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In 2021:

Explaining US Stock Market Directions using Technical Indicators and Investor Sentiment by Hanlin Liu

In 2020:

Index Tracking With Moment Conditions by Hanzhao Yang

Is the Fama-French Three Factor Model Relevant for Asia? by Yimeng Hua and Wencheng Zhang

In 2019:

Market Regime Classification Using Correlation Networks by Fan Zhu and Cedric Nam

Is Geopolitical Risk a Genuine Factor of the Financial Market? by Zhizhuo Wang and Yanchu Zhou

In 2017:

“Migration Status and Loan Default” by Ruyang Chengan and Jin Xi

“Crowdsourcing Forecasts of NonFarm Payrolls”by Peter Murphy and Amar Patel

“Portfolio Diversification and Return Benefits by REIT Property Types” by Zicheng Ye and Diana Song

In 2016:

Tax Delinquency and Location Efficiency, Evidence from Wake County, NC” by Ariana Vaisey

“Does Chinese Monetary Policy React to Her Stock Market?” by Jiaxi Li

In 2015:

The High Frequency Impact of News on Foreign Exchange Returns” by Ben Horlick and Paul Kushner

Mean-Semivariance Portfolio Optimization, Skewness, and Modified Value at Risk” by Youndong Liu and Longxuan Wang

In 2014:

Extracting Market Implied Earnings from Equity Market Data”  by Carter Bryson, Jesse Meredith, and Meiyao Tysinger

In 2013:

“Don’t be late: Examining the cost of latency” by Aakash Patel and Yize Wang


Thanks to Herbert Brown Mayo for his financial support.  All of these students were advised by Michael Aguilar, Teaching Associate Professor; thanks as well to him for his mentoring over the years.