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Investigating the Effect of AI Use Disclosure and Identity on Faculty Evaluation
This study examines how professors\u27 disclosure of artificial intelligence (AI) use affects student evaluations and whether these effects vary by professor ethnicity and gender. Participants reviewed identical course materials attributed to professors varying in gender and ethnicity (Asian, Black, Hispanic), with half explicitly disclosing AI use in material preparation. Results revealed that professors who disclosed AI use received significantly lower ratings across all evaluation dimensions. Furthermore, ethnicity interacted significantly with disclosure—Asian professors experienced the most substantial negative impact, Hispanic professors showed moderate negative effects, and Black professors demonstrated minimal differences between disclosure conditions. No significant gender effects were observed. These findings suggest that mandatory AI disclosure policies could negatively impact certain faculty groups, highlighting the need for nuanced institutional approaches that balance transparency with equity in faculty evaluation
Improving the Coverage of the DuPont Approach of Financial Analysis in Finance Courses Through the Use of the Net Leverage Multiplier
This paper points out a deficiency in the coverage of the DuPont system of financial analysis in most finance textbooks and provides an alternative that more accurately aligns the analytical measures to the factors affecting a firm’s return on equity. Furthermore, we analyze data on firms to determine the extent to which the recommended alternative differs from the “standard” measures
Estimating Security Returns Variance: A Review of Techniques for Classroom Discussion
The typical financial management or investments textbook offers variance as a security risk measure, though usually omitting significant discussion concerning drawbacks to standard historical variance estimators and failing to discuss various alternatives to them. This paper reviews alternative variance estimation procedures, the most commonly used of non-relative risk measures. This review paper is intended to draw together variance estimation procedures from a number of sources for undergraduate or M.B.A. finance instructors intending to provide a more complete applications-oriented classroom discussion of risk measurement. Methodologies discussed here include traditional sample variance estimates, extreme value estimators, Black-Scholes implied volatility and AutoRegressive techniques