Date of Submission
Academic Programs and Concentrations
Economics and Finance
Project Advisor 1
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
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 License.
Gadelha, Carlos Lobao, "Words that determine Action - a Study on FOMC statements" (2015). Senior Projects Spring 2015. 238.
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