Banished to the Barn - John Doherty and 'Bonnie Kate'

John Doherty (1900-1980) was one of the most influential Irish musicians of the twentieth century. His music has had a lasting impact on Irish traditional music making around the globe. This paper traces the development of his setting of the canonical reel 'Bonnie Kate'. Using transcription historical investigation Doherty's style is examined in comparison to his contemporaries.

Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias

An investigation into exchange-traded fund (ETF) outperforrnance during the period 2008-2012 is undertaken utilizing a data set of 288 U.S. traded securities. ETFs are tested for net asset value (NAV) premium, underlying index and market benchmark outperformance, with Sharpe, Treynor, and Sortino ratios employed as risk-adjusted performance measures. A key contribution is the application of an innovative generalized stepdown procedure in controlling for data snooping bias. We find that a large proportion of optimized replication and debt asset class ETFs display risk-adjusted premiums with energy and precious metals focused funds outperforming the S&P 500 market benchmark.