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- All Subjects: Songs (High voice) with piano
ContributorsWasbotten, Leia (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-30
Description
Libby Larsen is one of the most performed and acclaimed composers today. She is a spirited, compelling, and sensitive composer whose music enhances the poetry of America's most prominent authors. Notable among her works are song cycles for soprano based on the poetry of female writers, among them novelist and poet Willa Cather (1873-1947). Larsen has produced two song cycles on works from Cather's substantial output of fiction: one based on Cather's short story, "Eric Hermannson's Soul," titled Margaret Songs: Three Songs from Willa Cather (1996); and later, My Antonia (2000), based on Cather's novel of the same title. In Margaret Songs, Cather's poetry and short stories--specifically the character of Margaret Elliot--combine with Larsen's unique compositional style to create a surprising collaboration. This study explores how Larsen in these songs delves into the emotional and psychological depths of Margaret's character, not fully formed by Cather. It is only through Larsen's music and Cather's poetry that Margaret's journey through self-discovery and love become fully realized. This song cycle is a glimpse through the eyes of two prominent female artists on the societal pressures placed upon Margaret's character, many of which still resonate with women in today's culture. This study examines the work Margaret Songs by discussing Willa Cather, her musical influences, and the conditions surrounding the writing of "Eric Hermannson's Soul." It looks also into Cather's influence on Libby Larsen and the commission leading to Margaret Songs. Finally, a description of the musical, dramatic, and textual content of the songs completes this interpretation of the interactions of Willa Cather, Libby Larsen, and the character of Margaret Elliot.
ContributorsMcLain, Christi Marie (Author) / FitzPatrick, Carole (Thesis advisor) / Dreyfoos, Dale (Committee member) / Holbrook, Amy (Committee member) / Ryan, Russell (Committee member) / Arizona State University (Publisher)
Created2013
Discovering Puerto Rican art song: a research project on four art song works by Héctor Campos Parsi
Description
Puerto Rico has produced many important composers who have contributed to the musical culture of the nation during the last 200 years. However, a considerable amount of their music has proven to be difficult to access and may contain numerous errors. This research project intends to contribute to the accessibility of such music and to encourage similar studies of Puerto Rican music. This study focuses on the music of Héctor Campos Parsi (1922-1998), one of the most prominent composers of the 20th century in Puerto Rico. After an overview of the historical background of music on the island and the biography of the composer, four works from his art song repertoire are given for detailed examination. A product of this study is the first corrected edition of his cycles Canciones de Cielo y Agua, Tres Poemas de Corretjer, Los Paréntesis, and the song Majestad Negra. These compositions date from 1947 to 1959, and reflect both the European and nationalistic writing styles of the composer during this time. Data for these corrections have been obtained from the composer's manuscripts, published and unpublished editions, and published recordings. The corrected scores are ready for publication and a compact disc of this repertoire, performed by soprano Melliangee Pérez and the author, has been recorded to bring to life these revisions. Despite the best intentions of the author, the various copyright issues have yet to be resolved. It is hoped that this document will provide the foundation for a resolution and that these important works will be available for public performance and study in the near future.
ContributorsRodríguez Morales, Luis F., 1980- (Author) / Campbell, Andrew (Thesis advisor) / Buck, Elizabeth (Committee member) / Holbrook, Amy (Committee member) / Kopta, Anne (Committee member) / Ryan, Russell (Committee member) / Arizona State University (Publisher)
Created2013
ContributorsYi, Joyce (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-22
Description
In this study, I test whether firms reduce the information asymmetry stemming from the political process by investing in political connections. I expect that connected firms enjoy differential access to relevant political information, and use this information to mitigate the negative consequences of political uncertainty. I investigate this construct in the context of firm-specific investment, where prior literature has documented a negative relation between investment and uncertainty. Specifically, I regress firm investment levels on the interaction of time-varying political uncertainty and the degree of a firm's political connectedness, controlling for determinants of investment, political participation, general macroeconomic conditions, and firm and time-period fixed effects. Consistent with prior work, I first document that firm-specific investment levels are significantly lower during periods of increased uncertainty, defined as the year leading up to a national election. I then assess the extent that political connections offset the negative effect of political uncertainty. Consistent with my hypothesis, I document the mitigating effect of political connections on the negative relation between investment levels and political uncertainty. These findings are robust to controls for alternative explanations related to the pre-electoral manipulation hypothesis and industry-level political participation. These findings are also robust to alternative specifications designed to address the possibility that time-invariant firm characteristics are driving the observed results. I also examine whether investors consider time-varying political uncertainty and the mitigating effect of political connections when capitalizing current earnings news. I find support that the earnings-response coefficient is lower during periods of increased uncertainty. However, I do not find evidence that investors incorporate the value relevant information in political connections as a mitigating factor.
ContributorsWellman, Laura (Author) / Dhaliwal, Dan (Thesis advisor) / Hillegeist, Stephen (Thesis advisor) / Walther, Beverly (Committee member) / Mikhail, Mike (Committee member) / Hillman, Amy (Committee member) / Brown, Jenny (Committee member) / Arizona State University (Publisher)
Created2014
ContributorsCummiskey, Hannah (Performer) / Kim, Olga (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-23
ContributorsEvans, Emily (Performer) / Sherrill, Amanda (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-02
Description
Exchange traded funds (ETFs) in many ways are similar to more traditional closed-end mutual funds, although thee differ in a crucial way. ETFs rely on a creation and redemption feature to achieve their functionality and this mechanism is designed to minimize the deviations that occur between the ETF’s listed price and the net asset value of the ETF’s underlying assets. However while this does cause ETF deviations to be generally lower than their mutual fund counterparts, as our paper explores this process does not eliminate these deviations completely. This article builds off an earlier paper by Engle and Sarkar (2006) that investigates these properties of premiums (discounts) of ETFs from their fair market value. And looks to see if these premia have changed in the last 10 years. Our paper then diverges from the original and takes a deeper look into the standard deviations of these premia specifically.
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
ContributorsZhang, Jingbo (Co-author, Co-author) / Henning, Thomas (Co-author) / Simonson, Mark (Thesis director) / Licon, L. Wendell (Committee member) / Department of Finance (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05
Description
This dissertation consists of two essays on corporate policy. The first chapter analyzes whether being labeled a “growth” firm or a “value” firm affects the firm’s dividend policy. I focus on the dividend policy because of its discretionary nature and the link to investor demand. To address endogeneity concerns, I use regression discontinuity design around the threshold to assign firms to each category. The results show that “value” firms have a significantly higher dividend payout - about four percentage points - than growth firms. This approach establishes a causal link between firm “growth/value” labels and dividend policy.
The second chapter develops investment policy model which associated with du- ration of cash flow. Firms are doing their business by operating a portfolio of projects that have various duration, and the duration of the project portfolio generates dif- ferent duration of cash flow stream. By assuming the duration of cash flow as a firm specific characteristic, this paper analyzes how the duration of cash flow affects firms’ investment decision. I develop a model of investment, external finance, and savings to characterize how firms’ decision is affected by the duration of cash flow. Firms maximize total value of cash flow, while they have to maintain their solvency by paying a fixed cost for the operation. I empirically confirm the positive correlation between duration of cash flow and investment with theoretical support. Financial constraint suffocates the firm when they face solvency issue, so that model with financial constraint shows that the correlation between duration of cash flow and investment is stronger than low financial constraint case.
The second chapter develops investment policy model which associated with du- ration of cash flow. Firms are doing their business by operating a portfolio of projects that have various duration, and the duration of the project portfolio generates dif- ferent duration of cash flow stream. By assuming the duration of cash flow as a firm specific characteristic, this paper analyzes how the duration of cash flow affects firms’ investment decision. I develop a model of investment, external finance, and savings to characterize how firms’ decision is affected by the duration of cash flow. Firms maximize total value of cash flow, while they have to maintain their solvency by paying a fixed cost for the operation. I empirically confirm the positive correlation between duration of cash flow and investment with theoretical support. Financial constraint suffocates the firm when they face solvency issue, so that model with financial constraint shows that the correlation between duration of cash flow and investment is stronger than low financial constraint case.
ContributorsLee, Tae Eui (Author) / Mehra, Rajnish (Thesis advisor) / Tserlukevich, Yuri (Thesis advisor) / Custodio, Claudia (Committee member) / Arizona State University (Publisher)
Created2015