Matching Items (802)
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- Creators: Novak, Gail (Pianist)
ContributorsKierum, Caitlin (Contributor) / Novak, Gail (Pianist) (Performer) / Liang, Jack (Performer) / ASU Library. Music Library (Publisher)
Created2018-04-11
ContributorsLougheed, Julia (Performer) / Novak, Gail (Pianist) (Performer) / Bayer, Elizabeth Kennedy (Performer) / Clifton-Armenta, Tyler (Performer) / Park, Julie (Performer) / Javier de Alba, Francisco (Performer) / Vientos Dulces (Performer) / ASU Library. Music Library (Publisher)
Created2018-04-07
ContributorsCoffey, Brennan (Performer) / Novak, Gail (Pianist) (Performer) / ASU Library. Music Library (Publisher)
Created2021-04-26
ContributorsHolly, Sean (Performer) / Wright, Aaron (Performer) / Novak, Gail (Pianist) (Performer) / ASU Library. Music Library (Publisher)
Created2021-04-29
ContributorsBreeden, Katherine (Performer) / German, Lindsey (Performer) / Novak, Gail (Pianist) (Performer) / ASU Library. Music Library (Publisher)
Created2018-04-13
Description
ABSTRACT Many musicians, both amateur and professional alike, are continuously seeking to expand and explore their performance literature and repertory. Introducing new works into the standard repertory is an exciting endeavor for any active musician. Establishing connections, commissioning new works, and collaborating on performances can all work together toward the acceptance and success of a composer's music within an instrument community. For the flute, one such composer is Daniel Dorff (b. 1956). Dorff, a Philadelphia-based composer, has written for symphony orchestra, clarinet, contrabassoon, and others; however, his award-winning works for flute and piccolo are earning him much recognition. He has written works for such illustrious flutists as Mimi Stillman, Walfrid Kujala, and Gary Schocker; his flute works have been recorded by Laurel Zucker, Pamela Youngblood and Lois Bliss Herbine; and his pieces have been performed and premiered at each of the National Flute Association Conventions from 2004 to 2009. Despite this success, little has been written about Dorff's life, compositional style, and contributions to the flute repertory. In order to further promote the flute works of Daniel Dorff, the primary focus of this study is the creation of a compact disc recording of Dorff's most prominent works for flute: April Whirlwind, 9 Walks Down 7th Avenue, both for flute and piano, and Nocturne Caprice for solo flute. In support of this recording, the study also provides biographical information regarding Daniel Dorff, discusses his compositional methods and ideology, and presents background information, description, and performance notes for each piece. Interviews with Daniel Dorff regarding biographical and compositional details serve as the primary source for this document. Suggestions for the performance of the three flute works were gathered through interviews with prominent flutists who have studied and performed Dorff's pieces. Additional performance suggestions for Nocturne Caprice were gathered through a coaching session between the author and the composer. This project is meant to promote the flute works of Daniel Dorff and to help establish their role in the standard flute repertory.
ContributorsRich, Angela Marie (Contributor) / Novak, Gail (Pianist) (Performer) / Buck, Elizabeth Y (Thesis advisor) / Hill, Gary W. (Committee member) / Holbrook, Amy (Committee member) / Schuring, Martin (Committee member) / Arizona State University (Publisher)
Created2010
ContributorsBroome-Robinson, Julia (Performer) / Novak, Gail (Pianist) (Performer) / Glick, Philip (Performer) / Lynch, Paul (Performer) / Ryall, Blake (Performer) / ASU Library. Music Library (Publisher)
Created2018-10-19
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. 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.
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. 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.
ContributorsHenning, Thomas Louis (Co-author) / Zhang, Jingbo (Co-author) / Simonson, Mark (Thesis director) / Wendell, Licon (Committee member) / School of Mathematical and Statistical Sciences (Contributor) / Department of Finance (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05
ContributorsCrimminger, Jordan (Performer) / Novak, Gail (Pianist) (Performer) / Hong, Dylan (Performer) / Larson, Ben (Performer) / Russell, Liam (Performer) / Raschko, Hannah (Performer) / ASU Library. Music Library (Publisher)
Created2017-10-22
ContributorsStrickland, Kiefer (Performer) / Novak, Gail (Pianist) (Performer) / McKinch, Riley (Performer) / Hoeckley, Stephanie (Performer) / Bates-Kennard, Sarah (Performer) / Moonitz, Olivia (Performer) / Lovelady, Alexis (Performer) / ASU Library. Music Library (Publisher)
Created2017-10-31