Sample Group Papers

From 2013:

1.  Dow Changes

  • Changes in the Dow: An Event Study  by David Abers, Alex Goldman, Justin Laurenzo, and Greg Reichardt

  • Changes in the DJIA: More than What Meets the Eye by Madhumita Chandrashekhar, Anurag Jain, Shivani Janani, and Dhruv Sehgal

2.  UK/US Exchange Rate

  • UK/US Exchange Rate by Cassio Dominques, Veena Kalwani, Rishabh Kothari, and Luiz Engel Secco

  • U.S./U.K. Exchange Rate: A Statistical Analysis by Gabriel Di Capua, Fabio Rabinovich, Lorenzo Salazar, and Peter Van Noppen

  • UK/US Exchange Rate:  A study examining a set of financial and economic variables that could influence the UK/US exchange rate by Eveline Dang, Anushka Doshi, Apruv Jhawar, and Hansen So

3.  Computer Glitches

  • Capital Market Disruptions by Sanjay Desari, Thomas Gallagher, Aangi Kothari, and Sean Wright

  • Computer Glitches   by Tom Callahan, Michael Driscoll, Kyle Gietzen, and Troy Starrett

  • High Speed Crashing: BATS IPO by Fatema AlBader, Sae Young Lee, Abdullah Razooqi, Philip von Koss

  • Equity Trading in Dark Pools by Meher Jadhwani, Sagar Jain, Chelsea Owyeung, and Vani Patro

4.  OIL

  • WTI & Brent: The Two Giants of the Crude Oil Market by Rahul Daryanani, Mattias Huebner, Morgan Keith, and Varun Sachdeva

  • OIL: A Statistical Analysis of West Texas Intermediate and Brent Crude by Adam Jarolimek, Joseph Lorusso, T. Carter Walsh, and Phil Yudin

5.  Indian Exchange Rate

  • Indian Rupee:  Is it Really Unpredictable? by Stephanie Boenawan, Connor Boyen, Aydarbek Kurbansho, and  Mirela Tadic

  • INR to USD Currency Exchange Rate:  What factors significantly affect the INR to USD currency exchange rate? by Rishav Bansal, Manusha Chereddy, Kairavi Mehta, and Hendry Susanto

  • Indian Exchange Rate by Nicole Heavern, Matthew Palazini,  Rui Wang, and Joe Zavertnik

6.  Other Topics

  • Longing for Leverage?  Examination of leveraged loan volume and the underlying drivers impacting the market by Joshua Blond, Laura Haime, Dan Shaffer, and Robert Stockbridge

  • 10-Year Treasury Yield by Emily Aliberti, Dillon Gonzalez, and Connor Hayes