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Strange Stories and Weird Accounts
Get PDFThis thesis is a collection of fiction short stories written in fulfillment of the Master of Fine Arts in Creative Writing at the University of New Orleans. These fabulist stories share a common theme of playing with traditional story forms such as myths, legends, and fairytales. The characters herein struggle with the frustration of being unable to effectively communicate and connect with others
Paint\u27s Peeling
Get PDFIn this paper, I discuss every aspect of the thesis film I made after seven years of film school. I reflect upon the many rewrites, and differences between the original script versus the final product. The paper mentions the process of working with the actors, as well as the visual motifs in the film. Certain obstacles, such as a lack of production designer and the difficulty of obtaining a special effects makeup artist are also discussed. I also go into post-production and things that I would have done differently if I could do it all again. Lastly, I discuss what I have benefitted from going to film school for seven years, as well as what I hope to do in the future with this experienc
Let’s Speak of the Things We Don’t Tell Each Other
No full textA collection of short fiction that examines human loneliness and the animal strength found in isolation
Idiosyncratic Volatility and Interruption Mechanisms in South Korean Stock Markets
Get PDFThe purpose of this study is to examine how the volatility interruption mechanisms affect idiosyncratic volatilities in Korean stock markets. Collecting the South Korea Stock Market (KOSPI) data from June 15, 2015 to March 31, 2019, we collect each residual„ from three different estimated models: CAPM, FF3, and FF5. To estimate the conditional idiosyncratic volatility, we employ two conditional time-varying measurements: GARCH and TGARCH. Our results show that the conditional idiosyncratic volatility increases when stock prices reach the upper and lower static limits, indicating the implementation of adopting static VI mechanism neither stabilize market conditions nor reduce excess volatility along with the existence of price limits. Although market regulators and policymakers improve market conditions with the advanced volatility interruption mechanism, our empirical results show the adverse effect of the mechanism. Not allowing investors to earn above average returns without accepting above average risks makes Korean stock markets inefficient along with advanced volatility interruption mechanisms