1,721,026 research outputs found
Stock returns and their distribution: an empirical assessment of the US and Argentina’s stock market for the period 2002/18
Full text linkFil: Swoboda, Carlos. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Fil: Kaplan, Samuel. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.The objective of this work is to present a set of analytical tools to characterize the nature of the distribution of monthly returns of the stocks that comprised the Merval index in the period 2002-2018, and at the same time compare the results with those of the US market, where the same analysis will be performed for most of the 30 equities that compose the Dow Jones Industrial Index. A set of univariate normality tests will be resorted to, which include the Jarque - Bera and D’Agostino K squared tests. The coefficients of skewness and kurtosis will be estimated to better gauge the distribution of returns. Afterwards, multivariate normality tests will be performed, particularly in concern with the third and fourth moments of equities’ return distributions, and a Generalized Method of Moments (GMM) based test will be used, allowing for contemporaneous correlation between securities and accounting for its effect on skewness and kurtosis.Fil: Swoboda, Carlos. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Fil: Kaplan, Samuel. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Economía, Econometrí
Stock returns and their distribution: an empirical assessment of the US and Argentina’s stock market for the period 2002/18
Full text linkFil: Swoboda, Carlos. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Fil: Kaplan, Samuel. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.The objective of this work is to present a set of analytical tools to characterize the
nature of the distribution of monthly returns of the stocks that comprised the
Merval index in the period 2002-2018, and at the same time compare the results
with those of the US market, where the same analysis will be performed for most
of the 30 equities that compose the Dow Jones Industrial Index. A set of univariate
normality tests will be resorted to, which include the Jarque - Bera and D’Agostino
K squared tests. The coefficients of skewness and kurtosis will be estimated to
better gauge the distribution of returns. Afterwards, multivariate normality tests
will be performed, particularly in concern with the third and fourth moments of
equities’ return distributions, and a Generalized Method of Moments (GMM) based
test will be used, allowing for contemporaneous correlation between securities
and accounting for its effect on skewness and kurtosis.Fil: Swoboda, Carlos. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Fil: Kaplan, Samuel. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Economía, Econometrí
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
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
Identification and characterization of the ribosomal RNA operons from Rhodobacter sphaeroides
No full textThe three ribosomal RNA operons present in the facultative photoheterotroph Rhodobacter sphaeroides were identified, cloned and sequenced. DNA sequence analysis has identified the 16S, 23S and 5S rRNAs, two tRNAs (ile and ala) in the 16S-23S spacer region, and an f-met tRNA immediately following the 5S rRNa gene of all three operons. The secondary structure of the rRNA and tRNA molecules present in the rRNA operons was deduced and evolutionary implications discussed. Physical mapping, genetic analysis, and Southern hybridization data indicate that rrnA is contained on a large chromosome and rrnB and rrnC are contained on a second smaller chromosome. Strains were constructed in which one or two rRNA operons were deleted and the effects on cell growth analyzed. Strains with deletions in one or two rrn operons grew more slowly than wild type strains under all growth conditions tested. However, there was no significant difference in the growth rate of strains with two rrn operons deleted when compared to strains deleted in only one operon. In addition, the primary transcript of each rRNA operon was identified via primer extension analysis. The region upstream of the primary rRNA transcripts was analyzed and a 10 and 35 promoter region was identified as well as regulatory elements which may be involved in regulating the synthesis of the rRNA operons. Fusions of the proposed promoter regions were constructed utilizing the reporter molecule xylE and analyzed under various growth conditions. Results indicate that production of the xylE gene product (catechol 2,3-dioxygenase) was greatest under photosynthetic conditions. Also, the upstream region of rrnB, when fused with xylE produced more catechol 2,3-dioxygenase than analogous regions of rrnA, suggesting that the promoters of the rrn operons differ in strength. It is postulated that under the same conditions, the rrnC promoter could potentially be the weakest of the three rrn promoters.Made available in DSpace on 2011-05-07T14:06:35Z (GMT). No. of bitstreams: 2
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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
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