893 resultados para Size anomalies in bank stock returns
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Mode of access: Internet.
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Mode of access: Internet.
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"UILU-ENG 80 1744"--Cover.
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.
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Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.
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This study evaluates two methods for estimating a soilís hydraulic conductivity: in-situ infiltration tests and grain-size analyses. There are numerous formulas in the literature that relate hydraulic conductivity to various parameters of the infiltrating medium, but studies have shown that these formulas do not perform well when applied to depositional environments that differ from those used to derive the formulas. Thus, there exists a need to specialize infiltration tests and related grain-size analyses for the Vashon advance outwash in the Puget Lowland. I evaluated 134 infiltration tests and 119 soil samples to find a correlation between grain-size parameters and hydraulic conductivity. This work shows that a constant-head borehole infiltration test that accounts for capillarity with alpha approximately 5m^-1 is an effective method for calculating hydraulic conductivity from our flow tests. Then, by conducting grain-size analysis and applying a multiple linear regression, I show that the hydraulic conductivity can also be estimated by log(K) = 1.906 + 0.102D_10 + 0.039D_60 - 0.034D_90 - 7.952F_fines. This result predicts the infiltration rate with a 95% confidence interval of 20 ft/day. The results of study are for application in the Puget Lowland.
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Thesis (Master's)--University of Washington, 2016-06