Effects of a preschool parent enrichment programme on children and their parents /

This study evaluated a preschool parent enrichment programme to assess if child and parent involvement in the programme facilitated the children's subsequent school adjustment. Also examined were the programme's effects on parent-child relationships. Participants were 56 Junior-Senior Kindergarten and Grade One students from one elementary school. Parent participants were 12 parents from the preschool parent enrichment programme, 6 parents whose children had attended other preschool programmes, and 6 parents whose children had remained at home prior to school. Five elementary teachers and both nursery school teachers from the parent enrichment programme also participated. Measures used included the Florida Key to assess children's inferred self-concept as learner and four subscales (relating, asserting, coping and investing), and interviews to assess parent and teacher perceptions. Findings indicated that there was little difference between parent and teacher perceptions about children who had attended a preschool programme. Both groups showed improved social, emotional, and behavioural skill development, together with increased self-esteem, and the ability to cope with separation from their parents. This enabled children to make the transition from preschool to primary school more successful. Children from the parent enrichment programme were not readily identifiable in terms of the profile promulgated for disadvantaged children. The Florida Key showed a main effect for the coping subscale, indicating that children from the parent enrichment programme may show more confidence in their abilities, and seek assistance from teachers than children who had no preschool experience. The parent enrichment programme appeared to have the biggest impact on the parents. Parents reported improved relationships with their children, increased confidence and self-esteem, as well as improved parenting and general life skills. The implications for short-term gains for children from this type of programme are better readiness for school, more positive self-esteem, improved social behaviour, and a higher achievement motivation. The long-term gains for children are predicted to be fewer special education placements, less grade retention, and a lower dropout rate from school. The short-term gains for parents are better social support networks," greater self-confidence, better interactions with children, and improved parenting skills. The long-term benefits may be an increased motivation to continue education, gain employment, and less family breakdown and abuse.

Effects of Proactive and Retroactive Augmented Information on Physiological Responses in Learning a Novel Motor Skill

Previous research has demonstrated superior learning by participants presented with augmented task information retroactively versus proactively (Patterson & Lee, 2008; 2010). Theoretical explanations of these findings are related to the cognitive effort invested by participants during motor skill acquisition. The present study extended previous research by utilizing the physiological index, power spectral analysis of heart rate variability, previously shown to be sensitive to the degree of cognitive effort invested during the performance of a motor task (e.g., increase cognitive effort results in increased LF/HF ratio). Participants were required to learn 18 different key-pressing sequences. As expected, the proactive condition demonstrated superior RS during acquisition, with the retroactive condition demonstrating superior RS during retention. Measures of LF/HF ratio indicated the retroactive participants were investing significantly less cognitive effort in the retention period compared to the proactive participants (p< .05) as a function of learning.

Dynamic Performance Evaluation of Canadian Fixed-Income Funds using Markov Regime Switching Models

This thesis examines the performance of Canadian fixed-income mutual funds in the context of an unobservable market factor that affects mutual fund returns. We use various selection and timing models augmented with univariate and multivariate regime-switching structures. These models assume a joint distribution of an unobservable latent variable and fund returns. The fund sample comprises six Canadian value-weighted portfolios with different investing objectives from 1980 to 2011. These are the Canadian fixed-income funds, the Canadian inflation protected fixed-income funds, the Canadian long-term fixed-income funds, the Canadian money market funds, the Canadian short-term fixed-income funds and the high yield fixed-income funds. We find strong evidence that more than one state variable is necessary to explain the dynamics of the returns on Canadian fixed-income funds. For instance, Canadian fixed-income funds clearly show that there are two regimes that can be identified with a turning point during the mid-eighties. This structural break corresponds to an increase in the Canadian bond index from its low values in the early 1980s to its current high values. Other fixed-income funds results show latent state variables that mimic the behaviour of the general economic activity. Generally, we report that Canadian bond fund alphas are negative. In other words, fund managers do not add value through their selection abilities. We find evidence that Canadian fixed-income fund portfolio managers are successful market timers who shift portfolio weights between risky and riskless financial assets according to expected market conditions. Conversely, Canadian inflation protected funds, Canadian long-term fixed-income funds and Canadian money market funds have no market timing ability. We conclude that these managers generally do not have positive performance by actively managing their portfolios. We also report that the Canadian fixed-income fund portfolios perform asymmetrically under different economic regimes. In particular, these portfolio managers demonstrate poorer selection skills during recessions. Finally, we demonstrate that the multivariate regime-switching model is superior to univariate models given the dynamic market conditions and the correlation between fund portfolios.