A series of small- to moderate-sized earthquakes occurred in Arkansas, Oklahoma and Texas from 2010 to 2012, coinciding with the arrival of the EarthScope Transportable Array (TA). The data the TA recorded from those earthquakes provide a unique opportunity to study attenuation of the Lg phase in the mid-continent and Gulf Coastal region. The TA data reveal previously unrecognized regional variability of ground motion propagation in the central United States. A study of the Fourier amplitude spectra shows the Lg phase exhibiting strong attenuation for ray paths from Arkansas, southwest through the Ouachita Orogenic Belt and into central Texas, and south into the Gulf Coastal region. Less attenuation is seen in central Texas for ray paths extending directly south from Oklahoma, though attenuation remains strong along the Gulf Coast. In contrast, ray paths to the north, regardless of source location, exhibit very little attenuation, especially in northern Missouri and southern Iowa. Regression models that incorporate near-receiver (distance-independent) attenuation due to thick sediments in the Gulf Coastal Plain successfully reduce path-related bias in the regression residuals for stations near the Gulf Coast. Dividing the central United States into three regions (the Gulf Coastal Plain, the Great Plains and the Midwest) further reduced bias, and allowed for the development of Q models in the Gulf Coastal Plain and the Great Plains. In the Gulf Coastal Plain, the Q model for that part of the ray path through the basement, from the earthquake to the base of the sediment deposits below the receiver, was found to be Q=(295±11)*f^(0.645±0.029). The model for attenuation in the sediment section near the receiver in the Gulf Coastal Plain is Q=(72±6.7)*f^(0.32±0.06) (velocity through the sediments is unconfirmed but thought to be approximately 1 km/s). The Q model for the Great Plains is  Q=(692±61.3)*f^(0.43±0.07). The Midwest region exhibited extremely complicated behavior: the data indicate little or no attenuation of amplitudes in the frequency band from approximately 0.7 to 2.0 Hz. As a consequence, Q in the Midwest region in that frequency range could not be realistically determined. / Master of Science

Through the use of natural history records, published literature, and personal sampling (2011-2016) a total of 454 caddisfly species represented by 24 families and 93 genera were documented from the south-central United States. Two Hydroptilidae species were collected during the 2011-2016 collection efforts that are new to the region: Hydroptilia scheringi and Mayatrichia tuscaloosa. Eightteen species are endemic and 30 are considered species of concern by either federal or state agencies. The majority of each of these groups is Hydroptilidae, or microcaddisflies. Trichoptera community structure, by minimum number of species, was analysed in conjunction with large-scale geographical factors to determine which factor illustrated caddisfly community structure across the region. Physiographic provinces compared to other geographic factors analyzed best-represented caddisfly communities with a minimum of 10 or more species. Statistically, Hydrologic Unit Code 4 (HUC 4) was the most significant geographical factor but low number of samples representing this variable rendered it less representative of caddisfly community structure for the study area.

During the Great Recession of 2007 and 2008, liquidity and credit dried up, threatening the stability of financial institutions, particularly the banking firms. Traditional source of funds from the last resort, the Discount Window of the Federal Reserve System, failed to remedy the liquidity problem. To assuage the liquidity and credit problem, the Federal Reserve System established several emergency lending facilities and provided unprecedented amount of loans to the banking industry. Using a dataset published by Bloomberg LLP in the aftermaths of the financial crisis, which contains daily loan balances from the Fed, I conduct an event study to test whether financial markets are efficient in reflecting all public, anticipated and classified information in security prices. The most important contribution of this dissertation to the finance discipline and literature is the investigation and analysis of the Fed’s unprecedented loans to the banking industry during the Great Recession and the market reaction to it. The second major contribution of this study is the empirical test of strong form efficient market hypothesis, which has not been feasible due to legal data challenges. This dissertation has other contributions to the finance discipline and banking research. First, I develop an algorithm for measuring the amount of borrowing by banks. Second, I introduce a new “loan balance” ratio to traditional list of bank financial ratios. Third, I use event study methodologies to allow for cross-correlation, heteroscedasticity and event induced-variance change in studying US banks’ performance during the Great Recession.