108,004 research outputs found
Dance North performance of Women's War Too, choreographed by Cheryl Stock, performed by Bradford Leeon and Bernadette Walong, 1992 [picture] /
No full textPart of the collection: Papers of Cheryl Stock.; "Dance North 1992. Women's war too. Bradford Leeon & Bernadette Walong. Choreography: Cheryl Stock. Music: 40's medley. Design: Michael Pearce"--Verso.; Title devised by cataloguer.; Also available in an electronic version via the Internet at: http://nla.gov.au/nla.ms-ms8354-0-4
Library stock verification: a ritual and an occupational hazard
No full textExplains the sensitive, controversial stock verification as one of the occupational hazards and a postmortem, emphasises need for clarity of objectives and procedures regarding stock verification and responsibilities of loss, points out that the cost of stock verification often far exceeds the benefits, highlights norms and procedures of stock verification for Government of India institutions, discusses some advantages and various methods and procedures of physical verification, put forth precautionary measures to be taken against loss and mutilation of library documents, analyses the issue of responsibility of loss and ways of resolving the conflict of responsibility, presents the procedure for write-off of reasonable loss, finally concludes by stressing the need for rational and updated rules and procedures about stock verification, responsibility of loss and limits to write-off loss as well as vital role of professional bodies in this direction
Justissimum. Amoris. Monumentum. Qvod. Commendando. Excolendæ. Rationis. Curam. Præcipue. In. Jurisprudentia. ... / Constituere. Voluit. Debuitqve. Lüderus. Mencken. Jctus. ...
No full textAutopsie nach Ex. der ULB Sachsen-AnhaltVorlageform des Erscheinungsvermerks: Lipsiæ. Apud. Phil. Wilhelm. Stock. - Erscheinungsjahr der Datierung S. 8 entnomme
Nass Valley Land on Nass River and Tributary Streams and Lakes, British Columbia: Field notes:
No full textDominion Stock and Bond Corporation
Stock returns and foreign investment in Brazil
No full textWe examine the relationship between stock returns and foreign investment in Brazil, and find that the inflows of foreign investment boosted the returns from 1995 to 2005. There was a strong contemporaneous correlation, although not Granger-causality. Foreign investment along with the exchange rate, the influence of the world stock markets, and country risk can explain 73 percent of the changes that occurred in the stock returns over the period. We also find that positive feedback trading played a role, and that the market promptly assimilated new information.stock returns; foreign investment; Brazilian economy
Why are stock market returns correlated with future economic activities?
No full textStock price, because it is a forward-looking variable, forecasts economic activities. An unexpected increase in stock price reflects that (i) future dividend growth is higher and/or (ii) future discount rates are lower than previously anticipated; therefore, the increase predicts higher output and investment. As well, other studies argue for an important relation between the expected stock market return and investment. In this paper, Hui Guo analyzes the relative importance of these mechanisms by using Campbell and Shiller’s (1988) method to decompose stock market return into three parts: expected return, a shock to the expected future return, and a shock to the expected future dividend growth. Contrary to the conventional wisdom, the author finds that dividend shocks are a rather weak predictor for future economic activities. Moreover, the expected return and shocks to the expected future return display different predictive patterns. The results shown here, collectively, explain why the forecasting power of stock market return is rather limited.Stock market
U.S. Stock Market Crash Risk, 1926-2006
No full textThis paper applies the Bates (RFS, 2006) methodology to the problem of estimating and filtering time- changed Lévy processes, using daily data on U.S. stock market excess returns over 1926-2006. In contrast to density-based filtration approaches, the methodology recursively updates the associated conditional characteristic functions of the latent variables. The paper examines how well time-changed Lévy specifications capture stochastic volatility, the "leverage" effect, and the substantial outliers occasionally observed in stock market returns. The paper also finds that the autocorrelation of stock market excess returns varies substantially over time, necessitating an additional latent variable when analyzing historical data on stock market returns. The paper explores option pricing implications, and compares the results with observed prices of options on S&P 500 futures.
Quest: A Journal of Undergraduate Student Research
No full textThe world of finance incorporates large volumes of information to speculate the approximate value of a company?s stock within the near future. Additionally, analysts attempt to determine the overall status of an economy using figure such as job growth, GDP, and spending. It was postulated that measuring the changes in goods shipment volume could predict the United States economic status as compared to the Standard and Poor?s 500 index performance. A panel of experts were used to evaluate industry sectors as to their impact on the S&P 500. This data was incorporated with CSX shipping volumes within those industries using the Analytical Hierarchy Process (AHP), Guiasu, and Yen fuzzy set mathematics to predict percentage changes of the S&P 500 over each quarter. It was discovered that the S&P 500 is actually an indicator of how the railroad industry will perform approximately a quarter later.49-64 (Paper 3)
Stock-dependent forcing in stock and recruitment relationships
No full textNo abstracts are to be cited without prior reference to the author. Responses of fish populations to climate change involves the linkage between climate-change variables and stock and recruitment. Stock and recruitment theory links recruitment with egg production via a density-dependent mortality function. The density-dependent mortality function is required to explain the relative stability of recruitment (potential variability in egg production is many orders of magnitude greater than variation in recruitment). Yet, despite this requirement, the fit of actual stock and recruitment data to the stock and recruitment theory is generally quite poor. In this paper we focus on the sensitivity of changes in recruitment to changes in egg production and prerecruit mortality given some stock-recruitment relationship. We demonstrate that recruitment variability is more sensitive to changes in egg production when egg production is relatively small. In contrast, recruitment variability is more sensitive to changes in mortality when the stock is relatively large. Generally, egg production is driven by fishing and factors affecting adult fish, and mortality is driven by biological-physical interactions mostly affecting early life-history stages. Thus, variables that change with the magnitude of egg production must be an important unacknowledged source of error in stock and recruitment and in linking climate change with fish population variability
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