Business Analytics Commons^™

Does Green Pay Less? Global Corporate Bond Evidence On Primary And Secondary Yields, Youssef El Kenawy

Theses and Dissertations

The greenium, or green premium, refers to the lower yield that arises from a bond’s green label, conditional on otherwise identical contractual features and credit risk. In our study, we estimate the greenium by combining causal matching techniques with a neural network–based propensity score approach to construct a closely comparable set of green and conventional bonds. Our empirical framework incorporates issuer fixed effects and currency × issuance-year fixed effects, ensuring that our estimates reflect the impact of the green label itself rather than differences in macro-financial conditions or issuer composition.

Our findings indicate that, once currency-specific issuance-year conditions are absorbed, …

Data Utilization In Facilities’ Performance Management Decision- Making At U.S. Four-Year Public Institutions: A Cross-Sectional Exploratory Study, Tanaporn Supanichrattana

Theses and Dissertations

The growing complexity of higher education finance, aging infrastructure, and rising accountability expectations has intensified demands on facilities organizations to manage institutional assets strategically. As colleges and universities face sustained fiscal constraints and expanding operational pressures, the ability of facilities leaders to use data to inform performance management has become increasingly critical. Despite this importance, limited empirical research has examined how facilities leaders integrate data into decision-making within public higher education contexts.

The quantitative study employed a cross-sectional, exploratory survey design to investigate data utilization practices among facilities leaders at U.S. public four-year institutions. Guided by the Data–Information–Knowledge–Wisdom hierarchy and …

Investment Strategies Of Gcc Sovereign Wealth Funds: Aligning National Development And Geopolitical Goals, Roy Conners

Theses and Dissertations

This thesis examines how Gulf Cooperation Council (GCC) Sovereign Wealth Funds (SWFs) prioritize and implement investment strategies in the context of national development and geopolitical dynamics. Using a qualitative case study approach, it analyzes the assets, key industries, leadership, and historical evolution of major GCC SWFs (ADIA, Mubadala, ADQ, QIA, and PIF) based on publicly made available information.

The findings show that GCC SWFs prioritize investments in strategic sectors, geographical destinations, and the private sector. These investments align closely with their respective national development plans, such as 'We the UAE 2031', Qatar National Vision 2030, and Saudi Arabia’s …

Has Electricity Deregulation Eliminated The Nuclear Option?: Rethinking The Coasian Ios For Project-Finance Investments, Stephen Dansky

Theses and Dissertations

Installed electric generation capacity in the United States is expected to grow significantly over the next two decades. This raises concern about climate change as several common methods of electricity generation emit greenhouse gases. Nuclear power, which doesn’t create greenhouse gases while generating electricity, has been heavily promoted by the nuclear industry and a segment of the environmental community ever since it was codified by the United Nation’s 26^th Climate Change Conference of the Parties as an acceptable energy source to fight climate change. However, this dissertation establishes that the increased revenue risk and uncertainty created by the deregulation …

Trust In E-Commerce And Its Impact On Digital Marketing Strategies, Akshay Tailor

Theses and Dissertations

Background: The rise of e-commerce has transformed consumer behavior, with trust playing a critical role in determining the success of online platforms. Prior research suggests that privacy and security concerns, as well as transparency and social proof, significantly affect consumer trust in e-commerce. This study aimed to investigate how strong security measures, privacy safeguards, and social media marketing initiatives influence consumer trust and purchasing decisions in e-commerce environments.

Methods: A survey was conducted with 232 students from Illinois State University, focusing on key factors such as privacy protection, security, transparency, and social proof. The survey used a Likert scale to …

Aligning Dod Cost Analysis Competencies To Third Party Standards, Helga D. Leite-Evora

Theses and Dissertations

In an attempt to improve certification training programs, the National Defense Authorization Act (NDAA) of 2020 mandated changes to certification requirements for all acquisition related career fields directing the implementation of certification programs based on nationally or internationally accredited third-party standards (NDAA, 2019). This research focused on DoD’s Defense Acquisition University’s (DAU) Business Cost Estimating (BUS-CE) Program’s compliance with the NDAA. The study has one major research question that focuses on determining how well aligned the Defense Acquisition University’s (DAU) BUS-CE certification program’s competency model is to its relevant third-party standard, the International Cost Estimating and Analysis Association's (ICEAA) Cost …

The Effects Of International Defense Sales On Aerospace Prime Contractor Profitability, Gregory T. Sanders

Theses and Dissertations

Faced with declining defense budgets following the end of the Cold War in the early 1990s, US defense contractors needed to explore other sources of revenue outside of typical domestic defense sales to survive. Expansion into the international defense sales market was one of the avenues pursued by defense contractors attempting to capture profits (Deutch, 2001). However, not many studies have been found assessing the relationship between international defense sales and profitability since then. This research examines the relationship between international defense sales and profitability using data collected on the top five US defense contractors from 1994-2021. Time-series analysis is …

An Analysis Of Escalation Forecasting For Ppi3364, Jacob T. Smith

Theses and Dissertations

The accurate forecasting of escalation is vital to generating useful cost estimates. This research investigates various methods for their accuracy in forecasting an index, PPI3364, which measures price changes in aerospace product and parts. This is done over two different spans of time: fiscal years and FYDP (five out years). Also, this study of methods for forecasting was conducted from the perspective of the practitioner in the PPBE process. Global Insight is the current source for forecasting escalation for the aerospace products and parts industry, but there are concerns, expressed by the Air Force Cost Analysis Agency, regarding the accuracy …

Time-Phasing Rdt&E In Air Force Acquisitions, Trevor A. Bills

Theses and Dissertations

Time-phasing describes the process of estimating expenditure profiles for multi-year RDT&E acquisition programs. The AFCAH states that one approach to producing a time-phased estimate is with the use of S-curve distributions. These S-curves are most typically modeled as Weibull, Rayleigh, or Beta distributions. Many prior studies have been completed to better understand which of the three distributions is best suited to time-phasing RDT&E programs, and what program characteristics significantly explain variance in the distributional parameters. Those prior studies utilized either contractor-supplied data or SARs, and typically found the Weibull to be the best performing distribution. This paper makes novel use …

Estimating The Statistics Of Operational Loss Through The Analyzation Of A Time Series, Maurice L. Brown

Theses and Dissertations

In the world of finance, appropriately understanding risk is key to success or failure because it is a fundamental driver for institutional behavior. Here we focus on risk as it relates to the operations of financial institutions, namely operational risk. Quantifying operational risk begins with data in the form of a time series of realized losses, which can occur for a number of reasons, can vary over different time intervals, and can pose a challenge that is exacerbated by having to account for both frequency and severity of losses. We introduce a stochastic point process model for the frequency distribution …

Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef

Theses and Dissertations

Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the confidence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market efficiency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The benefit of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock price …

Stock Prediction Using Natural Language Processing Sentiment Analysis On News Headlines During Covid-19, Mina Ibrahim

Theses and Dissertations

Stock prediction based on NLP sentiment analysis is one of the most researched topics due to the revenues they generate for investors. Researchers have used various tools to achieve this, especially fundamental and technical analysis based on historical data helped to achieve this target. Due to the technological advancement and abundance of data, the introduction of machine learning tools accelerated that approach. However, as the public mood affects the stock market, the need for another analysis emerged. Natural language processing sentiment analysis on data from various sources was able to capture public events and moods. NLP is one of the …

Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba

Theses and Dissertations

Background and Motivation: The coronavirus (“COVID-19”) pandemic, the subsequent policies and lockdowns have unarguably led to an unprecedented fluid circumstance worldwide. The panic and fluctuations in the stock markets were unparalleled. It is inarguable that real-time availability of news and social media platforms like Twitter played a vital role in driving the investors’ sentiment during such global shock.

Purpose:The purpose of this thesis is to study how the investor sentiment in relation to COVID-19 pandemic influenced stock markets globally and how stock markets globally are integrated and contagious. We analyze COVID-19 sentiment through the Twitter posts and investigate its …

Effective Use Of Data Analytics And Its Impact On Business Performance Within Small-To-Medium-Sized Businesses, Alfonso Berumen

Theses and Dissertations

Business use of data analytics and its potential impact on firm performance have become topics of deep interest within both the business practitioner and academic communities. While previous research has demonstrated relationships between data analytics and firm performance in larger firms, there is limited research on whether and how data analytics is used within and impacts Small-to-Medium-sized Business (SMB) settings. Given the preponderance of SMBs within the US economy, and their contribution to employment and economic activity, it is important for SMB owners to understand what management practices lead to effective use of data analytics that in turn impacts SMB …

Social And Human Capital Contributions Of Diverse Board Members, Sharifa Ife Batts

Theses and Dissertations

While most firms serve a diverse population, many have no minorities or women serving as Members on their board. Boards are disadvantaged when their composition fails to align with Their employee population or the stakeholder groups they serve; they are neglecting the Contributions of women and minorities as their voices are unheard. The purpose of this multiple Case comparison study builds on current boardroom diversity and board effectiveness research by Exploring how the unique human and social capital contributions of women and minority board Members increase the boards’ capabilities and impact board governance. I qualitatively examined Six boards of varied …

Determinants Of Small Business Innovation Research Performance, Ethan E. Blake

Theses and Dissertations

This analysis shows that the Air Force SBIR Program has seen a high rate of failure (over 91%) in Phase II efforts that have completed funding within the last three Fiscal Years. The Joint Capability Area assignment process and subsequent analysis identified several high and low performing groups. Force Integration, Battlespace Awareness, and Protection JCAs were top performers while Command/Control, Logistics, and Force Application were low performers. Additional analysis showed that small businesses have more than double the commercialization rate of large businesses. The commercialization rates for businesses with 150 employees or fewer is 9% while the rate for businesses …

An Investigation Into Subject Matter Expert Elicitation In Cost Risk Analysis, Christopher W. Miller

Theses and Dissertations

This research compares the efficacy of subject matter expert (SME) elicitation methods to other cost estimation methods using a development and production dataset provided by AFLCMC/FZC. First, by using descriptive statistics to evaluate low versus high amount of the respective cost estimation methods by analyzing the means of percent cost growth for both groups. Next, this research involved using a statistics-based approach to investigate whether SME based cost estimating methods have an associated relationship to percent change of Program Acquisition Unit Costs (PAUC), which will be our proxy variable to cost growth. Using a pooled cross-sectional OLS regression analysis model …

An Exploration In Accountable Care Organization Structure, Contingency And Performance, 2015-2017, Siriporn P. Satjapot

Theses and Dissertations

The Patient Protection and Affordable Care Act of 2010 enacted one of the most significant reforms seen in the United States healthcare landscape. The Center for Medicare and Medicaid (CMS) led transformation efforts in regulatory reform and coverage expansion across the U.S. population. Since 2010, care delivery systems have been shifting from episodic, decentralized and fee-for-service models to value-based population health models, like accountable care organizations (ACO). ACOs have been specifically primed for local response to improve the health of their communities. ACO research has traditionally focused on performance measures like mortality, readmissions, quality outcomes and savings. ACO organizational characteristics …

The Quality Of Xbrl Structured Financial Statements: An Empirical Examination Of Custom Tags, Aidana Razhap Kyzy

Theses and Dissertations

In 2009 the US Securities and Exchange Commission (SEC) adopted the eXtensible Business Reporting Language (XBRL) system to improve the process by which financial statements can be used. Interactive financial data filed with the SEC using XBRL provides easily readable and comparable financial data, thereby improving transparency and efficiency in the corporate market. SEC rules permit companies to use custom tags in their financial reports in cases when an appropriate element cannot be found in the Financial Accounting Standards Board (FASB) standard XBRL taxonomy. The inordinate use of custom tags may result in a reduction of financial report quality by …

A Novel Framework For Social Internet Of Things: Leveraging The Friendships And The Services Exchanged Between Smart Devices, Javad Abed

Theses and Dissertations

As humans, we tackle many problems in complex societies and manage the complexities of networked social systems. Cognition and sociability are two vital human capabilities that improve social life and complex social interactions. Adding these features to smart devices makes them capable of managing complex and networked Internet of Things (IoT) settings.

Cognitive and social devices can improve their relationships and connections with other devices and people to better serve human needs. Nowadays, researchers are investigating two future generations of IoT: social IoT (SIoT) and cognitive IoT (CIoT). This study develops a new framework for IoT, called CSIoT, by using …

Towards Developing A Goal-Driven Data Integration Framework For Counter-Terrorism Analytics, Dapeng Liu

Theses and Dissertations

Terrorist attacks can cause massive casualties and severe property damage, resulting in terrorism crises surging across the world; accordingly, counter-terrorism analytics that take advantage of big data have been attracting increasing attention. The knowledge and clues essential for analyzing terrorist activities are often spread across heterogeneous data sources, which calls for an effective data integration solution. In this study, employing the goal definition template in the Goal-Question-Metric approach, we design and implement an automated goal-driven data integration framework for counter-terrorism analytics. The proposed design elicits and ontologizes an input user goal of counter-terrorism analytics; recognizes goal-relevant datasets; and addresses semantic …

Good Game, Greyory Blake

Theses and Dissertations

This thesis and its corresponding art installation, Lessons from Ziggy, attempts to deconstruct the variables prevalent within several complex systems, analyze their transformations, and propose a methodology for reasserting the soap box within the display pedestal. In this text, there are several key and specific examples of the transformation of various signifiers (i.e. media-bred fear’s transformation into a political tactic of surveillance, contemporary freneticism’s transformation into complacency, and community’s transformation into nationalism as a state weapon). In this essay, all of these concepts are contextualized within the exponential growth of new technologies. That is to say, all of these semiotic …

Daylighting Strategies For U.S. Air Force Office Facilities: Economic Analysis Of Building Energy Performance And Life-Cycle Cost Modeling With Monte Carlo Method, Sang M. Lee

Theses and Dissertations

The U.S. federal government maintains more than 500,000 facilities in the United States and around the world, most of which are heavily dependent on fossil fuels to produce electricity. Within the federal government, the Department of Defense (DOD) spends over $2.5 billion per year on facility energy consumption which makes them the largest single energy consumer in the United States. Therefore, federal energy conservation goals focus on aggressively reducing energy consumption by reducing the energy demand at the facility level within the next 20 years. Daylighting is a passive solar energy strategy at the facility level that leverages load avoidance …

Balanced Scoredcard: Evaluation Of Air Force Material Command's Implementation And Use, Aaron J. Hepler

Theses and Dissertations

Managing in a contemporary world has become increasingly more complex. It has evolved from a manufacturing setting with little to steer managers but a single, financial indicator to managing a greater percentage of intangible assets through numerous leading and lagging indicators. The industry has also evolved from centrally located and managed to decentralized, multi-national companies. In response to these changes, a new strategic management tool was developed called the Balanced Scorecard (BSC). This management tool has proved successful throughout the last decade. The purpose of this research was to evaluate the implementation and use of Air Force Materiel Command's (AFMC's) …

Predicting The Effects Of Longitudinal Variables On Cost Schedule Performance, James D. Foreman

Theses and Dissertations

Determining accurate cost and schedule is a crucial step to planning acquisition expenditures but history has shown that estimates are routinely low. Several researchers have attempted to forecast cost and schedule growth; we pick up this stream of research with a new approach. Our data collection and analysis focused on bringing in new data sources and added longitudinal variables to account for changes that took place over time. We assessed cost and schedule parameters for 37 major acquisition programs between Milestones II and III, resulting in 172 input variables and 5 regression models, 2 for schedule slippage and 3 for …

Corporate Entrepreneurship Assessment Instrument (Ceai): Systematic Validation Of A Measure, Tassika M. Davis

Theses and Dissertations

The implementation of corporate entrepreneurship is becoming an important activity for private- and public-sector organizations. Organizational factors have been linked to successful corporate entrepreneurship. The Corporate Entrepreneurship Assessment Instrument (CEAI) is an instrument that attempts to measure the effectiveness of the key internal organizational factors, or climate, that influence innovative activities and behaviors. This study attempted to assess the content validity and factor structure of the CEAI and thus add weight to the psychometric soundness of the instrument. In sum, the effectiveness of the instrument was tested using the framework for scale development presented by Hinkin (1998). Overall, the CEAI …

Examining The Impact Of Quality Assurance Manning Practices In Usaf Aircraft Maintenance Units, Terry D. Moore

Theses and Dissertations

The purpose of this research was to examine the impact that current USAF Quality Assurance (QA) manning practices has on key aircraft wing- and unit-level metrics. Interviews and surveys culminated in development of a QA Manning Effectiveness Matrix. We then used the matrix to calculate historical QA manning effectiveness at 16 ACC bases. Effectiveness scores were regressed with associated historical data for 26 metrics derived from a Delphi survey. Nine metrics were deemed statistically significant, including break rates, cannibalization rates, flying schedule effectiveness rates, key task list pass rates, maintenance scheduling effectiveness rates, quality verification inspection pass rates, repeat rates, …

Analysis Of The Next Generation Small Loader (Ngsl) In Reducing The Mobility Footprint, Victor A. Anaya

Theses and Dissertations

The impact the Next Generation Small Loader (NGSL) will have on reducing the mobility footprint has not been thoroughly explored. The global mobility system cannot function without adequate Materiel Handling Equipment (MHE). MHE of the future must be multi-purpose in design and should able to support multiple weapon systems. In addition, it will require less maintenance and be easier to deploy thus making air mobility operations more responsive to customer needs. Current MHE is old and labor intensive. The Air Mobility Command's (AMC's) small loaders, especially 25K loaders, are in very poor condition and are incapable of servicing KC-1Os and …

Forecasting Readiness: Using Regression To Predict The Mission Capability Of Air Force F-16 Fighter Aircraft, Steven A. Oliver

Theses and Dissertations

According to many, the readiness of America's forces deteriorated in the 1990s. In the Air Force, the combat readiness of its fighter aircraft has declined. One of its indicators of combat readiness, the mission capable rate, is used to identify the percentage of aircraft unable to perform their missions. From FY94-FY98, the aggregate total not mission capable rate for maintenance steadily increased from 14% to 18.2% while total not mission capable rate for supply increased from 5.5% to 17.5% between FY86 and FY00. The USAF uses the funding/Availability Multi-Method Allocator for Spares model to forecast these rates for its aircraft. …

An Investigation Of The Reliability Of The Contractor Performance Assessment Reporting System (Cpars), John C. Odum

Theses and Dissertations

An Industry trend is to establish long-term relationships with reliable suppliers. One of the criteria used to pick these "reliable suppliers" is past performance. The Department of Defense is also attempting to capitalize on this logical trend to the maximum extent possible by using past performance as an evaluation factor in source selections. Air Force Material Command (AFMC) employs the Contractor Performance Assessment Reporting System (CPARS). This thesis examines the reliability of the CPARS. This thesis found, despite the fact that policy mandates color ratings be based on period objective measures, the cost color ratings were more consistent with cumulative …