The Herbert Brown Mayo Award Research Archive
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.