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Crabbe, Rowena C. "Emotions in Sports." Thesis, Virginia Tech, 2007. http://hdl.handle.net/10919/33193.
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In recent years the NCAA has had problems with the delinquent behavior of collegiate athletes on and off the field. The ability to know what causes athletes to act out will help athletic programs and reputations. Psychological behaviors have been related to sports performance and behavior in prior studies
In this study, we hypothesized that higher Emotional Intelligence in collegiate athletes, the ability to perceive, understand and manage oneâ s emotions, will be related to lower acts of delinquent behavior on and off the field, as well as better performance during games. Study participants were Virginia Tech Soccer, Basketball, and Football male student athletes. We assessed emotional intelligence using the MSCEIT v.2.0 and also measured self report delinquent behavior and game statistics. None of our hypotheses were supported. A major reason for the lack of evidence to support our hypotheses may have been low statistical power and possible sampling biases.Master of Science
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Abucci, Infantes Giuliana Catherine, Mauricio Isabel Rosales, and Iberico Kori Luz Silva. "Aplicación del MSCEIT y del neuromanagement en la mejora de la gestión de los gerentes de Advisory en KPMG." Master's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2015. http://hdl.handle.net/10757/583257.
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La calidad de servicio que se brinda a las personas en el ámbito administrativo tiene por finalidad que las empresas se consoliden dentro de un mercado globalizado, en donde son muy importantes las relaciones humanas. El presente trabajo tiene como fin demostrar que los ejecutivos tienen todos los elementos básicos para poder desarrollarse mejor en su labor dentro de la empresa, es decir, que consoliden todos sus conocimientos en el fortalecimiento de sus relaciones laborales con las personas que tiene a su cargo y el desempeño sea el óptimo para engrandecer aún más a KPMG, y donde las neurociencias deben aplicarse de la mejor manera en su personal ejecutivo.Tesis
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Hultin, Maria. "Emotional Intelligence : The Three Major Theories in the Field." Thesis, Högskolan i Skövde, Institutionen för kommunikation och information, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-5231.
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Emotional intelligence (EI) is a term that has several definitions and theories. Three major views in the field of EI will be presented and discussed in this thesis, furthermore some practical implications for the research. There will also be a brief overview of the two fields of emotion and intelligence research, from where the concept of EI has emerged. The first view presented is Mayer and Salovey‟s four-branch model of EI, measured with the Mayer-Salovey-Caruso Emotional Intelligence Test (the MSCEIT). The second view is the Bar-On model of emotional-social intelligence, closely related to the Emotional Quotient Inventory (the EQ-i). The third view is Goleman and colleagues‟ model of EI, which is measured with the Emotional Competence Inventory (the ECI). These different views of EI will be discussed in terms of ability-models and mixed-models, where the first model presented is referred to as an ability-model of EI and the following two models are seen as mixed-models of EI.
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Ellis, Kris. "Exploring Antecedents to Work Engagement and Psychological Well-Being within a Canadian Provincial Ministry." ScholarWorks, 2015. https://scholarworks.waldenu.edu/dissertations/578.
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A gap exists in organizational development strategies on why some individuals remain disengaged with their work. This study addressed whether a combination of specific contextual factors could support individuals, teams, and leaders to demonstrate the attitudes and behaviors consistent with work engagement. The theoretical frameworks of social constructivism, the conceptual framework of symbolic interactionism, and a hermeneutic inquiry approach were used to address how individual psychological traits/abilities of employees support work engagement. Nineteen employees of a Canadian provincial government ministry completed an engagement survey, MSCEIT, MBTI, and SDI assessments. They also participated in focus groups. Survey results showed high engagement scores. Focus group themes, derived from the Modified Stevick-Colaizzi-Keen method centered on perceptions of personal choice, passive resignation, and trust. Spearman's correlation results indicated a moderate, nonsignificant association between the MSCEIT, MBTI, SDI scores, and work engagement. Study results suggested 5 factors necessary for individuals to sustain engagement: the ability to balance a focus on others and impressions with a focus on ideas and concrete data, the ability to perceive and manage emotions, motivational values consistent with a concern for others, and leader and organizational support. Results from this study are expected to increase possible social change efforts focused on developing highly engaged teams that demonstrate a positive, fulfilling work-related state characterized by high energy levels, mental resilience, dedication, and involvement in work.
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Hertel, Janine. "Emotional Abilities: What do different measures predict?" Doctoral thesis, Universitätsbibliothek Chemnitz, 2007. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200702070.
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Die Arbeit gliedert sich in fünf Teile. An ein Überblickskapitel, in welchem aktuelle Modelle und Verfahren zur Erfassung Emotionaler Intelligenz vorgestellt werden, schließen sich drei empirische Studien (englischsprachig) an. In diesen werden Zusammenhänge von Fähigkeitstests und Selbstberichtverfahren zur Erfassung emotionaler Fähigkeiten in Bezug auf sozial relevante Faktoren wie Lebenszufriedenheit, Konfliktlösefähigkeiten und Freundschaft untersucht. Darüber hinaus wird geprüft, inwieweit sich Patienten verschiedener Störungsbilder von einer psychisch gesunden Kontrollgruppe als auch untereinander in ihren gezeigten emotionalen Fähigkeiten unterscheiden. Die Arbeit endet mit einer Integration der Ergebnisse dieser drei Studien. Insbesondere wird dabei auf die Probleme aktueller Verfahren zur Erfassung Emotionaler Intelligenz mittels Selbstbericht und Fähigkeitstest eingegangen. Aufgrund der konzeptionellen Nähe von Sozialer Intelligenz und Emotionaler Intelligenz werden mögliche Integrationspunkte dieser beiden Forschungsfelder benannt. Ebenso werden mögliche alternative Erfassungsmethoden aufgezeigtThis dissertation is devided into five parts. An introductory chapter explains actual self-report questionnaires and ability tests to assess emotional intelligence. The following three chapters present empirical data looking at relations between self-report measures and ability tests and important variables of social functioning like life satisfaction, conflict-management abilities, and friendship. Moreover, in another study we looked at differences between and within inpatients with different kinds of mental disorders and a clinically healthy control group. The final chapter integrates findings and conclusions focusing on the problems assessing emotional intelligence with self-report questionnaires and ability tests. As social intelligence and emotional intelligence are conceptionally related possible areas of collaborative work are discussed. Furthermore, alternative ways of assessing emotional abilities are highlighted
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Gagnon, Marie-Eve. "L'applicabilité du Test d'intelligence émotionnelle Mayer-Salovey-Caruso (MSCEIT) chez les personnes âgées: Étude de la compréhension des consignes et des items, de la validité apparente de la cohérence interne et de la distribution des scores." Thesis, Université Laval, 2009. http://www.theses.ulaval.ca/2009/26928/26928.pdf.
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Gagnon, Marie-Ève. "L'applicabilité du Test d'intelligence émotionnelle Mayer-Salovey-Caruso (MSCEIT) chez les personnes âgées : étude de la compréhension des consignes et des items, de la validité apparente de la cohérence interne et de la distribution des scores." Doctoral thesis, Université Laval, 2009. http://hdl.handle.net/20.500.11794/21796.
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Cette recherche porte sur l'applicabilité de la version belge-française du Mayer Salovey Caruso Emotional Intelligence Test (MSCEIT; Mayer, Salovey, & Caruso, 2002) (Logan, 2006) chez les personnes âgées. Elle avait pour objet d'étudier la compréhension des consignes et des items, d'évaluer la validité apparente et la cohérence interne du test, d'examiner la dispersion des scores et de comparer de façon exploratoire les scores obtenus dans ce groupe à ceux qui ont été observés par Mayer et al. (2002) pour différents groupes d'âges lors de l'étalonnage du test. Le MSCEIT-BF (version belge-française) ainsi qu'un questionnaire mesurant la validité apparente du MSCEIT-BF et un questionnaire portant sur la compréhension des consignes et des tâches ont été complétés par 140 personnes âgées de 60-85 ans. Les analyses statistiques révèlent une validité apparente adéquate et une cohérence interne élevée (alpha de Cronbach = 0,93). Le nombre de problèmes rencontrés par les personnes âgées lors de l'administration du test semblerait être supérieur à celui qu'on devrait normalement retrouver. Ceci pourrait partiellement expliquer pourquoi elles ont obtenu des scores significativement moins élevés au MSCEIT (p < 0, 001) par rapport à l'échantillon utilisé pour l'étalonnage du test. Des recommandations sont proposées pour améliorer la validité des résultats des personnes âgées au MSCEIT.
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Badia, i. Realp Georgina. "Valoración de la inteligencia emocional en pacientes con trastornos de la conducta alimentaria." Doctoral thesis, Universitat de Lleida, 2015. http://hdl.handle.net/10803/382833.
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Se ha evaluado la Inteligencia Emocional (IE) a 99 pacientes con Trastorno de la Conducta Alimentaria (TCA). Sus resultados se han comparado con los obtenidos por el grupo control (99 personas sin TCA). Se ha relacionado la IE con variables psicopatológicas valoradas con el EAT, STAI, BDI y BSI. Los pacientes con TCA presentan menos IE que los controles en la puntuación Total del MSCEIT y en las ramas de Comprensión y Manejo Emocional del área Estratégica. Los déficits del grupo TCA respecto al grupo Control muestran un perfil emocional similar al encontrado en otros estudios realizados con el MSCEIT en otras poblaciones clínicas. No se encuentran diferencias en IE entre los subtipos TCA. La presencia y gravedad de los síntomas clínicos están relacionados con el nivel de IE: a menor IE, mayor psicopatología clínica ansiosa, depresiva y malestar emocional general. En el estudio longitudinal realizado en pacientes con TCA no se encuentran diferencias en las habilidades de IE entre las dos evaluaciones (2010-2013).S’ha avaluat la Intel•ligència Emocional (IE) a 99 pacients amb Trastorn de la Conducta Alimentaria (TCA). Els resultats han estat comparats amb els obtinguts pel grup control (99 persones sense TCA). S'ha relacionat la IE amb variables psicopatològiques valorades amb l’EAT, STAI, BDI i BSI. Els pacients amb TCA presenten menys IE que els controls en la puntuació Total del MSCEIT i en les branques de Comprensió i Maneig Emocional de l’Àrea Estratègica. Els dèficits del grup TCA respecte el grup Control mostren un perfil emocional similar al trobat en altres estudis realitzats amb el MSCEIT en altres poblacions clíniques. No es troben diferencies en IE entre els subtipus TCA. La presència i gravetat dels símptomes clínics estan relacionats amb el nivell d’IE: a menor IE, major psicopatologia clínica ansiosa, depressiva i malestar emocional general. En l’estudi longitudinal realitzat a pacients amb TCA no es troben diferències en les habilitats d’IE entre les dues avaluacions (2010-2013).
We have assessed the Emotional Intelligence (EI) to 99 patients with Eating Disorder (ED). The results are compared with those of the control group (99 people without eating disorder). EI is related to psychopathological variables evaluated with the EAT, STAI, BDI and BSI. Patients with ED have less EI than controls in MSCEIT Total score, and in the Understanding and Managing emotions from Strategic area. The deficits in ED group compared to the control group show a similar emotional profile to that found in other studies with MSCEIT in other clinical populations. No differences are found in EI between ED subtypes. In the ED group the presence and severity of clinical symptoms are related to the level of IE: a lower EI, higher level of anxious and depressive psychopathology and more general distress. In the longitudinal study of patients with ED we have not found differences in EI skills between the two assessments (2010-2013).
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Pieskä, J. (Jukka). "Risk factor based investing:case: MSCI risk factor indices." Master's thesis, University of Oulu, 2016. http://urn.fi/URN:NBN:fi:oulu-201601141032.
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The aim of this thesis is to study risk factor based investing and test how well MSCI constructs their risk factor based indices. Risk factor based investing has gained a lot of media exposure in the recent years and “Smart Beta” products are becoming more popular. Blackrock estimated that there are more than 700 exchange traded products available and they have over $ 529 billion in assets under management. Risk factor investing aims to harvest the risk premia associated with factors like size, momentum and value.
I tested whether MSCI is able to provide higher Sharpe ratios for higher risk exposure indices and how much they deviated from the parent index of MSCI World. I used the Ledoit & Wolf bootstrap inference test to find out whether the Sharpe ratios of high exposure and high capacity indices differ from each other. Furthermore, I tested how well the Fama & French Three Factor-model with the addition of Carhart momentum factor could explain the returns of MSCI’s risk factor indices. I also constructed different risk factor portfolios using risk-parity methods to see whether it is possible to enhance the returns of risk factor indices by combining them.
The main results and conclusions of this thesis were that risk factor investing can provide excess returns. These excess returns are readily available by investing in MSCI’s risk factor indices. Another key finding was that by utilizing risk-parity methods an investor can achieve excess returns over an equally weighted risk factor portfolio and over the MSCI’s own Diversified Mix index. Furthermore, even though MSCI is the world leader in index creation, their way of creating indices doesn’t seem to be very efficient and it would be beneficial to analyse other index providers, too.
The data used in this thesis were gathered from “MSCI’s end of day index data search”. The data consists of six risk factor indices from developed countries. The price data ranged from November 1998 to August 2015. For the Ledoit & Wolf test I gathered four high capacity indices and four high exposure indices from the same time period. The proxies for academic factors were provided by Kenneth French on his website.
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Boman, Trotte, and Samuel Jangenstål. "Beating the MSCI USA Index by Using Other Weighting Techniques." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-209258.
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In this thesis various portfolio weighting strategies are tested. Their performance is determined by their average annual return, Sharpe ratio, tracking error, information ratio and annual standard deviation. The data used is provided by Öhman from Bloomberg and consists of monthly data between 1996-2016 of all stocks that were in the MSCI USA Index at any time between 2002-2016.For any given month we use the last five years of data as a basis for the analysis. Each time the MSCI USA Index changes portfolio constituents we update which constituents are in our portfolio. The traditional weighting strategies used in this thesis are market capitalization, equal, risk-adjusted alpha, fundamental and minimum variance weighting. On top of that, the weighting strategies are used in a cluster framework where the clusters are constructed by using K-means clustering on the stocks each month. The clusters are assigned equal weight and then the traditional weighting strategies are applied within each cluster. Additionally, a GARCH-estimated covariance matrix of the clusters is used to determine the minimum variance optimized weights of the clusters where the constituents within each cluster are equally weighted. We conclude in this thesis that the market capitalization weighting strategy is the one that earns the least of all traditional strategies. From the results we can conclude that there are weighting strategies with higher Sharpe ratio and lower standard deviation. The risk-adjusted alpha in a traditional framework performed best out of all strategies. All cluster weighting strategies with the exception of risk-adjusted alpha outperform their traditional counterpart in terms of return.I denna rapport prövas olika viktningsstrategier med målet att prestera bättre i termer av genomsnittlig årlig avkastning, Sharpekvot, aktiv risk, informationskvot och årlig standardavvikelse än det marknadsviktade MSCI USA Index. Rapporten är skriven i samarbete med Öhman och data som används kommer från Bloomberg och består av månadsvis data mellan 1996-2016 av alla aktier som var i MSCI USA Index vid någon tidpunkt mellan 2002-2016. För en given månad används senaste fem åren av historisk data för vår analys. Varje gång som MSCI USA Index ändrar portföljsammansättning så uppdaterar vi vilka värdepapper som ingår i vår portfölj. De traditionella viktningsstrategierna som används i denna avhandling är marknadviktat, likaviktat,risk-justerad alpha viktat, fundamental viktat och minsta varians viktat. De klusterviktade strategierna som används i denna avhandling är konstruerade genom att använda K-medel klustring på aktierna varje månad, tilldela lika vikt till varje kluster och sedan använda traditionella viktningsstrategier inom varje kluster. Dessutom används en GARCH skattad kovariansmatris av klustrena för att bestämma minsta varians optimerade vikter för varje kluster där varje aktie inom alla kluster är likaviktade. Vi konstaterar i detta arbete att den marknadsviktade strategin har lägst avkastning av alla viktningsmetoder. Från resultaten kan vi konstatera att det _nns viktningsmetoder med högre Sharpekvot och lägre standardavvikelse. Risk-justerad alpha viktning använt på traditionellt vis är den strategi som presterar bäst av alla metoder. Alla klusterviktade strategier med undantag av risk-justerad alpha viktning presterar bättre än deras traditionella motsvarighet i termer av avkastning.
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Bou, Orm Bahaa. "Responsabilité sociétale des entreprises et performances financières : le rôle de la réputation de l'entreprise." Thesis, Toulon, 2014. http://www.theses.fr/2014TOUL2006.
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Notre étude essaye de décrire comment les interactions entre la RSE et la performance financière sont influencées en se basant sur la théorie du management par les ressources et la vision instrumentale de la théorie des parties prenantes tout en considérant la RSE comme un bien public qui s’inscrit dans le prolongement des logiques d’intérêt général et qui contribue à la maximisation du bien-être collectif. Nous testons le rôle de la réputation de l’entreprise dans la relation de la performance sociétale vers la performance financière. Empiriquement, nous utilisons des données de panel de 7 ans (2006-2012) pour 324 entreprises états-uniennes. La performance sociétale est mesurée selon des critères de performance ESG (environnementale, sociale et de gouvernance) par l’agence de notation extra-financière MSCI. En ce qui concerne la performance financière, nous utilisons une mesure boursière (le Q de Tobin) et une mesure comptable (ROE). Les résultats montrent l’existence d’une relation qui a la forme d’un cercle vertueux entre la performance sociétale et la performance financière avec la mesure boursière de la performance financière. Quant à la réputation, l’étude montre qu’elle a un impact significatif sur la relation de la performance sociétale vers la performance financière. Les résultats soulignent aussi que la relation positive significative de la performance sociétale vers la performance financière se retrouve notamment au niveau de la performance sociale et de la performance de gouvernance de la performance sociétale de l’entreprise. Notre étude désigne la performance de gouvernance et la performance environnementale comme des performances qui peuvent influencer la réputation de l’entrepriseOur study seeks to describe how the interactions between CSR and financial performance are affected based on the theory of resource-based view (RBV) and the instrumental view of stakeholder theory while considering CSR as a public good which constitutes a coherent extension of the general interest and which contributes to the maximization of social well-being. We are testing the role of corporate reputation concerning the relationship of CSR to financial performance. Empirically, we use panel data of 7 years (2006-2012) for 324 US companies. CSR is measured according to ESG performance criteria (environmental, social and governance) by the MSCI Extra-Financial Rating Agency. Regarding the financial performance, we use a market measure (Tobin's Q) and an accounting measure (ROE). The results emphasize the existence of a relation that has the shape of a virtuous circle between CSR and financial performance with the market measure of financial performance. As for reputation, the present study shows that it has a significant impact on the relation of CSR to financial performance. The results also emphasize that the significant positive relationship of CSR to financial performance can be found particularly in social performance and governance performance. Our study indicates the governance and environmental performances likewise the performance which can influence the reputation of the company
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Cowan, Kathi Grit [Verfasser]. "Operationspflichtigkeit von Milzverletzungen bei Polytraumapatienten nach MSCT-Kriterien / Kathi Grit Cowan." Greifswald : Universitätsbibliothek Greifswald, 2013. http://d-nb.info/1035673584/34.
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Albertini, Ascanio. "Validazione preliminare all'utilizzo di Cone Beam CT su distretti anatomici "non convenzionali": confronto di dose al paziente e image quality su immagini acquisite con TAC convenzionale." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2021. http://amslaurea.unibo.it/22943/.
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La “Cone Beam Computed Tomography” è una tecnica di scansione del corpo umano prevalentemente in uso in campo odontoiatrico, maxillo
facciale o come riferimento nei sistemi di radioterapia. Diversi studi hanno valutato l’impiego di tale tecnologia anche nell’analisi di altre regioni del corpo, in virtù principalmente del suo basso costo se confrontato con CT convenzionali, che ad oggi rappresentano il “gold standard” in ambito
clinico/radiologico.
In questa tesi si presenta una ricerca bibliografica sull’uso della CBCT su distretti anatomici periferici e per i quali la CBCT è ancora considerata “tecnica non convenzionale”. Nell’analisi degli articoli riportati, si è posta particolare attenzione ai parametri dosimetrici e di qualità immagine, al fine di valutare le prestazioni della CBCT in questi ambiti, chiarendo criticità e pregi delle metodiche tomografiche, supportando, come richiesto ad un fisico che si approcci alla medicina, l’eventuale clinico nella valutazione della fattibilità/utilità della CBCT anche per questi distretti anatomici.
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Scherzberg-Doktorczyk, Astrid. "Nichtinvasive Koronarangiographie mit Mehrzeilen-Spiral-Computer-Tomographie (MSCT) bei Patienten mit Brustschmerz." Diss., lmu, 2008. http://nbn-resolving.de/urn:nbn:de:bvb:19-93306.
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Schuster, Alexander [Verfasser], and Heiko [Akademischer Betreuer] Alfke. "Exazerbation bei COPD - existieren Prädiktoren im MSCT? / Alexander Schuster ; Betreuer: Heiko Alfke." Marburg : Philipps-Universität Marburg, 2017. http://d-nb.info/1129381528/34.
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Scherzberg-Doktorczyk, Astrid Maria Elisabeth. "Nichtinvasive Koronarangiographie mit Mehrzeilen-Spiral-Computer-Tomographie (MSCT) bei Patienten mit Brustschmerz." kostenfrei, 2008. http://edoc.ub.uni-muenchen.de/9330/.
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Silva, Mancilla Ignacio Tomás. "Cómo reaccionan los mercados LATAM a rebalanceos de los índices MSCI locales." Tesis, Universidad de Chile, 2018. http://repositorio.uchile.cl/handle/2250/169780.
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Memoria para optar al título de Ingeniero Civil IndustrialLos índices accionarios son una pieza fundamental de información para los inversionistas ya que, son indicadores del desempeño financiero de regiones geográficas, industrias u otras empresas según tamaño por ejemplo. Un distribuidor global de servicios financieros como estos índices es MSCI. Los índices de esta empresa, debido a su estructura estándar y nivel global, son los más seguidos por los inversionistas. Como el objetivo de estos índices es ser representativos de los mercados. MSCI se hace cargo de esto de manera dinámica a través de los rebalanceos trimestrales de índices que poseen dos partes: primero, un anuncio de los cambios a ser efectuados; y segundo, su posterior ejecución alrededor de 2 semanas más tarde. Se ha evidenciado en la literatura que los inversionistas reaccionan frente a estos eventos. Hipótesis como presión temporal sobre el precio o el supuesto de que el evento conlleva información no pública tratan de explicar esta situación. Este trabajo se propone verificar la existencia de este efecto a plazos de 5, 10 y 20 días previo y posterior a los eventos en Latinoamérica, cuantificarlo y verificar si los mercados reaccionan de igual forma a lo observado en la literatura. Se realizó un estudio de evento entorno a la fecha de anuncio y de rebalanceo efectivo efectuado por MSCI trimestralmente, modelando los retornos de acuerdo al modelo de 4 factores de Carhart (1997). De acuerdo a la desviación de los retornos ocurridos y los estimados en torno a los eventos, se definen los retornos anormales y se evalúa su significancia estadística. Se verificó la existencia de retornos anormales para el periodo previo a la fecha de rebalanceo efectivo en el grueso de los mercados estudiados, tanto para el caso de subida de ponderación como de bajada. De igual forma, el día del evento existe un reversal aunque no completo de los rendimientos anormales de los papeles. Por el contrario, no se evidencia un comportamiento que indique la predicción de parte de los inversionistas al evento de anuncio, sino más bien, existe una reacción al día del anuncio que se refleja en los días posteriores. Sin perjuicio de lo anterior, existen discrepancias en los resultados entre los mercados Latinoamericanos. Se muestra un efecto más consistente y significativo para Brasil, Chile y México que para Argentina, Colombia o Perú. Se propone extender la investigación mediante una discrimanción según magnitud de rebalanceo y cambio en las ventanas de tiempo estudiado, se sugiere aislar el estudio post crisis subprime.
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Añon, Taibo Javier. "Traumatic extra-axial hemorrhage : correlation of postmortem MSCT, MRI and forensic-pathological findings /." [S.l.] : [s.n.], 2009. http://www.ub.unibe.ch/content/bibliotheken_sammlungen/sondersammlungen/dissen_bestellformular/index_ger.html.
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Rotzer, Daniel. "Momentum strategies Analysis of sector and regional index momentum strategies on MSCI basis /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02602019002/$FILE/02602019002.pdf.
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Restrepo, Cardona Fernan. "Collateral effects of securities enforcement in emerging financial markets : evidence from MSCI-LATAM countries." Thesis, University of Cambridge, 2019. https://www.repository.cam.ac.uk/handle/1810/290293.
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Financial authorities have traditionally relied on fines, suspensions, and bars to discipline misconduct in financial markets and, in that way, protect public investors and promote financial development. In theory, these sanctions should be sufficiently high to internalize the social cost of wrongdoing and deter future misbehavior. In practice, however, public firms are often criticized for being under-punished. This concern has motivated a line of research, especially in the United States, to examine whether enforcement actions initiated by public authorities generate negative indirect effects for the firms accused of misbehavior and, therefore, whether those effects supplement the regulatory sanction. In general, the answer to this question is positive under certain circumstances. Whether or not firms also suffer collateral effects in emerging financial markets, however, is a question that has received little attention in the literature. The purpose of this work is therefore to make a first step to fill this gap. Addressing this gap is important because emerging markets are smaller, less liquid, and more concentrated than the United States' financial market, which might neutralize the side financial effects of enforcement that prior studies have documented. As a result, the policy recommendations proposed in the prior literature are not necessarily applicable to emerging economies. This work focuses on three specific types of collateral effects: the effect of enforcement on (1) the defendant's stock price, (2) the defendant's operating performance, and (3) the cost of external financing. In terms of types of violations and sample countries, this work focuses on enforcement actions triggered by securities regulation violations in the five countries that form the MSCI-EC-LATAM index (Morgan Stanley Capital International Emerging Markets Index - Latin America). The results indicate that the stock price and operating performance of firms whose insiders were sanctioned for insider trading decline significantly after the imposition of the sanction. These results have various implications for the regulation of official penalties as a tool to promote financial development.
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Orhan, Banu, and Siyar Bastas. "Kina- och Rysslandsfonder : En jämförande studie i nedgång och uppgång av den svenska börsen." Thesis, Södertörn University College, School of Business Studies, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3534.
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Purpose: Aims of this paper is to evaluate a comparative study between China and Russia funds in respect of the risks and returns. We also want to examine what has affected the funds in their respective domestic stock market.
Method: The study is based on qualitative methodology to complement the quantitative survey by first gathering of secondary data from Morningstar, and fund manager´s stories on fund and banking companies' websites. Primary data is conducted by the interview with fund manager. The sample consists of all land funds for China and Russia has found more than 10 years on the stock market.
Results and Conclusion: The survey shows that China funds will generate better in decline than Russia Funds in both return and risk-adjusted Sharpe ratio. Because the China funds had better risk diversification and its holdings spread across different industry area while Russia funds is more directed towards oil and gas industry. The upturn managed Russia Funds better to recovery than China Funds in terms of return and risk-adjusted Sharpe ratio, which was due to China funds were cautiously optimistic, with the government's stimulus package, while Russia Funds earned at the price of oil in the world increased and a greater willingness to take risks of the global financial system. During the 10 years period, Russia funds better growth compared to China Funds in the total seen by far. For Russia have large oil resources and raw materials including exporting to the fast growing Asian. In China, due to good growth in the consumption good and growing middle class in the country, but also increased projects in financial and infrastructure.
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Fleureau, Julien. "Intégration de données anatomiques issues d'images MSCT et de modèles électrophysiologique et mécanique du coeur." Rennes 1, 2008. http://www.theses.fr/2008REN1S049.
Full textAbstract:
Ce travail contribue à l'interprétation conjointe de données cliniques caractérisant la fonction régionale ventriculaire cardiaque. Une approche spécifique patient est recherchée, intégrant une géométrie réaliste à un modèle électro-mécanique. Le travail se décompose en deux parties : 1) deux approches originales de segmentation d'images 3D sont proposées pour l'extraction de structures cardiaques en imagerie scanner multibarette : la première, multi-objet et générique, est basée sur un système multi-agent ; la seconde, basée régions/contours, permet une représentation plus approximative du coeur. Elles sont évaluées sur plusieurs bases de données réelles ; 2) un modèle mésoscopique du ventricule gauche est proposé, couplant un modèle électrique discret, un modèle mécanique (loi de comportement visco-élastique résolue par les éléments finis) et un modèle hydraulique. Ce modèle est vérifié par simulations et une première méthode d'identification appliquée sur données réelles est proposéeThis work contributes to the systemic interpretation of clinical data for the analysis of the regional cardiac function. A patient-specific approach, combining a realistic geometry and an electromechanical model of the ventricle is proposed. The work is divided into two parts: 1) Two original methods for 3D segmentation are proposed to extract cardiac structures from MSCT imaging: the first one, generic and multi-object, is based on a multi-agent framework; the second one, leads to a less detailed approximation of the heart geometry, combining region and boundary-based approaches in a hybrid method. Both methods are evaluated on real data; 2) A mesoscopic model of the left ventricle, coupling a discrete electrical model, a mechanical model integrating a visco-elastic law, solved by a finite element method and a hydraulic model, is presented. Verification is carried out by a set of simulations and a first parameter identification approach, based on real patient data is presented
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Basdas, Siyar, and Hannes Krönby. "Sverige- och Rysslandsfonder : Utvecklingen i olika lägen av börscykeln." Thesis, Södertörn University College, School of Business Studies, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3052.
Full textAbstract:
Bakgrund och problem: Den svenska börsutvecklingen har de senaste 10 åren haft stora svängningar, varav två höga toppar och två bottnar. Fonderna som följer börsutvecklingen har olika fondkaraktär i avseende om risker och avkastningar. Trots många turbulenta år i världen, fortsätter fondspararna i Sverige att investera i fonder som blivit allt populärare som investeringsalternativ. Men vilken Sverige- eller Rysslandsfond har gått bäst under perioderna?
Syfte: Syftet är att utvärdera Sverige- och Rysslandsfonder under två perioder där börsen stiger samt två perioder då börsen sjunker med hjälp av utvärderingsmått.
Avgränsning: Avgränsning utförs genom att välja de fyra största Rysslandsfonderna respektive Sverigefonderna. Genom dessa kommer vi att följa upp och jämföra med den svenska aktiemarknaden under tio år, uppdelade i fyra delperioder.
Metod: Undersökningen gjordes med kvantitativ metod för att samla in hård data från Morningstar och sedan beräkna utifrån de teorier och prestandamått som finns.
Resultat och slutsats: Utifrån de riskjusterade måtten har de svenska fonderna gått bättre i tre av fyra perioder. Dels på grund av att Sverigefonderna haft lägre avkastning men också lägre risk vilket har givit bättre riskjusterade resultat i jämförelse med de ryska fonderna som haft höga avkastningar och höga risker. Under den andra perioden hade Rysslandsfonderna bättre riskjusterade resultat. Detta betyder inte att Sverigefonderna har generat högre monetära värden utan snarare haft bättre avkastning givet den risk som investeraren tagit.
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Mao, Ting, and 毛汀. "Theoretical studies of topological DIII-class chains and Weyl semimetals / y Ting Mao, MSci. Nanjing University." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2015. http://hdl.handle.net/10722/212613.
Full textAbstract:
Topological insulators and superconductors, which are featured by not only the topological characteristics of their gapped bulk band structure but also the special edge or surface states, have attracted great attention in the past few years. A complete classification of topological insulators and superconductors in terms of symmetry and spatial dimension has been established, while the application of their surface states remains a challenge. The gapless phases which have topologically stable Fermi surfaces could also exhibit peculiar surface states and topological transport phenomena in the bulk. In this thesis, the topological DIII-classs superconducting chains and the application of its Majorana edge states are studied. On the other hand, Weyl semimetals, as the representative example of topological gapless phases, and its exotic transport phenomena are also investigated.
Majorana edge states have been a focus of condensed matter research for their potential applications in topological quantum computation, which appear in the topological DIII-class superconducting chains protected by both the particle-hole and time reversal symmetries. We utilize two charge-qubit arrays to explicitly simulate one type of DIII-class superconducting chains and the universal quantum operations performed on the Majorana edge states. It is shown that combined with one braiding operation, universal single-qubit operations on a Majorana-based qubit can be implemented by a controllable inductive coupling between two charge qubits at the ends of the arrays. It is further shown that in a similar way, a controlled-NOT gate for two topological qubits can be simulated in four charge-qubit arrays. Although the current scheme may not truly realize topological quantum operations, we elaborate that the operations in charge-qubit arrays are indeed robust against certain local perturbations.
Weyl semimetals possess nontrivial Fermi surface topology in that the pair of Weyl points with opposite topological charges is separated from each other in momentum space. The physical manifestations of this Fermi surface topology are protected surface states and exotic transport phenomena including the anomalous Hall effect as well as the chiral magnetic effect. By studying the path integral measure under the chiral transformation, it is shown that these transport phenomena can be described by the chiral anomaly which appears when the chiral Weyl fermion couples to the topologically nontrivial gauge field. The case of the gauge anomaly for the Weyl fermion coupled to a non-Abelian gauge field is also discussed.published_or_final_version
Physics
Doctoral
Doctor of Philosophy
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Monteiro, Nuno Luís Pereira. "Inteligência emocional : validação do MSCEIT numa amostra portuguesa." Master's thesis, 2009. http://hdl.handle.net/10451/955.
Full textAbstract:
Tese de mestrado, Psicologia (Secção de Psicologia Clínica e da Saúde - Núcleo de Psicoterapia Cognitiva-Comportamental e Integrativa), Universidade de Lisboa, Faculdade de Psicologia e de Ciências da Educação, 2009O presente estudo tem como objectivo estudar a validade de construto, definida enquanto validação intra-conceito e inter-conceitos (Dickes, Tournois, Flieller & Kop 1994), do Mayer-Salovey-Caruso Emotional Intelligence Test (MSCEIT), bem como do modelo de Inteligência Emocional (IE) inicialmente proposto por Salovey e Mayer (1990). Esta técnica foi aplicada a uma amostra de 106 estudantes do 1º ano da Academia Militar e os resultados foram comparados com os de outros testes, cognitivos e de personalidade, aplicados em sede de selecção à mesma amostra. Pode concluir-se, da perspectiva da validação intra-conceito, que as quatro componentes da IE estão positivamente correlacionadas entre si; e da perspectiva da validação inter-conceitos, que as correlações entre o MSCEIT e os testes cognitivos são baixas a moderadas e que não se verificam correlações significativas entre o MSCEIT e os testes de personalidade, o que confirma na linha de argumentação dos próprios autores (Mayer, Salovey & Caruso, 2002), a natureza distinta do construto e, por consequência, a utilidade da sua medição em avaliação psicológica.
This research aimed at studying the construct validity of the Mayer-Salovey-Caruso Emotional Intelligence Test (MSCEIT) and of its Emotional Intelligence (EI) model (Salovey & Mayer, 1990), both from an intra-concept and inter-concepts standpoints (Dickes, Tournois, Flieller & Kop 1994). The test was administered to 106 first grade students, in the Portuguese Military Academy, and the results were compared with those of other cognitive and personality measures, administered at the admission process. From the intra-concept validation perspective, the results confirmed the positive correlations among the four branches of the EI concept; from the inter-concepts validation perspective, the results showed that the correlations between the MSCEIT and the cognitive tests are low to moderate and these are no significant correlations with the personality tests results (Mayer, Salovey & Caruso, 2002). These findings may be interpreted as supporting the authors ideas about the distinctive nature of the EI construct and by consequence, of the need for its measurement in psychological assessment.
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Knorková, Alžběta. "Validizace Testu rozpoznávání emocí (TRE)." Master's thesis, 2018. http://www.nusl.cz/ntk/nusl-388913.
Full textAbstract:
The main topic of this thesis is emotional intelligence. The theoretical part is dedicated to the definition of emotional intelligence and the introduction to the problematic of this phenomenon. There is also a chapter dedicated to a review of emotional intelligence measures and critical assessment of the selected methods. Special focus is given to the approach of Mayer and Salovey. They defined emotional intelligence as the ability to understand, express, use and regulate emotions in self and others. On the base of their theory, they developed a method MSCEIT (Mayer Salovey Caruso Emotional Intelligence Test). The thesis is also reviewing a Bar-On's method and his approach. The purpose of the empirical part of the thesis is to validate the newly developed method TRE (Emotion Recognition Test) which was developed by a team from QED GROUP company. The data from this test and from the golden standard in measuring emotional intelligence - MSCEIT were compared by correlation. The result of the correlation between TRE and MSCEIT showed correlation on a significant level on the sample N = 65. The correlation between TRE and the total score of MSCEIT showed a satisfactory level of convergent validity (r = .249, p = .009). The highest correlation was found between TRE and MSCEIT dimension Using emotions...
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Maršálek, Jan. "Emoční inteligence a možnosti jejího poznávání a uplatnění." Master's thesis, 2016. http://www.nusl.cz/ntk/nusl-352716.
Full textAbstract:
The aim of the theorethical part of the thesis is to describe basic charac- teristics of concept of the emotional intelligence. The thesis summarizes two main theoretical approaches to EI: Mayer, Salovey et al. (1997) and Goleman (2000, 2011). Several currently used EI measurement methods are introduced, along with some of the principal reservations against the EI measurement as such. Practical applications of emotional intelligence along with theoretical possibilities of further development of EI are also briefly discussed. The empirical part summarizes the findings of combined quantitative- qualitative research realized in a sample of scout leaders. Using MSCEIT (Mayer et al., 2012), the research revealed that the scout leaders reached significantly lower EQ score in general EI, in Strategical EI branch and in subscales Using emotions and Understanding emotions. Reversely, they achieved significantly higher EQ score in subscale Managing emotions. The outputs of the qualitative enquiry are in direct contradiction to the quantitative outputs; the respondents agreed consentaneously that the scout education improved their emotional matureness, they also provided many particular examples and links between scouting and the develop- ment of the emotional intelligence. Possible explanations for this contrast...
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Li, Chien-hsun, and 李建勳. "Construction of Small Size MSCITW." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/65589886457298178142.
Full textAbstract:
碩士義守大學
財務金融學系碩士班
96
The growth of assets in index funds has been phenomenal since its genesis in 1980s. However, when the index to track contains a substantial number of stocks, a full replication of the index is not necessarily the most efficient way to track its performance. For instance, transaction costs could be a major factor resulting in significant tracking error and potential underperformance. Consequently, various approaches have been proposed to seek a balance between the reduction of transaction costs and tracking error. In addition, the efficient construction of an index-tracking portfolio is crucial to the index arbitrage strategy, where substantial trading costs could compromise its profitability. This paper intends to explore a new venue to the construction of index-tracking portfolios. The main objective is to construct an MSCITWI-tracking portfolio by picking stocks from the index constituents without full replication. First of all, several heuristic-based rules are identified from portfolio theory, mostly based on the works of Markowitz (1958) and Merton (1972), which are then applied to the MSCI Taiwan Index (MSCITWI). Secondly, a resampling procedure is employed to generate a large number of portfolios from the index constituents. The number of stocks in each of the portfolios is substantially fewer than the index per se by construction. Thirdly, the heuristic rules identified in the first step are utilized to select the best portfolio for a given rule. The portfolios so identified are then used to construct MSCITWI index-tracking portfolios. We detected TE indicator is misfit in small size index. Then we make a little adjust and the indicator become more efficiency in valuation with small size index. Finally, we search out two portfolios have better tracking error,MAX md portfolio and MIN md portfolio cloud profitable with arbitrage strategy. In arbitrage analysis, we find MIN md portfolio profitability higher than MAX md portfolio, and more stability. The best arbitrage strategy at 7 price difference and annualized return is 24.44%.
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Murphy, Angela. "Defining the boundaries between trait emotional intelligence and ability emotional intelligence : an assessment of the relationship between emotional intelligence and cognitive thinking styles within the occupational environment." Thesis, 2008. http://hdl.handle.net/10500/2701.
Full textAbstract:
Emotional intelligence has attracted a considerable amount of attention over the past few years specifically with regard to the nature of the underlying construct and the reliability and validity of the psychometric tools used to measure the construct. The present study explored the reliability and validity of a trait measure of EI in relation to an ability measure in order to determine whether the tools can be considered as measuring conceptually valid constructs within an occupational environment. The study also examined the overlap with a trait measure of cognitive thinking styles to determine the potential for separating the trait and ability EI into two unique and distinguishable constructs. Participants included 308 employees from four different workforces within a diverse South African consulting firm. The results of the study identified a number of psychometric concerns regarding the structural fidelity of the instruments as well as concerns about the cultural bias evident in both measurement instruments. Evidence for the discriminant and incremental validity of the two instruments was, however, provided and recommendations are made for the reconceptualisation of trait EI as an emotional competence and ability EI as an emotional intelligence.Psychology
D. Litt. et Phil. (Psychology)
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Θαλασσινού, Στέλλα. "Patient radiation dosimetry in MSCT examinations." Thesis, 2010. http://nemertes.lis.upatras.gr/jspui/handle/10889/4592.
Full textAbstract:
MultiDetector-row Computed Tomography (MDCT) or MultiSlice Computed Tomography (MSCT) has undergone remarkable progress since its first introduction at the end of the 1990s. Given that CT examinations are generally recognized as a relatively high-dose procedure, concern has been expressed at the associated increase in doses. The International Committee on Radiation Protection (ICRP) noted in their report No.87 that absorbed doses in tissues from CT are among the highest observed in diagnostic radiology (i.e. 10–100 mGy).
Therefore, the purpose of this thesis is to calculate the dosimetric quantities for brain, chest, and abdomen-pelvis examinations that were carried out using Philips Brilliance 16 and Brilliance 64 CT Scanners of the University General Hospital “Attikon”, as well as to perform their intercomparison.
For brain examinations, axial technique was utilized. However, for chest and abdomen-pelvis examinations, spiral technique was applied. The effect of overranging (or overscanning) is connected with spiral mode and its contribution to patient dose is really important in case of MSCT scanners. Therefore, the contribution of the overrange effect for body examinations carried out was calculated.
In the framework of this thesis, the contribution of overrange to the effective dose received by patients submitted to the forementioned examinations is calculated.
Additionally, dose measurements were carried out in order to estimate the radiation burden to the eye lenses and the thyroid during the typical brain examination, both when eye lenses are inside and outside the irradiation field.Οι Υπολογιστικοί Τομογράφοι (ΥΤ) πολλαπλών τομών έχουν σημειώσει μεγάλη πρόοδο από την κλινική εφαρμογή τους στις αρχές του 1990. Λαμβάνοντας υπ’ όψιν ότι οι εξετάσεις ΥΤ συνεπάγονται υψηλή ακτινική επιβάρυνση του ασθενή, η μελέτη τους έχει συγκεντρώσει το ερευνητικό ενδιαφέρον της επιστημονικής κοινότητας. Η Διεθνής Επιτροπή Ακτινοπροστασίας (ICRP) επισημαίνει στην αναφορά Νο 87 ότι η απορροφούμενη δόση στους ιστούς από εξετάσεις ΥΤ είναι από τις υψηλότερες στη διαγνωστική ακτινολογία (10-100 mGy). Συνεπώς, σκοπός της παρούσας διπλωματικής εργασίας είναι ο υπολογισμός των δοσιμετρικών μεγεθών για τις συνήθεις εξετάσεις εγκεφάλου, θώρακος και άνω-κάτω κοιλίας, οι οποίες πραγματοποιούνται με τους ΥΤ πολλαπλών τομών Brilliance 16 και Βrilliance 64 της Philips στο Π.Γ.Ν “ΑΤΤΙΚΟΝ ”,καθώς επίσης και η σύγκριση των αντίστοιχων δόσεων μεταξύ των συγκεκριμένων ΥΤ. Οι ασθενείς που υποβάλλονται σε εξετάσεις θώρακος και άνω-κάτω κοιλίας που πραγματοποιούνται με ελικοειδή τεχνική λαμβάνουν επιπλέον δόση (overscan) που οφείλεται στην τεχνική αυτή. Η συνεισφορά του “overscan” είναι ιδιαίτερα σημαντική στους ΥΤ πολλαπλών τομών, οπότε επιπλέον στόχος αυτής της διπλωματικής είναι ο υπολογισμός της. Τέλος, πραγματοποιήθηκαν μετρήσεις της δόσης του θυρεοειδή και των φακών των οφθαλμών κατά την υποβολή ασθενών στη συνήθη εξέταση εγκεφάλου, τόσο στην περίπτωση παρουσίας των οφθαλμών εντός όσο και εκτός πεδίου ακτινοβόλησης.
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Lee, Shu-Hsuan, and 李書萱. "Target Volatility Strategies for MSCI World ETF." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/26v8yx.
Full textAbstract:
碩士國立政治大學
國際經營與貿易學系
107
This paper investigates into target volatility strategy applied to ishare MSCI World ETF by the method of Dachraoui (2018). We keep the volatility to a target volatility and use corresponding risk exposure to manage portfolio. When the volatility is high/low, the exposure is low/high. We find that the negative covariance of the realized volatility and the risk-adjusted excess returns is an important factor which may affect TVS is workable or not. Only under the condition of negative covariance, we can conclude an effective TVS.
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LIN, HONG-CHIH, and 林宏志. "The Price Response to MSCI Index Deletions." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/96328283355912694432.
Full text
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Tu, Zong-Ting, and 涂宗廷. "The Intrinsic Value of MSCI Taiwan Index." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/78427055271358563842.
Full textAbstract:
碩士國立政治大學
國際貿易學系
90
We provide an empirical assessment of the residual income valuation model bases on analyst forecast data in Taiwan stock market. At the same time, we model the times-series relation between stock price and intrinsic value as a co-integrated system. In this framework, we compare the performance of alternative estimates of intrinsic value for the component stocks of MSCI Taiwan Index. According to our results, analyst forecasts are good sources for us to estimate the intrinsic values of companies. Intrinsic value-to-price and earning-to-price ratios are reliable predictors of market returns over longer horizons. However, traditional value benchmarks such as book value-to-price and dividend-to-price ratios have little predictive power for returns in Taiwan stock market.
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WAN, LU-CHIEN, and 萬露茜. "The Study of Relationships among Taiwan Stock Index，Taiwan Stock Index Futures，MSCI Taiwan Index and MSCI Taiwan Index Futures." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/39748739589942336693.
Full textAbstract:
碩士國立高雄應用科技大學
金融系金融資訊碩士在職專班
105
This study explores the correlation between Taiwan Stock Index，Taiwan Stock Index Futures，MSCI Taiwan Index and MSCI Taiwan Index Futures. Among them, the non-constant measurement method, using Cointegration test as evidence, view the variable between the short, medium and long-term equilibrium relationship between the results found that there is a long-term equilibrium between the variables. In addition, the Granger Causibility Test shows that the MSCI Taiwan Index Futures has a two-way feedback on the Taiwan Stock Index and the MSCI Taiwan Index, and its changes will affect the Taiwan Stock Index and the MSCI Taiwan Index. Observe the changes in the MSCI Taiwan Index Futures . In the empirical study of the impact response function, the variables are affected by the impact of their own, but the fluctuation caused by other variables decreases rapidly with the increase of the time delay. At the same time, the MSCI Taiwan Index is the same as the other variables. The number of more impact of the longer time. Forecasting error variance decomposition empirical results, Taiwan Stock Index and the MSCI Taiwan Index of the highest degree of self-interpretation, the strongest exogenous, Taiwan Stock Index Futures and MSCI Taiwan Index Futures is the most endogenous.
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Peng, Bo-syun, and 彭柏勳. "The Prediction of Deletion of MSCI Taiwan Index." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/65594728758115922300.
Full textAbstract:
碩士國立中央大學
財務金融學系
104
The previous studies all pointed out that the deleted stocks would have significant negative abnormal returns after the reconstitution of the announcement of MSCI Indices. Stocks deleted from MSCI Taiwan Index gaped down at open price, which is very hard to earn that kind of return. In the sample period from January 2008 to February 2016, we find that the market value is the main cause of deletion. Through the MSCI Global Investable Market Indices Methodology, we can simulate the methodology and predict the deletion list of next reconstitution, which has 64.13 percent of precise rate by predicting the stock which will be deleted and has 99.61 percent of precise rate by predicting the stock which won’t be deleted. Investors can use that method to predict the deletion list in the next reconstitution and sell short the stock to improve the performance of their portfolios.
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Paiva, Sandra Cristina Ramos. "O efeito janeiro: Uma análise comparativa entre mercados de economias desenvolvidas e emergentes." Master's thesis, 2015. http://hdl.handle.net/10400.8/1599.
Full textAbstract:
Este estudo tem como objetivo identificar a presença de uma anomalia de mercado conhecida por efeito janeiro nos mercados desenvolvidos e emergentes. Para esta análise foram utilizados os índices MSCI World e MSCI Emergents Markets dos últimos 20 anos (1994-2015). Foi adotada a metodologia de power ratio e a regressão linear com recurso a variáveis dummy. Os resultados do estudo apontam para a presença do efeito janeiro quer nos mercados desenvolvidos quer nos mercados emergentes, apresentando-se como mais persistente no tempo nos mercados desenvolvidos e mais forte nos mercados emergentes. Para os dois tipos de mercado observa-se, igualmente, um declínio do efeito janeiro, no tempo.
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Homolka, David. "Studium transkripční inaktivace pohlavních chromozomů během myší spermatogeneze." Doctoral thesis, 2012. http://www.nusl.cz/ntk/nusl-308513.
Full textAbstract:
Meiotic sex chromosome inactivation (MSCI) is an essential epigenetic process, which transcriptionally silences X and Y chromosomes during spermatogenesis. It is accompanied by substantial chromatin remodeling resulting in a formation of so called sex or XY body, which is a characteristic of male pachytene spermatocytes. In spite of MSCI indispensability for male fertility, its biological role and molecular nature still remain rather unclear. However, the described link between chromosomal asynapsis and transcriptional silencing demonstrated that MSCI is tightly associated with the asynapsis of largely non-homologous sex chromosomes and is a specific form of more general mechanism called meiotic silencing of unsynapsed chromatin (MSUC). The essential role of MSCI was demonstrated using mouse models, such as carriers of X- autosome translocations, where anomalous synapsis of sex chromosomes leads to impairment of MSCI and male sterility. Intriguingly, the exclusive spermatogenic arrest is a hallmark of not only X-autosome translocations but even various autosomal rearrangements, including autosomal translocations, inversions, or other structural mutations. Because the rearranged autosomes often intimately associate with the sex body, it...
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Hsu, Charlin, and 許嘉麟. "The research of MSCI Taiwan Stock Index futures options." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/97846364313676444731.
Full textAbstract:
碩士國立中央大學
財務管理學系
85
The study adopts the option pricing approach of Black(1976) and Barone-Adesi & Whaley(1987) to price the MSCI Taiwan Stock Index futures options. Data include the first 4 months trading of the contract during January 9, 1997 to April 30.1997 trading in SIMEX are used in this study.The results of the study find that the option price estimated between Black(1976) and Barone-Adesi & Whaley(1987) model do not have significant difference. The option prices estimated by Barone-Adesi & Whaley(1987) model on average deviate form the observed trading prices by 18.78%. However, the results do not show moneyness bias and maturity bias. The substantial mispricingerrors could be caused by the small trading volume and the infrequent trading during the first 4 months of trade. This study further adopts regression analysis that relates the pricing errors to the parameters of the option model. Results indicate that the degree of moneyness, time to maturity and impliedvolatility do not correlated to mispricing errors except the implied volatility of call option.
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Chen, YI YU, and 陳怡瑜. "The Information Effect of Announcement of MSCI Taiwan Index Components." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/50089928659519219563.
Full textAbstract:
碩士淡江大學
管理科學研究所企業經營碩士在職專班
98
The research will aim MSCI at the Component Stocks added to or deleted in variation of price and volume effects. Also in actual market concept, using daily data to aim MSCI new and rejecting Component Stocks open-to-close data on next day, confer about price and quantity variable in closing quotation on claim day and after closing quotation data, analyzing close-to-open and judging the pressure in buy and sale. The result of proven on claim day and next day, it has unusual rewards. It found unusual reward on before claim day and two days later in rejecting Component Stocks. It shows the market has bigger response in rejective claim. After executived day, no matter new or reject stocks, it could be found reverse phenomenon no matter new stocks or reject stocks. Besides, the event appeared right accumulative rewards, it also showed in minus accumulative rewards. But in the executed windows, it appeared minus accumulative rewards, and rejective stocks appeared minus accumulative rewards, and rejective stocks also appeared right accumulative rewards. The research’s result conform with price pressure hypothesis.
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Tsui, Jen-Tien, and 崔仁典. "Asymmetric GARCH Value-at-Risk over MSCI in Financial Crisis." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/08091995810043277451.
Full textAbstract:
碩士臺灣大學
財務金融學研究所
98
VaR is more applicable as a financial management tool to control risk. In this study we employ four asymmetric GARCH models, which are GJR-GARCH, NA-GARCH, T-GARCH, and AV-GARCH to compare their performance on VaR forecasting to the symmetric GARCH model. In addition, we adopt four different mean equations which are ARMA(1,1), AR(1), MA(1), and “in-mean” in order to find out a more appropriate GARCH method in estimating VaR of MSCI World Index in financial crisis. We pick up 900 daily information of MSCI World Index from May. 29, 2006 to Nov, 6, 2009. The major findings in this study are as follows (1) GARCHM(1,1) in mean, MA-GARCHM(1,1), AR(1)- T-GARCHM(1,1), and ARMA(1,1)- T-GARCHM(1,1) outperform other models in terms of number of violations (2) ARMA(1,1)- T-GARCHM(1,1) performs the best in terms of mean violation range, mean violation percentage, aggregate violation range, aggregate violation percentage, and max violation range. (3) Other than T-GARCH models, number of violations decreased by using in-mean or MA(1) mean equation. (4) Generally speaking, the better the performance in terms of violation, the larger the capital requirement is needed.
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Chen, Yen-Jen, and 陳彥禎. "Multi-Factor Analysis of Co-movement of MSCI Taiwan Index." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/32052343078496982319.
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碩士國立臺灣大學
經濟學研究所
101
The main purpose of this study is to focus on the correlations of MSCI Taiwan gross return index with certain international stock indexes (i.e. Brazil, Russia, India, China, or “BRIC”, and U.S.) and pre-defined factors. The type of factors under the scope of this study can be categorized into financial market factors, real business factors, and other factors and the study methodologies adopted within this paper are Unit root test, Vector Autoregression Model, Johansen’s cointegration model, and Granger Causality Test. The findings of this study conclude that there was no correlation among the stock indexes in Taiwan, U.S., and BRIC prior to 2001, therefore investors can benefit from a diversified portfolio consisted of stock indexes of these markets. Since 2001, however, the stock markets among Taiwan, U.S., and BRIC have become more correlated and it appears that Taiwan’s stock index started to follow the stock index of China, according to the Granger Causality Test conducted in this study. With an increased degree of correlation; however, the benefit of diversification among these countries starts to diminish This study also discovers that M1B has the most significant impact among financial market factors on the movement of Taiwan’s stock index even though certain degree of correlation does exist between Taiwan’s stock index and other financial market factors such as exchange rate, interest rate, WPI, or CPI. Among the real business factors, the one with most significant impact on Taiwan’s stock index is the price of copper, and we can use industry production index as a good indicator to assess the overall economic condition. Last but not least, for the other factors, we noted the reflection of asymmetric information through observing the change in the key controlling shareholders’ ownership in a publicly traded company, and it would take more than one month for the stock market to recover from the impacts caused by irrational market reactions. In addition, the yield of U.S. 10-year T-Note is a better indicator than gold’s price when investors want to gauge the degree of fear in Taiwan’s stock market.
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Ho-Nien, Lai, and 賴鶴年. "Research of the Effect that MSCI Sampled Taiwan Stock Market." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/48604725445360068142.
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Chou, Mei-Hua, and 周美華. "Individual Investor’s Behavior Associated with Changes in the MSCI Free Indices." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/42219214509721050935.
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碩士輔仁大學
管理學研究所
91
In this study we analyze institutional and individual investor’s behavior for Taiwan listed firms that added into and deleted from the MSCI free indices since May 1999. We combined event study and behavior finance. In the past,because of lacking actual individual trading data ,we always analyze institutional investor’s behavior only so just saw a part of market, not all market.The most important in the paper is we got an individual trading databasea bout 53680 accounts from1997~2001, so we can really understand all part investors of market. For additions we found a positive abnormal return over the event period, and further, a significant negative abnormal return following the addition. We find at the same event period institutional and individual investors’ behaviors were against each other, in other words, when forign institutional investors bought some added stocks and individual investors would sell them at the same time. The key point is that individual investors have learning effect through analyzing three events which came through individual investors themselves and different type of investors. Because of individual investors’ learning effect, their performance was better than better, event if overcoming institutional investor’s performance.
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Hung, Chih-Hsien, and 洪熾賢. "Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/09954040415724641669.
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碩士國立中山大學
財務管理學系研究所
98
This paper uses multivariate DCC-GARCH model to investigate the volatility of dynamic correlation between MSCI Taiwan stock index and the USA, China, Japan , Asia and global stock market. The existence of stock market volatility asymmetry, volatility spread of infection and clustering effects also are analysed, while in case of the U.S. sub-prime mortgage crisis and triggered the global financial tsunami. It discusses the Taiwan stock market fluctuations and structural changes in the international markets and the market dynamics related to change of influence and change. The main findings are (1)The volatility of continuity between the spread of infection and the clustering effect between the Taiwan stock market and international market fluctuations, (2) During the global financial tsunami, the correlation between changes in the international market and the market Correlation of different dynamic fluctuations and structural changes occurring in different time point also show the impact of changes of individual markets (3)The correlation between MSCI Taiwan stock index and the USA, China , Japan, indicates that the impact of change of stock the Japanese stock market on the MSCI Taiwan stock index is low, while China and the MSCI Taiwan stock index-related enhances, (4) market structure changes, the MSCI Taiwan stock index and the global dynamic fluctuations in the market is still a significant, The visible impact of the shock oscillation is wide and return to equilibrium of adjustment is still ongoing.
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Wen, Yaochih, and 溫曜誌. "Hedging Taiwan''s Stock Indices with SIMEX MSCI Taiwan Index Futures." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/49690470446755740379.
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碩士國立政治大學
財務管理學系
86
Investors of Taiwan Stock Market have been long lack of hedging tools. SIMEX has provided a new merchant, MSCI Taiwan Index Future on January 9,1997. In addition, Taiwan Futures Exchange is going to run on July,1998. Though investors are still not familiar with the new derivatives. Futures will be the new markets in Taiwan and it is the right time for us to analyze it. This research use different econometrics methods to check if it is a good hedge tool for the investors. The results are as followed. 1. The time series of MSCI Taiwan Index futures ,MSCI Index Spots and Taiwan Weighted Index are not stationary. They are integrated of order 1. 2. There exist cointegrations between MSCI Taiwan Index futures and MSCI Index Spots，in addition to MSCI Taiwan Index futures and Taiwan Weighted Index. 3. OLS Regression, Error Correction Model and Bivariate GARCH Model are applied to find the optimal hedge ratio. Among them ,the hedge ratios of Bivariate GARCH Model are dynamic while the other two are constant. 4. According to the in-sample hedging effects results, the OLS are outstanding. The low variance of hedging portfolios and the reduction percentage compared to the no-hedged portfolios prove that. 5. Investors may care more about the out-sample results. From the table we know that Error Correction Model and Bivariate GARCH Model perform better than OLS, especially when the time period is longer. 6. When we check the RMSE, we get the same conclusion that OLS is the worst one among the three methods.
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Lin, Yen-Yu, and 林燕瑜. "The analysis of ESG investment strategy-Examples of MSCI ESG index." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/99rj88.
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碩士國立中興大學
高階經理人碩士在職專班
106
In recent years, more and more investors around the world pay attention to the disclosure of non-financial information of enterprises, which not only benefits the capital market, but also improves the corporate quality regarding the social, environmental, and management aspects. ESG is the abbreviation for Environment, Society, and Governance. It is an important factor in the analysis of the social impact of a corporation. To select stocks based on the ESG index weight, investors would not only make profits but also contribute to improve the social welfare. In the empirical evidence, I find that the ESG portfolio does not perform substantially different from the MSCI index in four regions: global market, U.S. market, Europe market, and Emerging market. In addition, the financial and technological sectors have higher weights in these ESG portfolios, implying that both financial and technological companies pay more attention on the environment, society, and corporate governance. This evidence is the major contribution in the research of ESG investment strategies.
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Chen, Mei-Jen, and 陳美真. "Assess of the Clinical Radiation Dose of 64-MSCT Coronary Angiography." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/57j8bs.
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碩士元培科技大學
放射技術研究所
98
This study aimed to evaluate radiation dose of CT coronary angiography. Equipments used include TOSHIBA Aquilion 64 slice computed tomography; RANDO humanoid phantom and thermoluminescent dosimeter TLD-100H. Radiation does with and without ECG gating were obtained. To obtain the dose for cardiac gating the data is actually multiplied by correction factor (gating / non-gating ratio) 0.416 because the RANDO phantom cannot mimic human cardiac physiological phenomenon. ICRP does not take the heart as the critical organ. This study attempted to use the ICRP 60 report, with a proposed value 0.025 and the ICRP 103 report, a proposed value is 0.06, as the heart weighting factors. Under ICRP-60 criteria, the whole body effective dose excluding heart and including the heart without cardiac gating is 17.352 mSv, (equivalent of 867.62 chest x-rays) and 18.203 mSv (equivalent of 910.20 chest x-rays) respectively; an increase of 0.852 mSv (equivalent of 42.58 chest x-rays). Results without using the cardiac gating, under ICRP-130 criteria, the whole body effective dose excluding heart and including the heart is 18.161 mSv, (equivalent of 908.06 times chest x-rays) and 20.205 mSv (equiavalent of 1010.26 times chest x-rays) respectively; an increase of 2.044 mSv (equivalent of 102.20 times chest x-rays). Under ICRP-60 criteria, the whole body effective dose excluding heart and including the heart with ECG gating is 7.219 mSv (equivalent of 360.93 chest x-rays) and 7.573 mSv (equivalent of 378.64 chest x-rays) respectively; an increase of 0.354 mSv (equivalent of 17.71 times chest X-rays). Results with using the cardiac gating, under ICRP-130 criteria, the whole body effective dose excluding heart and including the heart is 7.555 mSv (equivalent of 377.75 chest x-rays) and 8.405 mSv (equivalent of 420.27 chest x-rays) respectively; an increase of 0.786 mSv (equivalent of 42.52 chest x-rays).
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Tornquist, Katharina [Verfasser]. "Dosisoptimierung von MSCT-Protokollen mit Hilfe eines Verrauschungsprogrammes / vorgelegt von: Katharina Tornquist." 2010. http://d-nb.info/1004297203/34.
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Chen, Shin-cheng, and 陳新政. "A Research of Expiration Effect of SGX MSCI Taiwan Stock Index Futures." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/19196629782671790834.
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碩士義守大學
管理研究所碩士班
94
MSCI Taiwan is the first index future in Taiwan. This study focus on expiration effect exists in MSCI Taiwan or not. Future contracts will expire at the expiration month. Are these contracts accompany with the expiration effect at the last trade day or they happen before the expiration day? This study use t-test and f-test to test the average return rates and variances. This study also creates a regression model to test the factors which affect the expiration-day return rate. Through the results of empirical analysis, the trading volume on expiration days, the variance of return rate on expiration days, the price reversal following the expiration days, trading volume on expiration week and return rates on expiration weeks are significant. The regression model finds out that the one day before expiration day and the expiration day net buy/net sell of foreign investors and expiration day return rate appears positive correlation.
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Chieh, Peng Ssu, and 彭思潔. "Determinants and Strategies for Short Sales:A Study of MSCI Taiwan Index Constituents." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/69629887275994523880.
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碩士東海大學
財務金融學系
98
This thesis investigates major determinants for short sales as well as effectiveness of implied trading strategies from January 3 of 2006 to December 31 of 2009. The sample covers 62 constituent stocks from the MSCI Taiwan Index. We adopt eight proxies for short sales to test five hypotheses and six short selling strategies. Major findings include: (1) we support the hypothesis that short sellers prefer growth stocks to value stocks when short sales are proxies by short-interest-based measures; (2) there seems no strong evidence in favor of the hypothesis that short sellers trade stocks with low transaction costs; (3) our results also indicate that short sellers act as risk-bearers in Taiwan; (4) short sellers select stocks with high past returns, in particular, weekly returns; (5) there is a positive link between short sales and relevant put warrants; (6) the six short selling strategies established from the regression results almost yield returns that outperform the benchmark level of weekly returns, indicate that average returns increase with the holding period and the book-to-market ratio and past stock returns are both crucial.