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- All Subjects: Chamber music
Description
In order to cope with the decreasing availability of symphony jobs and collegiate faculty positions, many musicians are starting to pursue less traditional career paths. Also, to combat declining audiences, musicians are exploring ways to cultivate new and enthusiastic listeners through relevant and engaging performances. Due to these challenges, many community-based chamber music ensembles have been formed throughout the United States. These groups not only focus on performing classical music, but serve the needs of their communities as well. The problem, however, is that many musicians have not learned the business skills necessary to create these career opportunities. In this document I discuss the steps ensembles must take to develop sustainable careers. I first analyze how groups build a strong foundation through getting to know their communities and creating core values. I then discuss branding and marketing so ensembles can develop a public image and learn how to publicize themselves. This is followed by an investigation of how ensembles make and organize their money. I then examine the ways groups ensure long-lasting relationships with their communities and within the ensemble. I end by presenting three case studies of professional ensembles to show how groups create and maintain successful careers. Ensembles must develop entrepreneurship skills in addition to cultivating their artistry. These business concepts are crucial to the longevity of chamber groups. Through interviews of successful ensemble members and my own personal experiences in the Tetra String Quartet, I provide a guide for musicians to use when creating a community-based ensemble.
ContributorsDalbey, Jenna (Author) / Landschoot, Thomas (Thesis advisor) / McLin, Katherine (Committee member) / Ryan, Russell (Committee member) / Solis, Theodore (Committee member) / Spring, Robert (Committee member) / Arizona State University (Publisher)
Created2013
Description
American Primitive is a composition written for wind ensemble with an instrumentation of flute, oboe, clarinet, bass clarinet, alto, tenor, and baritone saxophones, trumpet, horn, trombone, euphonium, tuba, piano, and percussion. The piece is approximately twelve minutes in duration and was written September - December 2013. American Primitive is absolute music (i.e. it does not follow a specific narrative) comprising blocks of distinct, contrasting gestures which bookend a central region of delicate textural layering and minimal gestural contrast. Though three gestures (a descending interval followed by a smaller ascending interval, a dynamic swell, and a chordal "chop") were consciously employed throughout, it is the first gesture of the three that creates a sense of unification and overall coherence to the work. Additionally, the work challenges listeners' expectations of traditional wind ensemble music by featuring the trumpet as a quasi-soloist whose material is predominately inspired by transcriptions of jazz solos. This jazz-inspired material is at times mimicked and further developed by the ensemble, also often in a soloistic manner while the trumpet maintains its role throughout. This interplay of dialogue between the "soloists" and the "ensemble" further skews listeners' conceptions of traditional wind ensemble music by featuring almost every instrument in the ensemble. Though the term "American Primitive" is usually associated with the "naïve art" movement, it bears no association to the music presented in this work. Instead, the term refers to the author's own compositional attitudes, education, and aesthetic interests.
ContributorsJandreau, Joshua (Composer) / Rockmaker, Jody D (Thesis advisor) / Rogers, Rodney I (Committee member) / Demars, James R (Committee member) / Arizona State University (Publisher)
Created2014
Description
In the first chapter, I develop a representative agent model in which the purchase of consumption goods must be planned in advance. Volatility in the agent's portfolio increases the risk that a purchase cannot be implemented. This implementation risk causes the agent to make conservative consumption plans. In the model, this leads to persistent and negatively skewed consumption growth and a slow reaction of consumption to wealth shocks. The model proposes a novel explanation for the negative relation between volatility and expected utility. In equilibrium, prices of risky assets must compensate for the utility loss. Hence, the model suggests a new mechanism for generating the equity risk premium. Importantly, because implementation risk does not rely on the co-movement of asset prices with marginal utility, the resulting equity premium does not require concavity of the intratemporal utility function.
In the second chapter, I challenge the view that equity market timing always benefits
shareholders. By distinguishing the effect of a firm's equity decisions from the effect of mispricing itself, I show that market timing can decrease shareholder value. Additionally, the timing of equity sales has a more negative effect on existing shareholders than the timing of share repurchases. My theory can be used to infer firms' maximization objectives from their observed market timing strategies. I argue that the popularity of stock buybacks, the low frequency of seasoned equity offerings, and the observed post-event stock returns are consistent with managers maximizing current shareholder value.
In the second chapter, I challenge the view that equity market timing always benefits
shareholders. By distinguishing the effect of a firm's equity decisions from the effect of mispricing itself, I show that market timing can decrease shareholder value. Additionally, the timing of equity sales has a more negative effect on existing shareholders than the timing of share repurchases. My theory can be used to infer firms' maximization objectives from their observed market timing strategies. I argue that the popularity of stock buybacks, the low frequency of seasoned equity offerings, and the observed post-event stock returns are consistent with managers maximizing current shareholder value.
ContributorsWan, Pengcheng (Author) / Boguth, Oliver (Thesis advisor) / Tserlukevich, Yuri (Thesis advisor) / Babenka, Ilona (Committee member) / Arizona State University (Publisher)
Created2015
Description
This project is a practical annotated bibliography of original works for oboe trio with the specific instrumentation of two oboes and English horn. Presenting descriptions of 116 readily available oboe trios, this project is intended to promote awareness, accessibility, and performance of compositions within this genre.
The annotated bibliography focuses exclusively on original, published works for two oboes and English horn. Unpublished works, arrangements, works that are out of print and not available through interlibrary loan, or works that feature slightly altered instrumentation are not included.
Entries in this annotated bibliography are listed alphabetically by the last name of the composer. Each entry includes the dates of the composer and a brief biography, followed by the title of the work, composition date, commission, and dedication of the piece. Also included are the names of publishers, the length of the entire piece in minutes and seconds, and an incipit of the first one to eight measures for each movement of the work.
In addition to providing a comprehensive and detailed bibliography of oboe trios, this document traces the history of the oboe trio and includes biographical sketches of each composer cited, allowing readers to place the genre of oboe trios and each individual composition into its historical context. Four appendices at the end include a list of trios arranged alphabetically by composer's last name, chronologically by the date of composition, and by country of origin and a list of publications of Ludwig van Beethoven's oboe trios from the 1940s and earlier.
The annotated bibliography focuses exclusively on original, published works for two oboes and English horn. Unpublished works, arrangements, works that are out of print and not available through interlibrary loan, or works that feature slightly altered instrumentation are not included.
Entries in this annotated bibliography are listed alphabetically by the last name of the composer. Each entry includes the dates of the composer and a brief biography, followed by the title of the work, composition date, commission, and dedication of the piece. Also included are the names of publishers, the length of the entire piece in minutes and seconds, and an incipit of the first one to eight measures for each movement of the work.
In addition to providing a comprehensive and detailed bibliography of oboe trios, this document traces the history of the oboe trio and includes biographical sketches of each composer cited, allowing readers to place the genre of oboe trios and each individual composition into its historical context. Four appendices at the end include a list of trios arranged alphabetically by composer's last name, chronologically by the date of composition, and by country of origin and a list of publications of Ludwig van Beethoven's oboe trios from the 1940s and earlier.
ContributorsSassaman, Melissa Ann (Author) / Schuring, Martin (Thesis advisor) / Buck, Elizabeth (Committee member) / Holbrook, Amy (Committee member) / Hill, Gary (Committee member) / Arizona State University (Publisher)
Created2014
Description
Responding to the allegedly biased research reports issued by large investment banks, the Global Research Analyst Settlement and related regulations went to great lengths to weaken the conflicts of interest faced by investment bank analysts. In this paper, I investigate the effects of these changes on small and large investor confidence and on trading profitability. Specifically, I examine abnormal trading volumes generated by small and large investors in response to security analyst recommendations and the resulting abnormal market returns generated. I find an overall increase in investor confidence in the post-regulation period relative to the pre-regulation period consistent with a reduction in existing conflicts of interest. The change in confidence observed is particularly striking for small traders. I also find that small trader profitability has increased in the post-regulation period relative to the pre-regulation period whereas that for large traders has decreased. These results are consistent with the Securities and Exchange Commission's primary mission to protect small investors and maintain the integrity of the securities markets.
ContributorsDong, Xiaobo (Author) / Mikhail, Michael (Thesis advisor) / Hwang, Yuhchang (Committee member) / Hugon, Artur J (Committee member) / Arizona State University (Publisher)
Created2011
Description
When managers provide earnings guidance, analysts normally respond within a short time frame with their own earnings forecasts. Within this setting, I investigate whether financial analysts use publicly available information to adjust for predictable error in management guidance and, if so, the explanation for such inefficiency. I provide evidence that analysts do not fully adjust for predictable guidance error when revising forecasts. The analyst inefficiency is attributed to analysts' attempts to advance relationship with the managers, analysts' compensation not tie to forecast accuracy, and their forecasting ability. Finally, the stock market acts as if it does not fully realize that analysts respond inefficiently to the guidance, introducing mispricing. This mispricing is not fully corrected upon earnings announcement.
ContributorsLin, Kuan-Chen (Author) / Mikhail, Michael (Thesis advisor) / Hillegeist, Stephen (Committee member) / Hugon, Jean (Committee member) / Arizona State University (Publisher)
Created2012
Description
This paper examines how equity analysts' roles as information intermediaries and monitors affect corporate liquidity policy and its associated value of cash, providing new evidence that analysts have a direct impact on corporate liquidity policy. Greater analyst coverage (1) reduces information asymmetry between a firm and outside shareholders and (2) enhances the monitoring process. Consistent with these arguments, analyst coverage increases the value of cash, thereby allowing firms to hold more cash. The cash-to-assets ratio increases by 5.2 percentage points when moving from the bottom analyst-coverage decile to the top decile. The marginal value of $1 of corporate cash holdings is $0.93 for the bottom analyst-coverage decile and $1.83 for the top decile. The positive effects remain robust after a battery of endogeneity checks. I also perform tests employing a unique dataset that consists of public and private firms, as well as a dataset that consists of public firms that have gone private. A public firm with analyst coverage can hold approximately 8% more cash than its private counterpart. These findings constitute new evidence on the real effect of analyst coverage.
ContributorsChang, Ching-Hung (Author) / Bates, Thomas (Thesis advisor) / Bharath, Sreedhar (Committee member) / Lindsey, Laura (Committee member) / Arizona State University (Publisher)
Created2012
ContributorsPagano, Caio, 1940- (Performer) / Mechetti, Fabio (Conductor) / Buck, Elizabeth (Performer) / Schuring, Martin (Performer) / Spring, Robert (Performer) / Rodrigues, Christiano (Performer) / Landschoot, Thomas (Performer) / Rotaru, Catalin (Performer) / Avanti Festival Orchestra (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-02
ContributorsSchuring, Martin (Performer) / Stromberg, Eric (Performer) / Campbell, Andrew (Pianist) (Performer) / ASU Library. Music Library (Publisher)
Created2018-08-19
ContributorsDe La Cruz, Nathaniel (Performer) / LoGiudice, Rosa (Contributor) / Tallino, Michael (Performer) / McKinch, Riley (Performer) / Li, Yuhui (Performer) / Armenta, Tyler (Contributor) / Gonzalez, David (Performer) / Jones, Tarin (Performer) / Ryall, Blake (Performer) / Senseman, Stephen (Performer)
Created2018-10-10