Glucksman Fellow Research Papers
Glucksman Fellowship Program Student Research Reports
2023-2024
The Association of Public Infrastructure with Social Capital Measures
Aditya Koppikar, Beau Langdon
KYC/AML Technologies in Decentralized Finance (DeFi)
Meng Hou (Raymond) Sak
Do Fluctuations in Mortgage Rates Impact Inventor Mobility?
Melanie Shapsis
Uncertainty Radius Selection in Distributionally Robust Portfolio Optimization
Alice Liu, Sharon Wang
2022-2023
User Accessibility and the Uncertain Future of Blockchain. Does decentralized finance really make finance more readily accessible for users?
Danielle Grossman
Is an increase in Private Equity dry powder due to a lack of Private Equity investment opportunities or increased interest in Private Equity as an asset class?
Rakesh Bawari
The association between social capital and stock market participation
Saskia van Rheenen
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
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