Graduate Theses & Dissertations

Relationship between Virginity Scripts and Precoital Sexual Behaviour
Past research has examined the influence of cultural scripts on our first coital experience, but the impact of virginity scripts on precoital sexual behaviour remains unknown. The purpose of this study sought to examine the link between Carpenter’s (2001) cognitive frameworks of virginity and precoital sexual behaviour. Two hundred and forty eight participants (32 men, 215 women, and one unknown) were recruited from a Canadian university, all of whom had experienced precoital behaviour and first sexual intercourse. The findings indicated that past precoital behaviour and coital behaviour with first sexual partner had different relationship patterns with respect to virginity scripts. Virginity scripts were also related to current sexual sensation seeking, motivation for erotic arousal, sexual compatibility, comfort with sexuality, and approach to sexual relationships. Author Keywords: precoital sexual behaviour, sexual scripts, virginity frameworks, virginity loss
Effect of Listing a Stock on the S&P 500 Index on the Stock’s Volatility
This paper investigates the effect of listing a stock on the S&P 500 Index on the stock’s volatility, using various econometrics models: GARCH and EGARCH. The study mainly addresses three issues; firstly, it analyzes stock volatility in two sub-periods, secondly, it determines whether the announcement can account for the fluctuations in the price of the stock, and finally, it investigates the change in the stock’s variance. After isolating the effects of external and industry shock by using the returns on the S&P 500 Index as a proxy, the author finds evidence of structural change in the volatility of stocks after that stock is added to the index. Additionally, the existence of a dominant symmetric effect, which captures the response of volatility to news, indicate that following the onset of including the stock on the index, information flowing into the market increased. However, the rate at which old news is captured in price falls. The empirical evidence also suggests that on average a stocks variance falls and that the announcement to list a stock on the index has little effect on the stock’s price. Author Keywords: EGARCH, GARCH, S&P 500 Index, Symmetric Effect, Volatility

Search Our Digital Collections

Query

Enabled Filters

  • (-) ≠ Reid
  • (-) ≠ Doctor of Philosophy
  • (-) ≠ Murray
  • (-) ≠ Bowman
  • (-) ≠ English (Public Texts)
  • (-) = Williams
  • (-) ≠ McConnell

Filter Results

Date

2010 - 2020
(decades)
Specify date range: Show
Format: 2020/02/19

Last Name (Other)