This thesis studies the sources of the returns from the momentum strategy and attempts to find some hints for the heated debate on the market efficiency hypothesis over the past twenty years. By decomposing the momentum returns from a mathematical model, we investigate directly the contributors and their relative importance in generating these momentum returns. Our empirical results support that autocorrelation of own stock returns is one of the driving forces for the momentum expected returns. The magnitude of the autocorrelation decreases as the ranking period becomes more remote. The second important source comes from the cross-sectional variation of the expected returns in the winner and loser portfolios at a given time. The third important source is the difference of the expected returns between the winner and loser portfolios. To our surprise, the cross-autocovariance does not contribute much to the momentum expected returns. Thus, the lead-lag effect can cause momentum returns, but its impact is not as significant as we had anticipated. More importantly, by changing the weights of the winner and loser portfolios, we find that the own-autocovariance of the winner portfolio is almost negligible, compared to that of the loser portfolio. The returns of the winners are much more random than those of the losers. This asymmetric own-autocovariance found in the return decomposition provides another underlying explanation to the recent finding that the contribution of the winner and loser portfolios to the momentum returns is asymmetric, and it is the losers, rather than the winners, that drive the momentum returns. Therefore, the market may not be as efficient as we believed before.

This thesis examines the British aristocracy in the twentieth century as perceived in contemporary writing. It asserts that the image of the aristocracy is heavily marked by and perpetuated by the use of nostalgia. It also explores the idea that the contemporary members of the aristocracy utilize the existence of nostalgia as a way to commodify their past social history for profit.

It wasn't his father's beaming face that greeted Yusuf. It was his mother's, frigid and encased in a white orna, the frayed edges of which she had trapped between her teeth. "It's getting late," she whispered to him. Shafts of bright early sunlight leaked through the curtains, attracting mosquitoes to the windowpane. Beyond it, the neighborhood was slowly waking up on the happiest day of the year. "Get up, Yusuf, please. You have to go to the mosque."

This paper is a collection of examinations into various topics in the nonfiction works of Joan Didion. The chapters are written from a personal perspective and delve into themes most meaningful to the author. The paper begins by probing Didion’s treatment of feminism and her opinions towards female figures in society, namely Lucille Maxwell and Georgia O’Keeffe. Didion’s essay “Georgia O’Keeffe” serves as a transition from feminist issues to a discussion of how “style is character” and the extent to which writing is an aggressive and hostile act. Didion’s assertion that writing is an invasion of sorts opens an exploration into the way writing is an act of communication and Didion’s strength of diction. Finally, this thesis concludes with a discussion of how Didion uses her private notebooks as a format for communication with herself, paying special attention to the importance of “nodding terms with the people we used to be.”

Original short story.

Artists' book utilizing cross disciplinary media.

I. Introduction II. Chris Burden III. Edward Kienholz IV. Wafaa Bilal V. Conclusion Appendix A: Images Appendix B: Bibliography

Multiple activists challenge the established development paradigm, prioritizing issues such as human rights, economic justice and environmental sustainability, as opposed to neoliberal development’s focus on macroeconomics and corporations. These activists include Dr. Vandana Shiva. Well-renowned activists, academics and politicians criticize the stances that Shiva takes on globalization and development issues, claiming that they are uninformed, too radical or misguided. These thoughts provoke the core question of this thesis—do Vandana Shiva’s theories and practices promote just, sustainable development?

In the “Introduction,” I discuss how the works presented in this “creative” thesis draw upon traditions of both experimental fiction and realism. The novella makes up Volume I of a longer work. The episodes in the life of the protagonist are depicted in chronological order, but not as chapters in a seamless narrative. In constructing the novella in this way, I attempted to convey how an individual might, for reasons peculiar to himself, choose to view certain moments of his life as turning points. But I do not rely upon the first-person point of view. By using a third-person limited, a third-person omniscient and “second-person” narrative voice in several of the chapters, I hoped, in part, to give to the representation of the “the life of Donovan Jewell” the quality of the “case study.” Each of the “two stories” following the novella is meant to stand alone. Written in the present tense, they both offer intimations of a coming family crisis—or perhaps of a crisis that will be forever postponed.

Isabel, a forty-year-old woman, measured her successes and failures against her perfect sister Natalies. But after Natalie is murdered by her husband, Isabels identity unravels as she picks up the pieces of her sisters life and becomes the mother substitute for Natalies daughter. While Isabel tries to understand how Natalies life spiraled out of control, she develops feelings for a horse trainer named Sam. As Isabel discovers that her sister was having an affair, Isabel and Sam begin a relationship of their own. However, conflicts arise when clues implicate Sam as Natalies lover. Isabel retreats, and realizes she will have to stop seeing Sam unless she can prove that he wasnt involved Natalie. She is about to call it quits when Sam reveals the truth about his past. Isabel is then pretty sure he wasnt involved with Natalie, but shes still afraid to trust.