The Characteristics That Provide Independent Information about Average U.S. Monthly Stock Returns

CFA Digest ◽  
2018 ◽  
Author(s):  
Antony Jackson
2017 ◽  
Vol 30 (12) ◽  
pp. 4389-4436 ◽  
Author(s):  
Jeremiah Green ◽  
John R. M. Hand ◽  
X. Frank Zhang

Author(s):  
P. Humble

There has been sustained interest over the last few years into both the intrinsic (primary and secondary) structure of grain boundaries and the extrinsic structure e.g. the interaction of matrix dislocations with the boundary. Most of the investigations carried out by electron microscopy have involved only the use of information contained in the transmitted image (bright field, dark field, weak beam etc.). Whilst these imaging modes are appropriate to the cases of relatively coarse intrinsic or extrinsic grain boundary dislocation structures, it is apparent that in principle (and indeed in practice, e.g. (1)-(3)) the diffraction patterns from the boundary can give extra independent information about the fine scale periodic intrinsic structure of the boundary.In this paper I shall describe one investigation into each type of structure using the appropriate method of obtaining the necessary information which has been carried out recently at Tribophysics.


1998 ◽  
Vol 41 (6) ◽  
pp. 1282-1293 ◽  
Author(s):  
Jane Mertz Garcia ◽  
Paul A. Dagenais

This study examined changes in the sentence intelligibility scores of speakers with dysarthria in association with different signal-independent factors (contextual influences). This investigation focused on the presence or absence of iconic gestures while speaking sentences with low or high semantic predictiveness. The speakers were 4 individuals with dysarthria, who varied from one another in terms of their level of speech intelligibility impairment, gestural abilities, and overall level of motor functioning. Ninety-six inexperienced listeners (24 assigned to each speaker) orthographically transcribed 16 test sentences presented in an audio + video or audio-only format. The sentences had either low or high semantic predictiveness and were spoken by each speaker with and without the corresponding gestures. The effects of signal-independent factors (presence or absence of iconic gestures, low or high semantic predictiveness, and audio + video or audio-only presentation formats) were analyzed for individual speakers. Not all signal-independent information benefited speakers similarly. Results indicated that use of gestures and high semantic predictiveness improved sentence intelligibility for 2 speakers. The other 2 speakers benefited from high predictive messages. The audio + video presentation mode enhanced listener understanding for all speakers, although there were interactions related to specific speaking situations. Overall, the contributions of relevant signal-independent information were greater for the speakers with more severely impaired intelligibility. The results are discussed in terms of understanding the contribution of signal-independent factors to the communicative process.


Author(s):  
Ying Tay Lee ◽  
Devinaga Rasiah ◽  
Ming Ming Lai

Human rights and fundamental freedoms such as economic, political, and press freedoms vary widely from country to country. It creates opportunity and risk in investment decisions. Thus, this study is carried out to examine if the explanatory power of the model for capital asset pricing could be improved when these human rights movement indices are included in the model. The sample for this study comprises of 495 stocks listed in Bursa Malaysia, covering the sampling period from 2003 to 2013. The model applied in this study employed the pooled ordinary least square regression estimation. In addition, the robustness of the model is tested by using firm size as a controlled variable. The findings show that market beta as well as the economic and press freedom indices could explain the cross-sectional stock returns of the Malaysian stock market. By controlling the firm size, it adds marginally to the explanation of the extended CAP model which incorporated economic, political, and press freedom indices.


2018 ◽  
Author(s):  
Stanimira Milcheva ◽  
Yildiray Yildirim ◽  
Zhu Bing

Author(s):  
Naik Priyanka Umesh ◽  
Nezvila Tracy Saldanha ◽  
Y. V. Reddy
Keyword(s):  

CFA Digest ◽  
1997 ◽  
Vol 27 (1) ◽  
pp. 41-42
Author(s):  
Terence M. Lim

Sign in / Sign up

Export Citation Format

Share Document