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You searched for +publisher:"Florida International University" +contributor:("Sungu Armagan"). Showing records 1 – 2 of 2 total matches.

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Florida International University

1. Roofe Sattlethight, Andrea. The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds.

Degree: PhD, Business Administration, 2011, Florida International University

The current study applies a two-state switching regression model to examine the behavior of a hypothetical portfolio of ten socially responsible (SRI) equity mutual funds during the expansion and contraction phases of US business cycles between April 1991 and June 2009, based on the Carhart four-factor model, using monthly data. The model identified a business cycle effect on the performance of SRI equity mutual funds. Fund returns were less volatile during expansion/peaks than during contraction/troughs, as indicated by the standard deviation of returns. During contraction/troughs, fund excess returns were explained by the differential in returns between small and large companies, the difference between the returns on stocks trading at high and low Book-to-Market Value, the market excess return over the risk-free rate, and fund objective. During contraction/troughs, smaller companies offered higher returns than larger companies (ci = 0.26, p = 0.01), undervalued stocks out-performed high growth stocks (hi = 0.39, p i = 0.01, p = 0.02). The hypothetical SRI portfolio was less risky than the market (bi = 0.74, p i = -0.01, p = 0.03). The hypothetical SRI portfolio exhibited similar risk as the market (bi = 0.93, p Advisors/Committee Members: Karen Paul, Sungu Armagan, William Newburry, Paulette Johnson.

Subjects/Keywords: business cycle; CAPM; Carhart; switching regression; SRI; mutual fund; socially responsible

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APA (6th Edition):

Roofe Sattlethight, A. (2011). The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds. (Doctoral Dissertation). Florida International University. Retrieved from http://digitalcommons.fiu.edu/etd/525 ; 10.25148/etd.FI11120901 ; FI11120901

Chicago Manual of Style (16th Edition):

Roofe Sattlethight, Andrea. “The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds.” 2011. Doctoral Dissertation, Florida International University. Accessed March 23, 2019. http://digitalcommons.fiu.edu/etd/525 ; 10.25148/etd.FI11120901 ; FI11120901.

MLA Handbook (7th Edition):

Roofe Sattlethight, Andrea. “The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds.” 2011. Web. 23 Mar 2019.

Vancouver:

Roofe Sattlethight A. The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds. [Internet] [Doctoral dissertation]. Florida International University; 2011. [cited 2019 Mar 23]. Available from: http://digitalcommons.fiu.edu/etd/525 ; 10.25148/etd.FI11120901 ; FI11120901.

Council of Science Editors:

Roofe Sattlethight A. The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds. [Doctoral Dissertation]. Florida International University; 2011. Available from: http://digitalcommons.fiu.edu/etd/525 ; 10.25148/etd.FI11120901 ; FI11120901

2. Cartaya, Eric. Personality and Performance: Assessing the Mediating Role of Mental Model Formation in the Personality-Performance Relationship.

Degree: PhD, Business Administration, 2012, Florida International University

Personality has long been linked to performance. Evolutions in this relationship have brought forward new questions regarding the true nature of how personality impacts performance. Both direct and indirect relationships have been proven significant. This study further investigated potential indirect relationships by including a mediating variable, mental model formation, in the personality-performance relationship. Undergraduate students were assessed in a 6-week period, Time 1 - Time 2 experiment. Conceptualizations of personality included measures of the Big 5 model and Self-efficacy, with performance measured by content quiz and overall course scores. Findings showed that the Big 5 personality traits, extraversion and agreeableness, positively and significantly impacted commonality with the instructor’s mental model. However, commonality with the instructor’s mental model did not impact performance. In comparison, commonality with an expert mental model positively and significantly impacted performance for both the content quiz and overall course score. Furthermore, similarity with an expert mental model positively and significantly impacted overall course performance. Hypothesized full mediation of mental model formation for the personality-performance relationship was not supported due to a lack of direct effect relationships required for mediation. However, a revised conceptualization of results emerged. Findings from the current study point to the novel and unique role mental models play in the personality-performance relationship. While personality traits do impact mental model formation, accuracy in the mental models formed is critical to performance. Advisors/Committee Members: Galen Kroeck, Sungu Armagan, Nancy Borkowski, Nathan Hiller.

Subjects/Keywords: personality; performance; mental models; training; knowledge transfer; learning; the big 5; general self-efficacy

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cartaya, E. (2012). Personality and Performance: Assessing the Mediating Role of Mental Model Formation in the Personality-Performance Relationship. (Doctoral Dissertation). Florida International University. Retrieved from http://digitalcommons.fiu.edu/etd/790 ; 10.25148/etd.FI12120517 ; FI12120517

Chicago Manual of Style (16th Edition):

Cartaya, Eric. “Personality and Performance: Assessing the Mediating Role of Mental Model Formation in the Personality-Performance Relationship.” 2012. Doctoral Dissertation, Florida International University. Accessed March 23, 2019. http://digitalcommons.fiu.edu/etd/790 ; 10.25148/etd.FI12120517 ; FI12120517.

MLA Handbook (7th Edition):

Cartaya, Eric. “Personality and Performance: Assessing the Mediating Role of Mental Model Formation in the Personality-Performance Relationship.” 2012. Web. 23 Mar 2019.

Vancouver:

Cartaya E. Personality and Performance: Assessing the Mediating Role of Mental Model Formation in the Personality-Performance Relationship. [Internet] [Doctoral dissertation]. Florida International University; 2012. [cited 2019 Mar 23]. Available from: http://digitalcommons.fiu.edu/etd/790 ; 10.25148/etd.FI12120517 ; FI12120517.

Council of Science Editors:

Cartaya E. Personality and Performance: Assessing the Mediating Role of Mental Model Formation in the Personality-Performance Relationship. [Doctoral Dissertation]. Florida International University; 2012. Available from: http://digitalcommons.fiu.edu/etd/790 ; 10.25148/etd.FI12120517 ; FI12120517

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