Independent Work Requirement
In addition to completing the core and elective course requirements, all finance certificate students must write an independent work in finance.
- ECO majors must write a senior thesis with significant finance content.
- ORF majors must write either a senior thesis (ORF 478) or an independent project (ORF 479) deemed equivalent by the ORF department. In either case, the independent work must contain significant finance content.
- Certificate students concentrating in other departments have the option of incorporating finance into at least one chapter of their senior thesis, focusing their junior paper written under the direct supervision of a faculty member assigned to them by their department, or submitting a separate independent paper.
Non-ECO/ORF students who would like to submit an independent paper can choose to:
- Submit a paper done in conjunction with one of the two core courses (ECO 362 or ECO 363)
- Write a separate independent paper. All independent papers should be at least 12-15 pages long and contain significant finance content. If an advisor is needed to help with the independent paper, the PR will assign a master in finance student for one semester during their senior year.
There is a wide range of possibilities for topics that could satisfy both the program and a department. Some examples: in Art and Archaeology, art prices as reflections of changing cultural and aesthetic tastes; in Civil and Environmental Engineering, the financial feasibility of wind farms; in English, literary portrayals of the social effects of economic depression; in History, the history of the Japanese stock exchange; in Music, the funding of 18th century composers; in Politics, the changing character of securities regulation; in Psychology, any topic in behavioral finance.
The Program Representative (PR) can provide advice about the suitability of a proposed topic.
In all cases, the primary thrust of the independent work is issues or methods drawn from finance.
Deadline for the independent work:
- Senior Thesis deadline is the same deadline as for your department major
- Independent Paper deadline is Dean’s Date for spring term.
All papers will require a one paragraph summary or abstract of the paper’s finance content and the name of the advisor who assisted with the thesis or paper. The PR will review all papers and confirm that the work did indeed include significant finance. Faculty advisors who are uncertain about whether the finance requirement has been satisfied are encouraged to ask the PR for his opinion.
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2012 Senior Thesis and Independent Work by Major
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CHEMISTRY
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The Impact of the Global Financial Crisis on Momentum Profits in the Commodity Futures Market
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ISNetworld
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Sterling Biomedical, Inc
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COMPUTER SCIENCE
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Playing in the Markets: A Reinforcement Learning Approach to Automated Market Making
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Weather to Buy or Sell: How Sunshine Changes Wall Street’s Performance
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Modeling Cascading Failures in Financial Networks James Luo ECO Asset Pricing Implications of Information Asymmetries in Large Investor Networks
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ECONOMICS
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Can Algorithmic Trading Strategies Outperform Benchmark Indices? An Empirical Test of the Efficient Market Hypothesis
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Credit Rating Agencies and Ratings Inflation
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Deconstructing the Wage Premium in the United States Investment Banking Industry
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Macroeconomics of the Medium Run
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Sustainability Sentiments: Evidence from Constituent Changes to the FTSE4Good
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A Ratings Roadblock: How the Issuer Pay Model Left Rating Agencies Unable to Properly Rate Debt
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How Yesterday’s Merchants of Venice Led to Today’s Margins and Volatility: An Intermediation-Based Comparative Approach to the Leverage Cycle
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An Empirical Analysis of the Liquidity and Tax Disadvantage of Tips and Their Effect on Treasury Borrowing Costs
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Price Divergence Between Dual-listed A and H-shares: The Roles of Speculation, Market Liquidity, and Arbitrage
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A Test of the Expectations Hypothesis of the Term Structure of Sovereign Credit Default Swaps: Is Sovereign Risk Premium Time-Varying?
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Are You in or Are You Out: The Effect of Social Interaction on Household Market Participation in a Post-Crash Market
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Post-Acquisition Anomaly Revisited
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Battle-Ready Behavior: Market Volatility and Corporate Finance Through the Financial Crisis
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“Spillovers” from the Environment to Equities: Investor Sentiment from Oil Spills and U.S. Stock Performance
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Passenger Reaction Aboard a Sinking Ship: Market Response to the Events of the European Sovereign Debt Crisis
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Internal Migration in the Great Recession: Trends, Determinants, and Returns
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Agricultural Commodity Futures: Evidence on Seasonality and Forecast Power
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The Efficiency of the Chinese Stock Markets: An Empirical Analysis of Pricing Anomalies in the Context of Disagreement Models
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The Impact of High-Frequency Trading on Market Quality in Systematically Volatile Equity Markets
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China and India Firms & Limitations of Event Study Method
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The Application of a Four-Factor Asset-Pricing Model in the Chinese Stock Market
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Understanding Catastrophe Bond Pricing: Empirical and Theoretical Approaches
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Bank-Dependent versus Bond-Issuing Firms: An Analysis of Monetary Tightening in India
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Effect of Acquirers’ Venture Capital-Backing On Their Announcement Period Abnormal Returns
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Executive Turnover and Firm Performance in Brazil: An Empirical Investigation
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The Effect of U.S. Unemployment Rate Announcements on Chinese Stock Returns: A Comparison of Pre- and Post-Chinese W.T.O. Accession
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A Comparison of Bank Competition Indicators and their Relation to Financial Access
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An Empirical Study of Return and Volatility Spillover Effects of Cross- Listed Companies across Hong Kong, Chinese, and US Markets
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A Macro Stress Testing Framework of Liquidity Risk in the Latin American Banking Sector
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Game of Trends: Institutional Ownership, Short Selling, and the Post-Earning Announcement Drift
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Hospice Ownership: The Impact of Profit Status on the Quality and Cost of End-of-Life Care in California
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Information Shocks and Bubble Crashes
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Exploring the Effects of Sports Lockouts on Attendance in the NBA and NHL: Are Sports Substitute Goods?
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An Analysis of RMB Valuation on the Yield of Dim Sum Bonds: Macroeconomic Factors and Evidence from the Non-Deliverable Forwards Market
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ELECTRICAL ENGINEERING
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Do the Size Effect and Price-to-Book Effect Exist in India
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Building an Algorithmic Trading Platform & Developing Automated Trading Algorithms
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ENGLISH
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Online Payment Systems for the News Industry
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GEOSCIENCES
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Financial Viability of Soil Carbon Sequestration in the Amazon: Opportunities and Challenges
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HISTORY
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Rising Dragon and Crouching Peacock: A Comparative Event Study of Shareholder Value Effects of Cross-Border Acquisitions by The House that Wald Built: An Examination of the Holistic Approach to Healthcare at Lillian D. Wald’s Henry Street Settlement
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MATHEMATICS
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The Relative Performance of Equal-Weighted and Cap-Weighted Portfolios Across s Deciles
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Analytical Approaches to Calculating Value-at-Risk of a Quadratic Approximation of a Stock and Options Portfolio
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MECHANICAL ENGINEERING
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“Heterogeneous Beliefs, Short Sales Constraints and German Equity Returns Around Earnings Announcement Dates”
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OPERATIONS RESEARCH AND FINANCIAL ENGINEERING
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Online Portfolio Selection in U.S. and Emerging Markets Equities
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Adding the Missing Player: The Effect of Including Consumers in the Oil Futures Market
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Imitating Masters: On Replicating the Investment Returns of Fine Art
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Analyzing, Modeling, & Trading the NASDAQ Crosses
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Over or Under: Using Machine Learning Techniques to Beat NCAA Football Totals
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A Comparison of Methods of Pricing Spread Options in Markets with Transaction Costs
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Explaining Credit Default Swap
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Simulation Techniques for Bayesian Image Recovery in Lenz-Family Models
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Grid Impacts of Charging Electric Vehicles in Urban Areas: A Case Study of Queens, NY
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Replication and Comparison of Commodity Futures Trading Strategies
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Natural Gas Power Generation in the Presence of Wind: A Mixed Integer Linear Programming Approach to the Hour-Ahead Unit Commitment Problem
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Analyzing the Regional Greenhouse Gas Initiative: A Model of Carbon Dioxide Emissions in New Jersey
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Application of Recombining Stochastic Volatility Trees
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Too Big to Fail: A Market Study of the Banking Consolidation Phenomenon on Wall Street
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Future Prospects of OPEC and the Oil Market
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Dynamic Pricing of Electric Vehicle Charging Locations: An Application of Optimal Learning
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Leading Industries: Evidence from Emerging Markets and Application of Regime-Switching Models
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PHILOSOPHY
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An Examination of Firm Value and Leverage Under the Modigliani-Miller Propositions and Agency Theory
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POLITICS
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To Get Rich is Glorious: The Politics of Stock Issuance in the Chinese Capital Market
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PSYCHOLOGY
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Understanding the Biases that Affect Investment Behavior and the Subsequent Market Outcomes
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WOODROW WILSON
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Politics over Property: Effects of the Housing Market on Presidential Approval and Public Opinion
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Sovereign Debt: Levers Long Enough to Move the Earth
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