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Book The Persistence of Seasonality

    Book Details:
  • Author : Vincent Smits
  • Publisher : LAP Lambert Academic Publishing
  • Release : 2011-04
  • ISBN : 9783844330830
  • Pages : 68 pages

Download or read book The Persistence of Seasonality written by Vincent Smits and published by LAP Lambert Academic Publishing. This book was released on 2011-04 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors and academics have long been intrigued by seasonality effects on stock returns. In this research it was tested whether any significant monthly returns persist over time. The results obtained in this research provide evidence for seasonality in stock returns during the 1926 - 2009 period. Extended analysis of persistence across time showed that monthly stock returns are in fact not persistent over longer time periods, for all portfolios except for the smallest size portfolios. The extended analysis further revealed that evidence of persistence is highly correlated with the size effect.

Book Seasonal Movements of Exchange Rates and Interest Rates Under the Pre World War I Gold Standard

Download or read book Seasonal Movements of Exchange Rates and Interest Rates Under the Pre World War I Gold Standard written by Ellen Foster and published by Routledge. This book was released on 2017-04-21 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1994. This work investigates seasonal fluctuations of US and British short term nominal interest rates, the dollar-sterling exchange rate and short term interest rate differentials between the US and Britain during the period 1883-1913. It finds that during the pre-World War Gold Standard seasonal movements in exchange rates did not tend to offset the seasonal fluctuations in interest rate differentials. It presents a model to explain the fluctuations and outlines two specific empirical investigations, considering the results in the light of more recent historical periods as well.

Book Persistence and Seasonality in the US Industrial Production Index

Download or read book Persistence and Seasonality in the US Industrial Production Index written by Guglielmo Maria Caporale and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper uses a seasonal long-memory model to capture the behaviour of the US Industrial Production Index (IPI) over the period 1919Q1-2022Q4. This series is found to display a large value of the periodogram at the zero, long-run frequency, and to exhibit an order of integration around 1. When first differences (of either the original data or their logged values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of a seasonal fractional integration model with an order of integration equal to 0.14 for the original data and 0.29 for their logged values, which implies the presence of a seasonal long-memory mean reverting pattern.

Book The Persistent Marquess

    Book Details:
  • Author : Susan Payne
  • Publisher : The Wild Rose Press Inc
  • Release : 2020-07-06
  • ISBN : 1509232249
  • Pages : 155 pages

Download or read book The Persistent Marquess written by Susan Payne and published by The Wild Rose Press Inc. This book was released on 2020-07-06 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: One Marquess. One debutante. One waltz. And Miss Daisy Vincent's first season will never be the same. A less than stellar beginning to her first ball took a sudden and irrevocable change of direction once the handsome and popular Marquess of Ashton took notice of her. Ashton, prone not to interfere with the ton, certainly made a hash of things when he did. Trying to aid a naïve debutante has brought him into the limelight as every busy-body began betting on who his marchioness would be. And the one who most interested him wasn't even on the list.

Book General Technical Report NC

Download or read book General Technical Report NC written by and published by . This book was released on 1981 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Complete Works of Friedrich Nietzsche  Thoughts out of season

Download or read book The Complete Works of Friedrich Nietzsche Thoughts out of season written by Friedrich Wilhelm Nietzsche and published by . This book was released on 1909 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Feasting on the Word  Pentecost and season after Pentecost 1  Propers 3 16

Download or read book Feasting on the Word Pentecost and season after Pentecost 1 Propers 3 16 written by David L. Bartlett and published by Westminster John Knox Press. This book was released on 2010-01-01 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the twelve-volume series Feasting on the Word, Westminster John Knox Press offers one of the most extensive and well-respected resources for preaching on the market today. When complete, the twelve volumes will cover all of the Sundays in the three-year lectionary cycle, along with moveable occasions. The page layout is truly unique. For each lectionary text, preachers will find brief essays-- one each on the exegetical, theological, pastoral, and homiletical challenges of the text. Each volume will also contain an index of biblical passages so that nonlectionary preachers may make use of its contents. The printed volumes for Ordinary Time include the complementary stream during Year A, the complementary stream during the first half of Year B, the semicontinuous stream during the second half of Year B, and the semicontinuous stream during Year C. Beginning with the season after Pentecost for Year C, the alternate lections for Ordinary Time not in the print volumes will be available online at feastingontheword.net.

Book The Biology of the Seasons

Download or read book The Biology of the Seasons written by John Arthur Thomson and published by . This book was released on 1915 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Peasant Poverty and Persistence in the Twenty First Century

Download or read book Peasant Poverty and Persistence in the Twenty First Century written by Julio Boltvinik and published by Zed Books Ltd.. This book was released on 2016-08-15 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Peasants are a majority of the world’s poor. Despite this, there has been little effort to bridge the fields of peasant and poverty studies. Peasant Poverty and Persistence in the Twenty-first Century provides a much-needed critical perspective linking three central questions: Why has peasantry, unlike other areas of non-capitalist production, persisted? Why are the vast majority of peasants poor? And how are these two questions related? Interweaving contributions from various disciplines, the book provides a range of responses, offering new theoretical, historical and policy perspectives on this peasant 'world drama'. Scholars from both South and North argue that, in order to find the policy paths required to overcome peasants’ misery, we need a seismic transformation in social thought, to which they make important contributions. They are convinced that we must build upon the peasant economy’s advantages over agricultural capitalism in meeting the challenges of feeding the growing world population while sustaining the environment. Structured to encourage debate among authors and mutual learning, Peasant Poverty and Persistence takes the reader on an intellectual journey toward understanding the peasantry.

Book Seasonal Adjustment and Measuring Persistence in Output

Download or read book Seasonal Adjustment and Measuring Persistence in Output written by Albert Jäger and published by . This book was released on 1988 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Fever Season

    Book Details:
  • Author : Jeanette Keith
  • Publisher : Bloomsbury Publishing USA
  • Release : 2012-10-02
  • ISBN : 1608192229
  • Pages : 269 pages

Download or read book Fever Season written by Jeanette Keith and published by Bloomsbury Publishing USA. This book was released on 2012-10-02 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: An account of the 1878 yellow fever epidemic documents how it killed more than 18,000 people in the American South, tracing its particularly catastrophic impact in Memphis, Tennessee, while noting the heroic efforts of people who remained behind to help.

Book Local Climatological Data

Download or read book Local Climatological Data written by and published by . This book was released on 1986 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book A Season for Scandal

    Book Details:
  • Author : Stephanie Laurens
  • Publisher : Harlequin
  • Release : 2009-03-13
  • ISBN : 1426833601
  • Pages : 537 pages

Download or read book A Season for Scandal written by Stephanie Laurens and published by Harlequin. This book was released on 2009-03-13 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two Regency romances featuring connecting characters and alpha heroes from a New York Times–bestselling author. Tangled Reins Miss Dorothea Darent has no intention of ever getting married, certainly not to a rogue such as the Marquis of Hazelmere. A disreputable scoundrel, he is captivated when they meet by chance and is determined to win her heart, even while she’s busy dazzling the rest of London society. Now Dorothea has a choice to make: stick with her plan to remain a respectable spinster, or run into the arms of her dashing stranger. . . . Fair Juno When the Earl of Merton suddenly finds himself playing the knight in shining armor to a damsel in distress, he knows his days as a notorious rake are numbered. But though the lady seems grateful for his assistance, she flees the scene without revealing her name. And though past scandals and present dangers threaten his pursuit of the mysterious lady, he knows she is to be his destiny. Praise for Stephanie Laurens “Laurens’ writing shines.” —Publishers Weekly “Stephanie Laurens’ heroines are marvelous tributes to Georgette Heyer: feisty and strong.” —Cathy Kelly, #1 Sunday Times–bestselling author of The Wedding Party “All I need is her name on the cover to make me pick up the book.” —Linda Howard, New York Times–bestselling author of An Independent Wife

Book The Shipley Collection of Scientific Papers

Download or read book The Shipley Collection of Scientific Papers written by and published by . This book was released on 1919 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Biology of the Seasons

Download or read book Biology of the Seasons written by John Arthur Thomson and published by . This book was released on 1920 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: