah Fathers Can Do To Strengthen The Impact Of Their Daughters, Susan R. Madsen

Marketing and Strategy Faculty Publications

This idea sheet is based on a 2019 gathering of 25 fathers who are raising school-aged daughters in Utah. Knowing that fathers profoundly affect their daughters’ growth and development throughout the years, their discussion focused on culture, family dynamics, personal development, confidence and resilience, and education and career preparation.

The Huntsman Post, April 2019, Usu Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business Huntsman Post Issues Collection

Monthly newsletter for the Jon M. Huntsman School of Business at Utah State University.

The Effect Of Dental Therapists On Access To Dental Care, Jacob Caldwell

Research on Capitol Hill

Oral health is an important indicator of overall individual health and general well-being. Unfortunately, there is a lack of dental care availability and access in many parts of the United States. According to the Health Resources and Services Administration, as of December 31, 2018 there were nearly 6,000 Dental Health Professional Shortage Areas (HPSAs) in the US. Around 58 million people live in these shortage areas and it is estimated that over 10,000 practitioners are necessary to meet the needs of these populations.

What Elementary School Administrators Can Do To Strengthen The Impact Of Utah Girls, Susan R. Madsen

Marketing and Strategy Faculty Publications

This idea sheet is based on a 2019 gathering of 25 elementary school principals and other administrators who met to discuss ways they can support girls in Utah, both in educational success and in many other areas of life.

The Huntsman Post, March 2019, Usu Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business Huntsman Post Issues Collection

Monthly newsletter for the Jon M. Huntsman School of Business at Utah State University.

What Utah Mothers Can Do To Strengthen The Impact Of Their Daughters, Susan R. Madsen

Marketing and Strategy Faculty Publications

This idea sheet is based on a 2018 gathering of 25 mothers who are raising school-aged daughters in Utah. With the knowledge that mothers are one of the most powerful influences in a girl’s life, this discussion focused on various topics, including culture, confidence and self-discovery, education, personal and social development, and resilience.

The Huntsman Post, February 2019, Usu Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business Huntsman Post Issues Collection

Monthly newsletter for the Jon M. Huntsman School of Business at Utah State University.

Work-Life Events Theory: Making Sense Of Shock Events In Dual-Earner Couples, Wayne S. Crawford, Meredith J. Thompson, Blake E. Ashforth

Management Faculty Publications

Dual-earner couples are increasingly prevalent and encounter demands arising from each partner’s commitment to various work and life domains. Unfortunately, there has been little theoretical progress in explaining how dual-earner couples navigate work-life shock events, which we define as disruptive, novel, and critical events that require investment of a couple’s resources. Drawing from identity and sensemaking theories, we develop a theory of work-life shock events to explain how dual-earner couples perceive and respond to these events. We theorize that partners initially make sense of the event as individuals and then engage in couple-level sensemaking. We argue that each individual’s shock …

The Huntsman Post, January 2019, Usu Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business Huntsman Post Issues Collection

Monthly newsletter for the Jon M. Huntsman School of Business at Utah State University.

Unclogging The Pipeline: Advancement To Full Professor In Academic Stem, Helga Van Miegroet, Christy Glass, Ronda R. Callister, Kimberly Sullivan

Ecology Center Publications

Purpose: Women remain underrepresented in academic STEM, especially at the highest ranks. While much attention has focused on early-career attrition, mid-career advancement is still largely understudied and undocumented. This paper analyzes gender differences in advancement to full professor within academic STEM at a mid-size public doctoral university in the western US, before and after the NSF-ADVANCE Program (2003-2007).

Methodology: Using faculty demographics and promotion data between 2008 and 2014, combined with faculty responses to two waves of a climate survey, the magnitude and longevity of the impact of ADVANCE on mid-career faculty advancement across gender is evaluated.

Findings: This study …

Information Technology And The Search For Organizational Agility: A Systematic Review With Future Research Possibilities, Paul P. Tallon, Magno Queiroz, Tim Coltman, Rajeev Sharma

Data Analytics & Information Systems Faculty Publications

Organizations are increasingly turning to information technology (IT) to help them respond to unanticipated environmental threats and opportunities. In this paper, we introduce a systematic review of the literature on IT-enabled agility, helping to establish the boundary between what we know and what we don’t know. We base our review on a wide body of literature drawn from the AIS Basket of Eight IT journals, a cross-section of non-Basket journals, IT practitioner outlets, and premier international IS conferences. We review the use of different theoretical lenses used to investigate the relationship between IT and organizational agility and how the literature …

2017-18 Outstanding Student Chapters Honored, Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business News Collection

AIS is excited to announce the recipients of the 2017-2018 Student Chapter Awards, recognizing outstanding achievement among student chapters of the association.

Classrooms On The Frontier: Integrating Original Research Into Lectures, Matthew D. Meng, Lucas Rentschler

Journal on Empowering Teaching Excellence

The role of an academic is often spread across two main areas: researching and teaching. Although some argue that the scarcity of time, energy, and commitment precludes the ability to do both well, and are therefore substitutes, we argue that these roles can be complementary. That is, by incorporating original research into the classroom, several benefits can be gleaned by both faculty and students. We feel that if done correctly, a professor’s research and teaching can mutually benefit, as well. To illustrate and support this argument, we have included two specific examples of using original research to teach relevant concepts …

New Usu Huntsman Research Explores Why Employees Retaliate Against Hostile Customers And How Companies Can Prevent It, Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business News Collection

A waiter spitting in a rude restaurant-goer's food, a service counter working giving false information to a belligerent customer, a retail employee snubbing an angry shopper.

Management Faculty And Students Win Teaching Award, Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business News Collection

A teaching case written by Professor Mike Dixon and graduate students Luis Armenta and Justin Canova was recognized as the 2018 Best Teaching Case by the Decision Sciences Institute.

What Women’S Networks And Groups Can Do To Strengthen The Impact Of Utah Girls And Women, Susan R. Madsen

Marketing and Strategy Faculty Publications

This idea sheet is based on a 2018 gathering of 65 leaders of women’s networks, groups, and organizations in Utah in many arenas. It provides an overview of opportunities to influence cultural attitudes in ways that are relevant in all settings, followed by specific ideas and solutions to advance and empower women and girls in more distinct environments.

The Huntsman Post, December 2018, Usu Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business Huntsman Post Issues Collection

Monthly newsletter for the Jon M. Huntsman School of Business at Utah State University.

Financial Outcomes From Selection Of Insurance Intervals, Shana Anderson Stewart

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The purpose of this paper is to demonstrate the potential value of enrolling in rainfall-index for pasture, rangeland, and forage insurance for Utah producers. A stochastic optimization model is used to identify the optimal selection of insurance intervals that will provide the maximum indemnity payments less premiums. Four Utah counties were selected for analysis. Results indicate that positive returns will occur greater than 60% of the time in all counties with the selected insurance intervals. The optimal months to insure varied in each county.

Performance Of The Vidya Indicator Using Bootstrap, Lucas Priskos

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This paper analyses the performance of the Volatility Index Dynamic Average Indicator (VIDYA) as a method for technical trading. The question was whether or not the buy and sell signals generated by VIDYA could allow a trader to outperform the benchmark rate of return. The strategy is implemented in a similar way to a standard moving average crossover where two lines are charted: a short period VIDYA and a long period VIDYA. The four combinations of VIDYA were used were as follows: 6 with 21 periods, 9 with 21 periods, 12 with 21 periods, and 21 with 50 periods. When …

Lobbying Legislation And Cumulative Abnormal Returns, Brenan Stewart

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The Honest Leadership and Open Government Act of 2007 (Pub.L. 110-81, 121 Stat. 735, enacted September 14, 2007) was passed by the U.S. Congress in order “to strengthen public disclosure requirements concerning lobbying activity and funding. It placed more restrictions on gifts for members of Congress and their staff, and provides for mandatory disclosure of earmarks in expenditure bills.” Treating this event as a natural experiment, we examine how this legislation affected the Cumulative Abnormal Returns (CARs) of firms that lobbied in the year(s) leading up to the passing of the legislation. We find that companies that lobbied in the …

The Free Cash Flow And Corporate Returns, Sen Na

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Mcpherson (2018) and Jose, Lancaster, Stevens (1996) have written papers to examine the relationship between liquidity management and firm profitability. The literature establishes that the cash conversion cycle has an implication for the profitability and liquidity of a firm. We extend the time period and analyze the free cash flow instead of cash conversion cycle. We provide evidence that firms with higher free cash flows have higher risk adjusted stock returns.

2018 Marketing Audit For Jump The Moon Foundation, Luke L. Flynn

Undergraduate Honors Capstone Projects

Jump the Moon Foundation (JTM) was started in December of 2017 as a nonprofit organization under the vision and direction of Michael J. Bingham, an artist and teacher with 30 plus years of professional experience. During his art experiences in and outside the workforce and classroom, Michael noticed a gap in the nonprofit sector for an organization that helps "individuals of all abilities" take part in art. This intuition and vision soon lead to Michael's creation of JTM, "a vocational arts program dedicated to creating opportunities for artists with disabilities to make, market, and earn income from their original and …

Usu Mhr And Mba Grad Student Receives Meisinger Fellowship, Jon M. Huntsman School Of Business

Jon M. Huntsman School of Business News Collection

Joshua Hoffmann of Logan, Utah, is the winner of the 2018 Susan R. Meisinger Fellowship for Graduate Study in HR.

The Mediating Effects Of Product Returns On The Relationship Between Green Capabilities And Closed-Loop Supply Chain Adoption, Mohd R. Shaharudin, Keah Choon Tan, Vijay R. Kannan, Suhaiza Zailani

Management Faculty Publications

This research explores the mediating effects of product returns on the relationship between a firm’s green capabilities and its adoption of closed-loop supply chain. Green capability is characterized in terms of product recovery, supply chain integration, and environmentally friendly manufacturing. A structural equation model using survey data drawn from ISO 14001 certified manufacturers in Malaysia is used to test the research hypotheses. The results reveal that recovery and integration capabilities positively influence product returns, while manufacturing and integration capabilities and product returns influence closed loop supply chain adoption. The results also indicate that the volume, type, timing, and quality of …