Can the correlation among Dow 30 stocks predict market declines?

2014 ◽  
Vol 40 (1) ◽  
pp. 33-50 ◽  
Author(s):  
Jeffrey S. Jones ◽  
Brian Kincaid
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Time Horizon ◽  
Design Methodology ◽  
Linear Regression Analysis ◽  
Trading Strategy ◽  
Content Type ◽  
Dow Jones Industrial Average ◽  
Portfolio Managers ◽  
The Relationship

Purpose – This paper aims to examine the relationship between the correlation among the 30 stocks in the Dow Jones Industrial Average and overall returns on the broader market from 1950 to 2008. Design/methodology/approach – The paper computes historical correlation of the 30 stocks in the Dow Jones Industrial Average and future returns on the S&P 500 index over various windows and examines the relationship between these two items using linear regression analysis. In addition, the paper develops a trading strategy based on the results. Findings – The paper finds that increased equity correlation serves as a leading indicator of overall market decline. Regression analysis shows that equity correlations are a statistically significant predictor of market decline, as measured by subsequent returns of the S&P 500 index. The significance of the results increases as the time horizon of the calculation is increased. With the exception of the 1990s, the findings are robust within decades. Originality/value – This is the first study that examines the relationship between the historical correlations among the Dow 30 stocks with future returns for the S&P 500 index. In addition, the paper develops an original trading strategy that achieves superior returns to a buy-and-hold strategy. The paper's findings are useful to portfolio managers, practitioners, and policymakers.

Comparing usage between a Dynamic and a Static e-monograph Collection

2015 ◽  
Vol 34 (1) ◽  
pp. 17-26 ◽  
Author(s):  
Alain R Lamothe
Keyword(s):  
Regression Analysis ◽  
Quantitative Analysis ◽  
Linear Regression ◽  
Linear Relationship ◽  
Design Methodology ◽  
Linear Regression Analysis ◽  
Content Type ◽  
Dynamic Content ◽  
Simple Count ◽  
Strong Linear Relationship

Purpose – The purpose of this paper is to present the results from a quantitative analysis comparing usage levels between an e-monograph collection that has experienced continual growth and an e-monograph collection that has not experienced any recent growth whatsoever. The aim of the study was to determine quantitatively if e-monograph collections with dynamic content experience greater levels of usage compared to e-monograph collections that are static in both size and content. Design/methodology/approach – E-monograph data were separated into a Dynamic and a Static Collection. Usage for e-monographs belonging to the Dynamic Collection was compared to usage of e-monographs belonging to the Static Collection. The number of e-monographs was obtained by simple count. Additional statistics tracked include the number of viewings. A linear regression analysis was used to determine the strength of the linear relationship between collection size and usage. Findings – Results indicate that e-monograph collections that continue to grow in both size and content also continue to experience year-to-year increases in usage, whereas e-monograph collections that remain static in size and content experience a decline in usage. A linear regression analysis indicates the existence of a very strong linear relationship that exists between Dynamic Collection size and usage. A weaker linear relationship was calculated for Static Collection size and usage. Originality/value – This research is one of very few studies systematically and quantitatively comparing usage levels between e-monographs from growing collections to collections that have not had any new titles added recently.

The Influences of Palindromes in mRNA on Protein Folding Rates

2020 ◽  
Vol 27 (4) ◽  
pp. 303-312 ◽  
Author(s):  
Ruifang Li ◽  
Hong Li ◽  
Sarula Yang ◽  
Xue Feng
Keyword(s):  
Protein Folding ◽  
Regression Analysis ◽  
Linear Regression ◽  
Linear Regression Analysis ◽  
Folding Rate ◽  
Folding Rates ◽  
Negative Linear Correlation ◽  
Protein Folding Rate ◽  
The Relationship ◽  
Structure Environment

Background: It is currently believed that protein folding rates are influenced by protein structure, environment and temperature, amino acid sequence and so on. We have been working for long to determine whether and in what ways mRNA affects the protein folding rate. A large number of palindromes aroused our attention in our previous research. Whether these palindromes do have important influences on protein folding rates and what’s the mechanism? Very few related studies are focused on these problems. Objective: In this article, our motivation is to find out if palindromes have important influences on protein folding rates and what’s the mechanism. Method: In this article, the parameters of the palindromes were defined and calculated, the linear regression analysis between the values of each parameter and the experimental protein folding rates were done. Furthermore, to compare the results of different kinds of proteins, proteins were classified into the two-state proteins and the multi-state proteins. For the two kinds of proteins, the above linear regression analysis were performed respectively. Results : Protein folding rates were negatively correlated to the palindrome frequencies for all proteins. An extremely significant negative linear correlation appeared in the relationship between palindrome densities and protein folding rates. And the repeatedly used bases by different palindromes simultaneously have an important effect on the relationship between palindrome density and protein folding rate. Conclusion: The palindromes have important influences on protein folding rates, and the repeatedly used bases in different palindromes simultaneously play a key role in influencing the protein folding rates.

The presence of academic journals on Twitter and its relationship with dissemination (tweets) and research impact (citations)

2017 ◽  
Vol 69 (6) ◽  
pp. 674-687 ◽  
Author(s):  
Jose Luis Ortega
Keyword(s):  
Regression Analysis ◽  
Design Methodology ◽  
Research Impact ◽  
Research Papers ◽  
Content Type ◽  
Paired Samples ◽  
Dissemination Of Research ◽  
Twitter Account ◽  
The Relationship ◽  
Plum Analytics

Purpose The purpose of this paper is to analyze the relationship between dissemination of research papers on Twitter and its influence on research impact. Design/methodology/approach Four types of journal Twitter accounts (journal, owner, publisher and no Twitter account) were defined to observe differences in the number of tweets and citations. In total, 4,176 articles from 350 journals were extracted from Plum Analytics. This altmetric provider tracks the number of tweets and citations for each paper. Student’s t-test for two-paired samples was used to detect significant differences between each group of journals. Regression analysis was performed to detect which variables may influence the getting of tweets and citations. Findings The results show that journals with their own Twitter account obtain more tweets (46 percent) and citations (34 percent) than journals without a Twitter account. Followers is the variable that attracts more tweets (ß=0.47) and citations (ß=0.28) but the effect is small and the fit is not good for tweets (R2=0.46) and insignificant for citations (R2=0.18). Originality/value This is the first study that tests the performance of research journals on Twitter according to their handles, observing how the dissemination of content in this microblogging network influences the citation of their papers.

HC and financial performance with two HRM strategies

2017 ◽  
Vol 66 (4) ◽  
pp. 459-478 ◽  
Author(s):  
Nopadol Rompho
Keyword(s):  
Human Capital ◽  
Regression Analysis ◽  
Financial Performance ◽  
Lead Time ◽  
Design Methodology ◽  
Strategy Choice ◽  
Content Type ◽  
The Relationship ◽  
Practical Implications

Purpose The purpose of this paper is to examine the relationship between levels of human capital and financial performance of firms that use two distinct human resource management (HRM) strategies. Design/methodology/approach A survey of 128 HRM managers was conducted to assess differences in human capital between firms using different HRM strategies. A multiple regression analysis was used to investigate the relationship between firms’ human capital and financial performance. Findings The results show that companies employing a make-organic strategy have a higher level of human capital than companies employing a buy-bureaucratic strategy. There was no relationship between the level of human capital and long term financial performance of firms with both make-organic and buy-bureaucratic strategies. Research limitations/implications This research contributes toward understanding the effect of HRM strategy and facilitates an optimal strategy choice depending on the organization. However, this study did not consider the lead time between changes in human capital and the effect on financial performance. Practical implications The research encourages firm managers to understand the value of human capital, preparing them for changes in the future. Originality/value This study is among the first to investigate the relationship between human capital and financial performance considering different HRM strategies.

Modeling schedule overrun and cost escalation percentages of highway projects using fuzzy approach

2017 ◽  
Vol 24 (5) ◽  
pp. 809-827 ◽  
Author(s):  
Ahmed Ebrahim Abu El-Maaty ◽  
Amr M. El-Kholy ◽  
Ahmed Yousry Akal
Keyword(s):  
Linear Regression ◽  
Design Methodology ◽  
Fuzzy Theory ◽  
Linear Regression Analysis ◽  
Fuzzy Approach ◽  
Analysis Method ◽  
Highway Projects ◽  
Content Type ◽  
Theoretical And Numerical Analysis ◽  
Better Than

Purpose Modeling represents the art of translating problems from an application area into tractable mathematical formulations whose theoretical and numerical analysis provides insight, answers and guidance useful for the originating application. The purpose of this paper is to determine the causal causes of schedule overrun and cost escalation of highway projects in Egypt in order to be used as independents variables in mathematical models for predicting the percentages of schedule overrun and cost escalation of such projects in Egypt. Design/methodology/approach A survey of a randomly selected samples yielded responses from 40 owners, 15 consultants and 56 contractors. The survey includes 38 schedule overrun factors and 26 cost escalation factors. The effectiveness degree of the identified factors has been identified by the triangle fuzzy approach. Findings The results of the survey show that “contractor’s technical staff is insufficient and ineligible to accomplish the project” is the most important cause of schedule overrun, while the major cause of cost escalation is inadequate preparation of the project concerning planning and execution. Originality/value The main contribution of this study is predicting the percentages of schedule overrun and cost escalation of highway projects in Egypt. Through the application of the linear regression analysis method and statistical fuzzy theory, four predictive models have been developed and it has been noted that the linear regression-based model shows prediction accuracy better than statistical fuzzy-based model in predicting percentages of schedule overrun and cost escalation.

scholarly journals HUBUNGAN PERSEPSI TENTANG PROFESI FISIOTERAPI DENGAN MOTIVASI BELAJAR MAHASISWA AKADEMI FISIOTERAPI UKI

2018 ◽  
Vol 10 (3) ◽  
pp. 226
Author(s):  
Maksimus Bisa
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Correlation Analysis ◽  
Correlation Coefficient ◽  
Linear Regression Analysis ◽  
Motivation To Learn ◽  
Simple Linear Regression ◽  
Level 1 ◽  
Relationship Of ◽  
The Relationship

ABSTRACTThis study is descriptive analitik, aims to describe the relationship of perceptions about the physiotherapy profession with the motivation to learn students of the Academy of Physiotherapy UKI. Data collection through questionnaires to students of Physiotherapy Academy UKI level 1, 2, and 3 with a sample of 53 students, then give a score of each statement of questionnaire.The result of correlation analysis shows that p = 0,584> α (0,05) ho is accepted, so there is no significant relationship between the two variables. To measure the closeness and intensity of the relationship between the two variables, test of correlation coefficient and simple linear regression. The result of correlation coefficient test (r) obtained by -0,077, lies below the value of -0.30 (very weak) thus can be said there is no relation between perception about physiotherapy profession with motivation learn student Akfis UKI. Result of linear regression analysis obtained equation: Y = 73,52 + (-0,088) X. This means that every 1 point decrease of perception value will influence motivation value equal to 0,088 times.Keywords: Perception, motivation, physiotherapy profession, and learning achievement. ABSTRAKPenelitian ini bersifat deskriptif analitik, bertujuan untuk mendeskripsikan hubungan persepsi tentang profesi fisioterapi dengan motivasi belajar siswa Akademi Fisioterapi UKI. Pengumpulan data melalui kuesioner kepada siswa Fisioterapi Academy UKI tingkat 1, 2, dan 3 dengan sampel sebanyak 53 siswa, kemudian memberikan skor masing-masing kuesioner pernyataan. Hasil analisis korelasi menunjukkan bahwa p = 0,584> α (0,05) ho diterima, sehingga tidak ada hubungan yang signifikan antara kedua variabel tersebut. Untuk mengukur kedekatan dan intensitas hubungan antara kedua variabel tersebut, uji koefisien korelasi dan regresi linier sederhana. Hasil uji koefisien korelasi (r) diperoleh sebesar -0,077, berada di bawah nilai -0,30 (sangat lemah) sehingga dapat dikatakan tidak ada hubungan antara persepsi tentang profesi fisioterapi dengan motivasi belajar siswa Akfis UKI. Hasil analisis regresi linier diperoleh persamaan: Y = 73,52 + (-0,088) X. Artinya setiap 1 titik penurunan nilai persepsi akan mempengaruhi nilai motivasi sebesar 0,088 kali.Kata kunci: Persepsi, motivasi, profesi fisioterapi, dan prestasi belajar.

Pengaruh Promosi terhadap Penjualan Polis Asuransi Syariah

2020 ◽  
Vol 3 (2) ◽  
pp. 144-152
Author(s):  
Ermayanis Ermayanis ◽  
Nurse Fatimah MZ
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Quantitative Methods ◽  
Linear Regression Analysis ◽  
Insurance Companies ◽  
Simple Linear Regression ◽  
Insurance Policy ◽  
Insurance Policies ◽  
Islamic Insurance ◽  
The Relationship

This study aimed to determine the effect of promotion on the sales of Islamic insurance policies at PT. Asuransi Takaful Keluarga RO Riau Agency Pekanbaru. This research was motivated by the development of Islamic insurance companies both in terms of assets and in terms of company contributions that have an impact on insurance policy sales. The formulation of the problem in this study was to determine the effect of the relationship promotion on insurance policy sales. This research used quantitative methods with simple linear regression analysis. The sample in this study was 49 respondents. Based on the results of the partial test (t-test), the tcount was 1.391 <t-table 2.016, so the promotion had no significant effect on the variable sales of the insurance policy of PT. Asuransi Takaful Keluarga RO Riau Pekanbaru. The regression results showed that the promotion variable does not affect sales.

The relationship between transformational leadership and job satisfaction in selected colleges at King Khalid University, Abha, Saudi Arabia

2019 ◽  
Author(s):  
Esther Iriagbonse Eroje ◽  
Erasmus Kofi Appiah ◽  
Alezi Braimoh Ifindon Eroje ◽  
MEER ZAKIRULLA ◽  
Jimly James Kunjappu ◽  
...  
Keyword(s):  
Job Satisfaction ◽  
Transformational Leadership ◽  
Saudi Arabia ◽  
Regression Analysis ◽  
Linear Regression ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Leadership Behaviour ◽  
R Value ◽  
The Relationship

Abstract Background Leadership has become the key issues in managing the organization, the emerging business and economic environments have forced organizations to be flexible, adaptive, entrepreneurial and innovative to meet changing demand of the present-day business environment. The purpose of the present study is to examine the relationship between the various dimensions of transformational leadership (predictor variable) and their effects on employees’ job satisfaction (criterion variable) in three selected Colleges (Medicine, Dentistry and Science) in King Khalid University. Methods The methodology employed in this study was a quantitative and cross-sectional correlational survey type of design Data collection was done using a questionnaire design that was directly administered to the participants. 250 questionnaires were sent to the participating three colleges (Medicine, Dentistry and Sciences). Results The findings of the multiple linear regression analysis indicated a weak positive association between transformational leadership behaviour and employees’ job satisfaction (R-value 0.386). The multiple linear regression analysis signifies a weak positive correlation between transformational leadership behaviour and job satisfaction (R-value 0.386). A p-value in Spearman’s rho that is less than the 0.05 level of significance indicated that there is a significant level of relationship which exists between transformational leadership behaviour and job satisfaction. Conclusions This study concluded that transformational leadership behaviour and its four dimensions showed a weak positive correlation with a statistically significant level of relationship between transformational leadership behaviour and employees’ job satisfaction among three selected colleges (Medicine, Dentistry and Sciences) in King Khalid University, Abha, Saudi Arabia.

scholarly journals Strategic Management in the Relationship between Competitiveness and Organizational Performance in MSMES of the Service Sector in Mexico

2017 ◽  
Vol 12 (4) ◽  
pp. 55
Author(s):  
Marisol Sanchez Guerrero ◽  
Alejandro Arellano Gonzalez ◽  
Nidia J. Rios Vazquez
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Strategic Management ◽  
Organizational Performance ◽  
Service Sector ◽  
Linear Regression Analysis ◽  
Food And Beverage ◽  
Positive Direct ◽  
The Relationship

The objective of this research is to analyze the influence of strategic management on competitiveness and organizational performance, an issue that is present in micro, small and medium-sized enterprises in the food and beverage preparation industry of the service sector. The study sample was of 200 Mexican organizations from Ciudad Obregón, Sonora. The results indicated that strategic management has a positive, direct and significant effect on competitiveness. The results that were obtained by means of linear regression analysis make it possible to assert that the interaction between both variables (strategic management and competitiveness) establishes significant differences in the levels of organizational performance. It was concluded that the enhancement of strategic management contributes to the increase in organizational performance. Therefore, a joint intervention must take place on strategic management and competitiveness.

Scavenging by Alloperla (Plecoptera: Chloroperlidae) nymphs on dead pink (Oncorhynchus gorbuscha) and chum (O. keta) salmon embryos

1968 ◽  
Vol 46 (4) ◽  
pp. 787-796 ◽  
Author(s):  
Stephen J. Nicola
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Chum Salmon ◽  
Linear Regression Analysis ◽  
Oncorhynchus Gorbuscha ◽  
Beneficial Effects ◽  
Salmon Eggs ◽  
The Relationship

The relationship between stonefly nymphs of the genus Alloperla and developing pink and chum salmon embryos was studied in Harris River, Alaska, from August, 1965, to April, 1966. Polyethylene containers with alternating layers of salmon eggs and washed gravel and containers with washed gravel only were buried in sections of an upstream spawning riffle and were removed and examined in three sampling periods. Correlation and linear regression analysis of numbers of missing embryos, dead embryos, and stonefly nymphs in the containers supported the hypothesis that the nymphs were scavengers but failed to support the hypothesis that they were predators.Some of the beneficial effects to living embryos of scavenging by nymphs is discussed, as well as the likelihood of occurrence of predation by stonefly nymphs in general.

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