Date of Submission

Spring 2015

Academic Programs and Concentrations

Economics and Finance

Project Advisor 1

Dimitri Papadimitriou

Abstract/Artist's Statement

This project looks to examine the behavior of the S&P 500 and the U.S. 10-year Treasury Rate through quantitative regression analysis in response to the specific frequency of certain words and expressions from the FOMC Statements, the press releases that are released by the FOMC Committee after their yearly scheduled meetings. The quantitative models developed look to identify and describe the behavioral aspect that rises from the repetition and frequency of the specific words and expressions and suggest, through literature background, as to why such repetition and frequency phenomena is a mood and behavioral effect that arises from market participants.

Open Access Agreement

On-Campus only

Creative Commons License

Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 License.

This work is protected by a Creative Commons license. Any use not permitted under that license is prohibited.

Bard Off-campus Download

Bard College faculty, staff, and students can login from off-campus by clicking on the Off-campus Download button and entering their Bard username and password.