1,720,978 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
The Effect of Interest Rate Differentials on Exchange Rate Volatility of East African Community Currencies
Full text linkThe study sought to test the effect of interest rate differentials on the exchange rate volatility of East African Community currencies. It used secondary data collected from Central Bank of Kenya, Bank of Uganda, Bank of Tanzania, Bank of the Republic of Burundi, National Bank of Rwanda and the IMF e-Library. A panel data model was used to regress average monthly exchange rates, interest rate differentials, inflation rate differentials and relative current account balances for a period starting from January 2013 to December 2017. Findings from the fixed-effects model showed that 98.8% of the variation in the exchange rate is explained by the three independent variables. Interest differential was the main independent variable with a coefficient’s value of 0.0274. This means that in East African Community an increase by 1 point in interest rate differential leadsto the depreciation of home currency by 0.0274 points. The study also found that the relative current account balance contributes also to the home currency depreciation with a coefficient’s value of 0.000052. However, the study could not be able to find the expected results for inflation differential as it has a negative coefficient’s value (-0.0075). This contradicts the economic theory on inflation differential and may due to other variables that were not included in the model but can be with great importance in the explanation of exchange rate movement. The study further suggested that more research can be carried out to bring forth more knowledge to the pool of literature on the relationship between interest rate differential and exchange rate volatility in the region
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Effects of the Volatility of Selected Macroeconomic Factors on Stock Market Returns in Kenya
Full text linkThe stock markets play a vital role in the development of the economy in a country by acting as a platform to raise business capital, mobilize savings, control the management of firms, and to raise government capital. The performance of the markets is influenced by different factors among them being macroeconomic factors. This study sought to determine the effects of the volatility of selected macro-economic factors on the stock market returns in Kenya, with a key focus on interest and foreign exchange rate volatility. The study used the NSE 20 share index to determine the stock market returns, the interbank rate to proxy interest rate and the USD/KES for the foreign exchange rate. Panel data from January 2009 to December 2018 was used and daily observations were applied. The study was based on the Markov switching model. The results indicated that during the period under study, there were three regimes characterized as low, medium and high volatility regimes. The longest regime was the moderate volatility regime followed by the high volatility regime. The shortest regime was the low volatility regime. During the high volatility regime, the stock returns followed a random walk with little levels of predictability. In the moderate volatility regime, the historical performance was positively correlated to the stock market returns, while there was no significant effect of the volatility of interest and foreign exchange rates on the stock market returns. The period of low volatility was characterized with significant positive and negative effects of the foreign exchange and the interest rates, and the historical performance on the stock market returns. Based on the results, the study found out that the effects of the volatility of the interest rate and foreign exchange rate differ depending on the distinctive volatility regimes. The study recommends that policymakers monitor volatility regimes to inform timely macroeconomic interventions, while investors incorporate regime-based strategies for asset selection, portfolio rebalancing, and active management to optimize returns.
Keywords: Stock market returns, Macroeconomic volatility, Interest rate, Exchange rate, Markov Switching Mode
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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