Research Archive

Glucksman Fellowship Program Student Research Reports

2021-2022

The Financial Impact of Celebrity Involvement and Stated Specialization in SPACs
Sebastian Beltrame

Liquidity Management in Central Clearing: How the Default Waterfall can be Improved
Robert Dukich

Is there a Future in Perpetual Futures?
Eugenio Duron-Carielo

An Examination of Stacks Protocol Performance Compared to Other Layer-One Blockchains
Vivek Iyer

Level 3 Assets as Regulatory Arbitrage:
An Analysis of Capital Requirements and Level 3 Assets at U.S. Global Systemically Important Banks

Angela Lu

2020-2021

Electric Utilities and Market Volatility during the COVID-19 Pandemic
Yuting Mao

Informed Options Trading in the Pharmaceutical Industry
Justin S. Rosinski

Impact of Collective Bargaining Power on Corporate Performance and Employee Experience
Perry Singh

An Examination of Trends in NIH Grant Distribution and Potential Biases Involved: A Case Study on HIV and Diabetes Research
Krithiknath Tirupapuliyur

2019-2020
The U.S. Municipal Green Bond Market: An Examination of the Use of Proceeds
Jamison Friedland

The Impact of Data Breaches on Stock Performance
Riazul Islam

The Evolution of the YieldCo Structure in the United States
Mauricio Franco Mitidieri

2018-2019
Rising Interest Rates and the Future of U.S. Commercial Real Estate
Darrick E. Antell

The Information Hypothesis Revisited
A Further Examination of the Performance of Targets of Failed Takeover Attempts
Frederik Corpeleijn

Trading Patterns Centered Around Large Institutional Purchase Events in the Indian Stock Markets
Vikram Gulati

The Tracking Efficiency of Bond ETFs
Daria Kolotiy

2017-2018

Corporate Venture Capital: Stock Market Reactions and Impact on Investee Exit
Tarun Sinha

Should Amazon Be Broken Up? An Analysis of Valuations and U.S. Antitrust Laws in the 21st Century Economy
Dylan Kellachan

Review of New Enhanced Collective Action Clauses in Sovereign Debt Terms and the Resulting Impact on Borrowing Costs
Andrew Kvam

2016-17


Using Text Mining and Machine Learning to Predict the Impact of Quarterly Financial Results on Next Day Stock Performance
Itamar Snir

A Retrospective Empirical Analysis of the Effect of Macroeconomic Events on Merger and Acquisition Announcements
Michael Upex

Creating Value Through Supply Chain Engagement: An Analysis of Three Consumer Products Companies
Nancy Van Way 

U.S. State Tobacco Settlement Revenue Securitizations
Joshua Cain

2015-16

Stock Market Reaction to FDA Breakthrough Therapy Designation:
An Event Study of Capital Market Responses to Pharmaceutical Companies’ Breakthrough Therapy Designation Announcements from 2013 to 2015
Sandra Eva Re

Case Studies on the Future of Regulated Electric Utilities in the US
David Stone


Macroscope of Retailers: An Empirical Analysis of the Relation between Satellite Imagery of Retailers’ Parking Lot Car Counts and their Respective Same-Store Sales and Equity Prices
Ju Tan

Equity Crowdfunding for Independent Film and The JOBS Act: Sizing the Market Potential of Title III
Charlotte Wells

2014-15

Stoyan Georgiev Kiryazov

Valuing the Quality Option Embedded in Futures on German Government Bonds
 
Jeremy Wimmer

The Value of Pharmaceutical Product Line Extensions
 
Tammy Kwan

Twitter Volume and First Day IPO Performance
 
Hadi Zaklouta

The surge in late stage VC funding with non-traditional investor participation: analyzing the impact on post-IPO gains

2013-14

Thomas M. Hamnett

Venture-backed IPOs: Performance from the Public Investor Perspective

Hyung Min Lee
The Impact of Financial Crises on the Economic Values of Financial Conglomerates

Connor Lynagh
Does the Market Reward Accretive Deals? An Investigation of Acquirer Performance and Earnings per Share Accretion

Ines Orozco
An Analysis of the Banking System Structure in Chile, Colombia and Peru in Light of the Creation of the Integrated Latin American Market – MILA Market

2012-13

Shourya Ghosh

A Study of Differences in Standard & Poor’s and Moody’s Corporate Credit Ratings

Kenneth McDermid
An Analysis of Hedge Fund Equity Returns from Public Filings

Joe Mellet
The Impact of Special Dividend Announcements, Insider Ownership, and Tax Increases on US Equity Prices

2011-2012

Samuel Welt
The Debt Ceiling: Economics and Politics

Karen Shortt
 
Oren Livne
 
Ismael Orenstein


2010-2011

Andrew Lieu
An Analysis of Credit Default Swap Auctions and Distressed Bond Markets

Eric Aiese

Fine Tuning in the Markets? An Event Study of Radio Station Transactions, 1995-2009

Aaron Carlton 


The Flash Crash: Effects on S&P 500 Index versus Non-Index Stocks


2009-2010



Benedetta Arese Lucini
Analyzing the ROI of Independently Financed Films: Are there many more “Slumdogs” than “Millionaires”?

Orit Vaknin

The Family Business Risk Profile

Michael Reczek

An Examination of the Value of Covenant-Lite Debt to Issuing Companies  

Denis Cranstoun

Effects of Equity Financing on Valuation of Junior Gold Mining Companies in Recessionary and Post-Recessionary Economic Realities of 2008-2010

Kiran Manda

Stock Market Volatility during the 2008 Financial Crisis


2008-2009



Aparajit Bhandarkar
A Study of Patterns in the Angel Investing Industry

Spencer Jones

Deviations from Covered Interest Parity during the Credit Crisis: An analysis of Foreign Exchange Swaps 2004-2009

Meta Marshall
An Examination of Legislative Risk on Healthcare Company Valuations

Andrew Meyerson

An Analysis of the First-Order Economic Costs of the 2008 FDA Tomato Warning

Nirupama Kulkarni

A Survey of Payment Mechanisms for Public-Private Partnership Transportation Projects: Comparisons of the US, India, and Mexico


2007-2008

Joshua Zacharias
An Investigation of Economies of Scale in Microfinance Institutions 



Mark Faktorovich
Globalization: How Successful are Cross-border Mergers and Acquisitions? 




2006-2007

Harsh Nanda


Do Management Buyouts of US Companies Demand Higher Premiums than UK Companies? Why?



Narendra Chokshi
Challenges Faced In Executing Leveraged Buyouts in India: The Evolution of the Growth Buyout



Andrew MacNamara
Industry Betas and Equilibrium Models: An Alternate Approach to Calculating Risk Measure

Andrew Verdasca
Common Stock PIPE Discounts and Long-Term Performance



Jeven Dew
Terror-Related Events and Stock Returns




2005-2006



Judson Coplan
Diagnosing the DVD Disappointment: A Life Cycle View



Ben Macdonald
Rating Change Timeliness Across Rating Agencies

Shivanker Saxena
Premia in the Indian ADR Market - An Analysis of Trends and Causes



Joe Ryan
Examining Market Reaction to Activist Investor Campaigns by Hedge Funds




2004-2005

John McDowell


A Look at the Market’s Reaction to the Announcements of SEC Investigations



Min Xu
Resolution of Non-Performing Loans in China



Jelena Strelcova
Does Gender Matter? A Comparative Study of Performance of American CEOs



Chris Ireland
An Examination of Distress in the Electric Power Industry



Matias Brechner
Capital Restrictions as an Explanation of Stock Price Distortions during Argentine Financial Collapse: December 2001 – March 2002




2003-2004



Jennifer McCabe
An Examination of the Predictive Abilities of Economic Derivative Markets



Christian Baier
The Migration of Corporate Finance from Banks to Capital Markets in Germany




2002-2003



Ido Gonen
Intra-Industry Effects of Corrective Disclosures: Is Mistrust Contagious?



Ainsley Quiohilag
Effect of ADR Issuance on the Liquidity of the Underlying Stock



Keith Gudhus
Implied Volatility Skews in the Foreign Exchange Market Empirical Evidence from JPY and GBP: 1997-2002



Douglas Creutz
An Examination of the Relationship between Short Selling and Corporate Malfeasance




2001-2002


Matthew Callahan
To Hedge or Not to Hedge…That Is the Question – Empirical Evidence from the North American Gold Mining Industry 1996 - 2000

David Clark
A Study of the Relationship Between Firm Age-At-IPO and Aftermarket Stock Performance



Ashish Dafria
The Rise in Defined Contribution Plans and The Stock Market Boom



Shalini Mahajan
Role of Out-of-Money Options in Executive Compensation



Ritendra Roy
Market Efficiency Effects of Regulation Fair Disclosure



Tuygan Teoman
A Multi-perspective Assessment of Implied Volatility Using S&P 100 and NASDAQ Index Options




2000-2001



Noah E. Butensky
Quantifying the Impact of Option-Based Compensation on Earnings for the 50 Largest U.S. Technology Companies



Stephen E. Cays
A Study on the Measurement and Prediction of the Indirect Costs of Bankruptcy



Philip A. Cusick
Price Effects of Addition or Deletion from the Standard & Poor’s 500 Index: Evidence of Increasing Market Efficiency



Audra L. Low
A Study of Two-Step Spinoffs



Sebastian Ruta
An Examination of Predictors of Long-term Equity Performance After Corporate Spinoffs in the 1990s

Matthew Swope
An Examination of the Impact of Long-Term Growth Estimates




1999-2000



Robert M. Tumarkin
Internet Message Board Activity and Market Efficiency: A Case Study of the Internet Service Sector Using RagingBull.Com



Scott T. Taylor
An Assessment of the Factors Affecting the Credit Quality of Private Power Developers