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Michelacci, Claudio. "Growth with cross-sectional heterogeneity." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/2243/.
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Different agents experience different histories and pursue different economic functions. This implies that once a picture of the economic system is taken, a lot of cross-sectional heterogeneity appears. This thesis consists of four essays each one of them makes a case where the intrinsic heterogeneity of the economic system is crucial for understanding macroeconomic performance. Firstly, it shows when and how an increase in the level of business cycle volatility harms the growth process in a Keynesian world where the decision to free resources and to take advantage of them lies on different agents. Secondly, it analyses the effects of an increase in research effort in a Schumpeterian world where innovation requires an entrepreneur to implement a valuable invention. In this context the observed decreasing returns in R&D might be the outcome of lack of entrepreneurial skills rather than any vanishing of investment opportunities. Thirdly, it extends the Solow-Swan growth model allowing for cross-sectional heterogeneity. In doing so it reconciles apparently conflicting results on cross-sectional convergence and stochastic output dynamics. Finally, it argues that cross-sectional heterogeneity is an important transmission mechanism. In the context of a stylized vintage model it is shown how the mechanism generating heterogeneity in the real world also generates persistence in the aggregate fluctuations. Moreover, as aggregate shocks create very high degree of persistence without affecting either the number of firms in the market or technological progress, this degree of persistence is simply attributed to cross-sectional heterogeneity.
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Bentz, Evan C. "Sectional analysis of reinforced concrete members." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0027/NQ49840.pdf.
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Lu, Chensheng. "Essays on Cross-Sectional Asset Pricing." Thesis, City University London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511781.
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The dissertation aims at the further understanding of several critical issues in the stock markets. It contains four chapters. Cross-sectional stock returns and asset pricing has been one of the most important areas in financial economics. With the empirical failure of the Capital Asset Pricing Model (CAPM), an increasing number of studies have been conducted in the US stock market, and consequently many alternative asset pricing models and factors, have been proposed. Chapter One investigates the role of liquidity risk in cross-sectional asset pricing in both the USA and the UK. This study finds that a liquidity-augmented CAPM explains asset returns. Liquidity explains a sizeable spectrum of cross-sectional stock returns; and its effect is robust in the presence of other well-known empirical factors and a range of macroeconomic factors. Given the influential work of Fama and French (1992 and 1993), the performance of size and value premiums, (i.e., the excess return of small-capitalization stocks over large-capitalization stocks and the excess return of high book-to-market over low book-to-market stocks) are also compared. It is found that value premium is robust while the size premium disappears in the data for both countries. Chapter Two investigates the relationship between liquidity and beta, as this relationship has been given little attention in the literature. Using the illiquidity measure of Amihud (2002), Acharya and Pedersen (2005) show that liquidity is priced in the framework of CAPM, and illiquid stocks have higher betas. Thisstudy, however, provides empirical evidence that Amihud’s measure is highly correlated with firm’s size, and the results of Acharya and Pedersen (2005) could be spurious because of inappropriate choice of liquidity proxy. Using the size-free liquidity measure proposed in this study, it is demonstrated that liquid stocks have higher betas. This is consistent with the model of Holden and Subrahmanyam (1996), in which risk-averse investors resist holding risky (high beta) stocks. As a consequence, they trade risky stocks more often than low beta stocks, thus increasing the liquidity of high beta stocks. The evidence that illiquid stocks have low betas while still commanding higher returns implies that liquidity is priced in a multifactor, rather than CAPM, framework, which is consistent with the work of Brennan and Subrahmanyam (1996) and Pastor and Stambaugh (2003). In Chapter Three, many different factors proposed in the cross-sectional asset pricing literature are reviewed; and it is argued that the number of factors in the literature seems to be too large, as suggested by the Arbitrage Pricing Theory (APT). It is hypothesized that all the existing factors cannot be mutually exclusive and/or equally important, thus there must be redundant factors. More importantly, many of the successful factors are not well economically or theoretically motivated. For example, there is still no consensus on the underlying risk of the well-known Fama and French factors. Last but not least, many of these successful empirical factors suffer in terms of the data-mining critique of Lo and MacKinlay (1990). In this study, a total of 18 factors are assembled and categorized into three groups: five risk-related, eight firm characteristics and five APT motivated principal component factors. Individual stocks rather than portfolio returns are used in testing factor models to avoid the data-snooping problem. The results suggest a risk-related four-factor model can serve as a replacement for the controversial Fama-French and momentum factors. More importantly, the four factors, i.e., excess market return, co-skewness, downside risk, and liquidity, are economically and theoretically better motivated than the firm-characteristics based factors. It is also found that many of these firm-characteristics sorted factors are not pervasive in explaining individual stock returns. It is, thereforeconcluded that most of the factors are redundant and may be the outcome of data-mining. Chapter Four examines the cross-sectional effect of the nominal share price. This chapter endeavours to understand two interesting puzzles associated with share price. First, the nominal share prices of the US stocks have remained remarkably constant since the Great Depression despite inflation. Second, there is no consensus about the motivations for firms to split their stocks, since financial theory suggests share price is independent of its value. The findings indicate that share price per se matters in cross-sectional asset pricing: stock return is inversely related to its nominal price. It is shown that a strategy of buying these penny stocks can generate a significant alpha even after considering the transaction costs. The abnormal returns of these penny stocks are robust in the presence of other firm characteristics such as size, book-to-market equity, earning/price ratio, liquidity and past returns; and are also not explained by the existing factors. These results also cast some light on the stock-split phenomenon. Intuitively, if firm managers know that low price would generate higher future returns, they are more likely to split their stocks on behalf of shareholders. This thesis makes several major contributions in the area of cross-sectional asset pricing. First, it highlights the importance of liquidity risk in the financial markets. For example, Chapter One and Three suggest the robust significance of liquidity risk in both the UK and US stock markets. Second, this study investigates the interaction between liquidity and other well-known factors in asset pricing. For instance, the well-documented value premium can be explained by liquidity risk (Chapter One), by the close link between liquidity and beta (Chapter Two); and by the close association between liquidity and size, share price and other factors (Chapters One to Four). Third, this study addresses the issue arising in the asset-pricing literature regarding the number of factors used in explaining asset returns. Chapter Three concludes that many of the existing empirical factors are not pervasive and may be the outcome of data-snooping as a result of grouping. Consequently, this chapter indicates that a theoretically betterjustified four-factor model, comprising excess market return, co-skewness, downside risk and liquidity, is competent to explain stock returns. Last but not least, this thesis also challenges the Efficient Market Hypothesis. Chapter Four demonstrates that investors buying low price stocks (penny stocks) and selling high price stocks can generate significant profits, and rational asset-pricing models cannot explain this abnormal return. Nevertheless the inverse relationship between share price and return does shed some light on stock split motivations. The results of this thesis, suggest a number of future research projects. For example, most of the academic work on cross-sectional returns and asset pricing are accomplished for the major developed markets such as the UK and US. With the maturation and growing importance of emerging markets, it is feasible to test asset pricing hypotheses in these markets. The extent to which these hypotheses are validated in the emerging markets would significantly impact both academia and practitioners
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Cederburg, Scott Hogeland. "Essays in cross-sectional asset pricing." Diss., University of Iowa, 2011. https://ir.uiowa.edu/etd/934.
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In this dissertation, I study the performance of asset-pricing models in explaining the cross section of expected stock returns. The finance literature has uncovered several potential failings of the Capital Asset Pricing Model (CAPM). I investigate the ability of additional risk factors, which are not considered by the CAPM, to explain these problems. In particular, I examine intertemporal risk and long-run risk in the cross section of returns. In addition, I develop a firm-level test to refine and reassess the cross-sectional evidence against the CAPM.
In the first chapter, I test the cross-sectional implications of the Intertemporal CAPM (ICAPM) of Merton (1973) and Campbell (1993, 1996) using a new firm-level approach. I find that the ICAPM performs well in explaining returns. Consistent with theoretical predictions, investors require a large positive premium for taking on market risk and zero-beta assets earn the risk-free rate. Moreover, investors accept lower returns on assets that hedge against adverse shifts in the investment opportunity set. The ICAPM explains more cross-sectional variation in average returns than either the CAPM or Fama-French (1993) model. I also investigate whether the SMB and HML factors of the Fama-French model proxy for intertemporal risk and find little evidence in favor of this conjecture.
In the second chapter, we propose an intertemporal asset-pricing model that simultaneously resolves the puzzling negative relations between expected stock return and analysts' forecast dispersion, idiosyncratic volatility, and credit risk. All three effects emerge in a long-run risk economy accommodating a formal cross section of firms characterized by mean-reverting expected dividend growth. Higher cash flow duration firms exhibit higher exposure to economic growth shocks while they are less sensitive to firm-specific news. Such firms command higher risk premiums but exhibit lower measures of idiosyncratic risk. Empirical evidence broadly supports our model's predictions, as higher dispersion, idiosyncratic volatility, and credit risk firms display lower exposure to long-run risk along with higher firm-specific risk.
Lastly, in the third chapter, we examine asset-pricing anomalies at the firm level. Portfolio-level tests linking CAPM alphas to a large number of firm characteristics suggest that the CAPM fails across multiple dimensions. There are, however, concerns that underlying firm-level associations may be distorted at the portfolio level. In this paper we use a hierarchical Bayes approach to model conditional firm-level alphas as a function of firm characteristics. Our empirical results indicate that much of the portfolio-based evidence against the CAPM is overstated. Anomalies are primarily confined to small stocks, few characteristics are robustly associated with CAPM alphas out of sample, and most firm characteristics do not contain unique information about abnormal returns.
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Zhang, Xin, and 张鑫. "Sectional image reconstruction in optical scanning holography." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B4476487X.
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Lee, Jungyoon. "Non-parametric methods under cross-sectional dependence." Thesis, London School of Economics and Political Science (University of London), 2012. http://etheses.lse.ac.uk/492/.
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The possible presence of cross-sectional dependence in economic panel or cross-sectional data needs to be taken into consideration when developing econometric theory for data analysis. This thesis consists of three works that either allow for or estimate cross-sectional dependence in the disturbance terms of a regression model, each addressing different problems, models and methods in the areas of non- and semi-parametric estimation. Chapter 1 provides an overview of the motivations for, and contributions of, the three topics of this thesis. A review of relevant literature is given, followed by a sum- mary of main results obtained in order to help place the present thesis in perspective. Chapter 2 develops asymptotic theory for series estimation under a general setting of spatial dependence in regressors and error term, including cases analogous to those known as long-range dependence in the time series literature. A data-driven studentization, new to non-parametric and cross-sectional contexts, is theoretically justified, then used to develop asymptotically correct inference. Chapter 3 discusses identification and kernel estimation of a non-parametric common regression with additive individual fixed effects in panel data, with weak temporal dependence and arbitrarily strong cross-sectional dependence. An efficiency improvement is obtained by using estimated cross-sectional covariance matrix in a manner similar to generalised least squares, achieving a Gauss-Markov type efficiency bound. Feasible optimal bandwidths and feasible optimal non-parametric regression estimation are established and asymptotically justified. Chapter 4 deals with efficiency improvement in the estimation of pure Spatial Autoregressive model. We construct a two-stage estimator, which adapts to the unknown error distribution of non-parametric form and achieves the Cramer-Rao bound of the correctly specified maximum likelihood estimator. In establishing feasibility of such adaptive estimation, we find that the gain in efficiency from adaptive estimation is typically smaller than in the relevant time series context, but could be also greater under certain asymptotic behaviour of the weight matrix of the model.
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Lythgoe, William Frederick. "Enhancing cross-sectional rail passenger demand models." Thesis, University of Leeds, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.405710.
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Sanborn, Fred W. "Cross-sex friendships : a cross-sectional exploration /." Search for this dissertation online, 2004. http://wwwlib.umi.com/cr/ksu/main.
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Ding, Wenjie. "Investor sentiment and corss-sectional stock returns." Thesis, Cardiff University, 2018. http://orca.cf.ac.uk/117297/.
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This thesis consists of three essays on investor sentiment and the cross-sections of stock returns. The first essay extends Deling, Shieifer abd Waldman's (1990) noise trader risk module into a module with multiple risky assets to show the asymmetric effect of sentiment in the cross-section. Guided by our module, we also find that the effect of investor sentiment can be decomposed into long and short run components. The empirical tests in the first essay of the thesis present a negative relationship between long-run sentiment component and subsequent stock returns and a positive association between the short run sentiment and contemporaneous stock returns. The second essay explores a previously unexamined sentiment channel through which technical analysis can add value. We construct a daily market TA sentiment indicator from a spectrum of commonly used technical trading strategies. We find that this indicator significantly correlates with other popular sentiment measures. An increase in TA sentiment indicator is accompanied by high contemporaneous returns and predicts high near-term returns, low subsequent returns and high crash risk in the cross-section. We also design trading strategies to explore the profitability of our new TA sentiment indicator. Our trading strategies generate remarkable and robust profits. The third essay focusses on exploring the profitability of trading strategies based on Implied Volatility indicator (VIX) from the sentiment perspective. Our trading strategies involve holding sentiment-prone stocks when VIX is low and sentiment-immune stocks when VIX is high. The shifting asset allocation strategies are based on Abreu and Brunnermeier’s (2003) delayed arbitrage theory and the asymmetric effect of investor sentiment in the cross-section. We find sentiment-prone stock have larger one-day forward retunes following high sentiment and vice versa. Our trading strategies generate substantial higher returns that benchmark portfolios, and the excess returns are not subsumed by well-known risk factors or transaction costs.
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MacNay, Lucy E. K. "Sectional curvature and symmetry in general relativity." Thesis, University of Aberdeen, 2006. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU224715.
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This thesis contains two main areas of research in General Relativity Theory. These are the study of the sectional curvature function in general relativity and the study of symmetries. The sectional curvature function is a real-valued map defined on the set of all non-null 2-spaces at a certain point in the space-time. several results relating to the sectional curvature function will be given. The bivector curvature function will then be defined as the extension of the sectional curvature function to the set of all "non-null" bivectors at a point in the space-time. Two important results relating to this function will be proved. Symmetries in general relativity have been widely researched. In this thesis, three results on symmetries will be proved. Firstly, it will be shown that there exists a space-time admitting a finite-dimensional curvature collineation algebra not equal to the affine algebra. Then a result on the conformal algebra in a 2-dimensional manifold will be given. Lastly, a proof will be given on the dimension of the sectional curvature preserving algebra.
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Aubagnac-Karkar, Damien. "Sectional soot modeling for Diesel RANS simulations." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2014. http://www.theses.fr/2014ECAP0061/document.
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Les particules de suies issues de moteur Diesel constituent un enjeu de santé publique et sont soumises à des réglementations de plus en plus strictes. Les constructeurs automobiles ont donc besoin de modèles capables de prédire l’évolution en nombre et en taille de ces particules de suies. Dans ce cadre, un modèle de suies basé sur une représentation sectionnelle de la phase solide est proposé dans cette thèse. Le choix de ce type d’approche est d’abord justifié par l’étude de l’état de l’art de la modélisation des suies. Le modèle de suies proposé est ensuite décrit. A chaque instant et en chaque point du maillage, les particules de suies sont réparties en sections selon leur taille et l’évolution de chaque section est gouvernée par : • une équation de transport;• des termes sources modélisant l’interaction avec la phase gazeuse (nucléation, condensation, croissance de surface et oxydation des suies);• des termes sources collisionnels permettant de représenter les interactions entre suies (condensation et coagulation). Ce modèle de suies nécessite donc la connaissance des concentrations locales et instantanées des précurseurs de suies et des espèces consommées par les schémas de réactions de surface des suies. Les schémas fournissant ces informations pour des conditions thermodynamiques rencontrées dans des moteurs Diesel comportant des centaines d’espèces et des milliers de réactions, ils ne peuvent être utilisés directement dans des calculs de CFD. Pour pallier cela, l’approche de tabulation de la chimie VPTHC (Variable Pressure Tabulated Homogeneous Chemistry) a été proposée. Cette approche est basée sur l’approche ADF (Approximated Diffusion Flame) qui a été simplifiée pour permettre son emploi couplé au modèle de suies sectionnel. Dans un premier temps, la capacité du modèle tabulé à reproduire la cinétique chimique a été validée par comparaison des résultats obtenus avec ceux de réacteurs homogènes avec loi de piston équivalents. Finalement, le modèle VPTHC, couplé au modèle de suies sectionnel, a été validé sur une base d’essais moteur dédiée avec des mesures de distribution en taille de suies à l’échappement. Cette base comporte des variations de durée d’injection, de pression d’injection et de taux d’EGR à la fois pour un carburant Diesel commercial et pour le carburant modèle utilisé dans les calculs. Les prédictions des débits horaires de suies et des distributions à l’échappement obtenues sont en bon accord avec les mesures.Ensuite, les résultats du modèle ont été comparés avec les mesures plus académiques et détaillées du Spray A de l’Engine Combustion Network, un spray à haute pression et température. Cette seconde validation expérimentale a permis l’étude du comportement du modèle dans des régimes transitoiresSoot particles emitted by Diesel engines cause major public health issues. Car manufacturers need models able to predict soot number and size distribution to face the more and more stringent norms.In this context, a soot model based on a sectional description of the solid phase is proposed in this work. First, the type of approach is discussed on the base of state of the art of the current soot models. Then, the proposed model is described. At every location and time-step of the simulation, soot particles are split into sections depending on their size. Each section evolution is governed by: • a transport equation;• source terms representing its interaction with the gaseous phase (particle inception, condensation surface growth and oxidation);• source terms representing its interaction with other sections (condensation and coagulation).This soot model requires the knowledge of local and instantaneous concentrations of minor species involved in soot formation and evolution. The kinetic schemes including these species are composed of hundreds of species and thousands of reactions. It is not possible to use them in 3D-CFD simulations. Therefore, the tabulated approach VPTHC (Variable Pressure Tabulated Homogeneous Chemistry) has been proposed. This approach is based on the ADF approach (Approximated Diffusion Flame) which has been simplified in order to be coupled with the sectional soot model. First, this tabulated combustion model ability to reproduce detailed kinetic scheme prediction has been validated on variable pressure and mixture fraction homogeneous reactors designed for this purpose. Then, the models predictions have been compared to experimental measurement of soot yields and particle size distributions of Diesel engines. The validation database includes variations of injection duration, injection pressure and EGR rate performed with a commercial Diesel fuel as well as the surrogate used in simulations. The model predictions agree with the experiments for most cases. Finally, the model predictions have been compared on a more detailed and academical case with the Engine Combustion Network Spray A, a high pressure Diesel spray. This final experimental validation provides data to evaluate the model predictions in transient conditions
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Luo, Di. "Liquidity, consumption, and the cross-sectional returns." Thesis, University of Nottingham, 2014. http://eprints.nottingham.ac.uk/27605/.
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My thesis attempts to examine the determinants of the cross-sectional stock returns. It mainly consists of three topics on the relation between consumption, stock liquidity, financial constraints, and expected returns. The first is "Transaction costs, liquidity risk, and the CCAPM". I examine how the consumption-based capital asset pricing model (CCAPM) performs with transaction costs and liquidity risk adjustments. Using the effective trading costs of Hasbrouck (2009) and the high-low spread estimates of Corwin and Schultz (2012) as proxies for transaction costs, I find that a liquidity risk-adjusted CCAPM explains a larger fraction of the cross-sectional return variations than that of the traditional CCAPM. I show that my liquidity risk-adjusted model gives more plausible risk aversion estimates than the CCAPM. The second is "The Liquidity risk adjusted Epstein-Zin model". In this chapter, I propose a liquidity risk adjustment to the Epstein and Zin (1989, 1991) model and assess the adjusted model's performance against the traditional consumption pricing models. I show that liquidity is a significant risk factor and it adds considerable explanatory power to the model. The liquidity-adjusted model produces both a higher cross-sectional R^2 and a smaller Hansen and Jagannathan (1997) distance than the traditional CCAPM and the original Epstein-Zin model. Overall, I show that liquidity is both a priced factor and a key contributor to the adjusted Epstein-Zin model's goodness-of-fit. The third is "Financial constraints, stock liquidity, and stock returns". I examine the different impacts of stock liquidity on the stock returns across financially constrained and unconstrained firms due to different levels of information asymmetry. My results show that financial constraints are highly correlated with liquidity and liquidity risk. More importantly, stock liquidity is a significant determinant of the cross-sectional stock returns for financially constrained firms, but it is insignificant for unconstrained firms. In addition, stock liquidity is a main driver of the different relations between financial constraints and stock returns. The liquidity premium accounts for the positive constraint premium, but it cannot be subsumed by the constraint premium.
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Celiker, Umut. "Cross Sectional Determinants Of Turkish Stock Market Returns." Thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605243/index.pdf.
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This thesis analyzes the relationship between stock returns and firm-specific characteristics including market beta, size, book-to-market ratio, leverage, earnings yield, net sales-to-price ratio and prior return performance in Istanbul Stock Exchange during the period 1993-2003. Moreover, the predictability of some macroeconomic variables based on the stock market return behavior is investigated.
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Shamsie, Jamal. "The context of dominance : a cross sectional study." Thesis, McGill University, 1992. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=39308.
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The persistence of dominance depends upon the capability of a firm to maintain such a position after it has been able to acquire it. Yet most of the existing research has been relatively unsuccessful in identifying specific factors that are likely to allow any firm to effectively deal with all forms of competitive challenges over an extended period of time.As such, the goals of this research were to investigate the persistence of dominance across several different types of industry contexts. On the whole, the results suggest that differences in the persistence of dominance can be linked to the characteristics of each industry context. In large part, these differences can be attributed to the strategies that must be pursued by the dominant firms in order to maintain the specific types of advantages that can be effectively used in each of the three types of industry contexts that could be identified.
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Requeima, James. "Relative sectional curvature in compact angled 2-complexes." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=111589.
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We define the notion of relative sectional curvature for 2-complexes, and prove that a compact angled 2-complex that has negative sectional curvature relative to planar sections has coherent fundamental group. We analyze a certain type of 1-complex that we call flattenable graphs Gamma→ X for an compact angled 2-complex X, and show that if X has nonpositive sectional curvature, and if for every flattenable graph pi1 (Gamma) → pi1( X) is finitely presented, then X has coherent fundamental group. Finally we show that if X is a compact angled 2-complex with negative sectional curvature relative to pi-gons and planar sections then pi1(X) is coherent. Some results are provided which are useful for creating examples of 2-complexes with these properties, or to test a 2-complex for these properties.
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Burns, Michael Owen. "Cross-sectional analysis of university technology commercialization initiatives." Thesis, Manhattan, Kan. : Kansas State University, 2008. http://hdl.handle.net/2097/857.
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Huang, Fangzhou. "The cross-sectional determinants of US stocks returns." Thesis, Cardiff University, 2013. http://orca.cf.ac.uk/49343/.
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In this thesis, we investigate the relationship between the US stock returns and downside risk in a cross-sectional context. When the classic market model with a moving window approach is adopted, downside risk estimated coefficients exhibit a positive impact on stock returns. However, when two other non-linear time-varying models; the cuiic piecewise polynomial function (CPPF) and the Fourier Flexible Form (FFF) models are adopted, downside risk estimated coefficients show a negative impact on stock returns, Cross-sectinally, the reisk estimated coefficients of the town non-linear models produce a much better fit than the classic market model. The predictive power for future stock returns of downside risk estimated coefficients are found to be weak. Two more risk factors: commodityh market risk and Aruoba-Diebold-Scotti (ADS) business condition index risk (both downside and upside versions thereof), are shown to have a significant effect on stock returns.
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van, der Merwe Zerlinda. "Constitutionality of the rules governing sectional title schemes." Thesis, Stellenbosch : University of Stellenbosch, 2010. http://hdl.handle.net/10019.1/5342.
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Thesis (LLM (Public Law))--University of Stellenbosch, 2010.Bibliography
ENGLISH ABSTRACT: Various types of rules govern many areas of life in a sectional title scheme. The Sectional Titles Act 95 of 1986 prescribes model management and conduct rules in its regulations. Other non-prescribed rules are adopted by either the developers initially or later by the trustees of the body corporate. These rules provide for the control, management, administration, use and enjoyment of the sections and the common property in the scheme. Sectional owners and other occupiers have the entitlements of use and enjoyment of their individual sections and their share in the common property of the sectional title scheme, in proportion to their participation quota. These entitlements are restricted by the rules in operation within the scheme. Although these rules limit the entitlements of sectional owners and other occupiers in the interest of the sectional title community, they may not be unreasonable in their application and effect. In some instances, the application of the rules might exceed the bounds of reasonableness and result in unfair discrimination, arbitrary deprivation, unfair administrative action or restrictions on access to courts for dispute resolution. If certain rules are unreasonable in their application, based on one or more of the abovementioned grounds, the court must interpret the potentially impermissible rules and if the court cannot avoid a declaration of invalidity by implementing a constitutional remedy such as reading-up, reading-down, reading-in or severance, these impermissible rules will need to be substituted, amended or repealed and replaced because they are potentially unconstitutional and invalid. After a statutory and constitutional enquiry into the nature, scope, application, operation and effect of the rules governing sectional title schemes, it can be concluded that the various types of rules governing sectional title schemes restrict and limit sectional owners’ and occupiers’ entitlements of use and enjoyment of their individual sections and share in the common property. However, after being tested against section 25 of the Constitution of the Republic of South Africa 1996 and other non-property rights entrenched in the Bill of Rights, to determine if the rules are reasonable in their application and constitutionally permissible, it can be seen that the application of the rules do not necessarily amount to arbitrary deprivations of property and that they can be justified in terms of the Constitution because there is sufficient reasons for the particular regulations and they are procedurally fair. The various different types of rules governing sectional title schemes serve as reasonable regulations in as far as they contribute to a harmonious relationship between the trustees of the body corporate and the sectional owners and occupiers as members of the body corporate as well as between the members of the body corporate inter se. The rules serve an important function in this regard. Therefore, they are considered reasonable and constitutionally valid in as far as they do not enforce excessive regulation and as long as they are equally applicable and do not unfairly differentiate in their application.
AFRIKAANSE OPSOMMING: Verskeie tipes reëls reguleer alledaagse aangeleenthede in ‘n deeltitelskema. Die Wet op Deeltitels 95 van 1986 maak voorsiening vir voorgeskrewe bestuurs- en gedragsreëls in die regulasies. Die ontwikkelaars of die trustees van die regspersoon kan aanvanklik met die stigting van die skema of op ‘n latere stadium addisionele reëls byvoeg wat nie alreeds deur die Wet voorgeskryf is nie. Die reëls maak voorsiening vir die beheer, bestuur, administrasie, gebruik en genot van die eenheid en die gemeenskaplike eiendom in die skema. Die deeleienaars van deeltitelskemas en ander okkupeerders van die skema is geregtig om hulle individuele eenhede sowel as die gemeenskaplike eiendom, in ooreenstemming met hulle deelnemingskwota, te gebruik en geniet; en dit vorm deel van hul inhoudsbevoegdhede. Hierdie inhoudsbevoegdhede word beperk deur die skema se reëls. Afgesien daarvan dat die reëls die deeleienaar en ander okkupeerders se inhoudsbevoegdhede beperk in die belang van die deeltitelgemeenskap, mag die reëls nie onredelik wees in die toepassing daarvan nie. In sommige gevalle kan die toepassing van die reëls die perke van redelikheid oorskry en neerkom op ongeregverdigde diskriminasie, arbitrêre ontneming, ongeregverdigde administratiewe handeling of ‘n beperking plaas op toegang tot die howe met die oog op dispuutoplossing. Indien daar bevind word dat sekere reëls onredelik is in die toepassing daarvan op grond van een of meer van die voorafgemelde gronde, moet die hof artikel 39 van die Grondwet volg en die reël interpreteer om ‘n deklarasie van ongeldigheid te vermy. As die hof dit nie kan vermy deur middel van konstitutusionele remedies soos “op-lesing”, “af-lesing”, “afskeiding” of “in-lesing” nie, sal die reëls gewysig of geskrap en vervang moet word, anders sal die reël ongrondwetlik wees en ongeldig verklaar word. Na afloop van ‘n statutêre en konstitusionele ondersoek ten opsigte van die aard, omvang, toepassing, werking en effek van die reëls wat deeltitelskemas reguleer word daar bevind dat die verskeie tipes reëls wat ‘n deeltitelskema reguleer ‘n beperking plaas op die inhousdbevoegdhede van deeltiteleienaars en ander okkupeerders wat betref die reg om die eenheid sowel as die gemeenskaplike eiendom te gebruik en geniet. Ten einde te bepaal of die reëls redelik in die toepassing daarvan sowel as grondwetlik toelaatbaar is, word dit getoets in terme van artikel 25 van die Grondwet van die Republiek van Suid-Afrika 1996 en ander regte in die Handves van Regte. Daar word bevind dat die toepassing van die reëls nie noodwendig ‘n arbitrêre ontneming van eiendom is nie en dat dit geregverdig kan word in terme van die Grondwet omdat daar voldoende redes vir die spesifieke regulasies is en omdat dat hulle prosedureel billik is. Die verskeie tipes reëls wat ‘n deeltitelskema reguleer dien as redelike regulasies sover dit bydra tot ‘n harmonieuse verhouding tussen die trustees van die regspersoon, die deeltiteleienaars en die okkupeerders as lede van die regspersoon sowel as tussen die lede van die regspersoon inter se. Die reëls het ‘n belangrike funksie in hierdie verband. Die reëls word geag redelik en grondwetlik geldig te wees sover dit nie buitensporige regulasies afdwing nie, gelyk toegepas word en daar nie ongeregverdig gedifferensieer word in die toepassing daarvan nie.
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Hossack, Andrew D. "Sectional curvature and plane waves in general relativity." Thesis, University of Aberdeen, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.314609.
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This thesis considers several problems in general relativity which involve the sectional curvature function σ. The causal structure defined by Lorentzian metrics on space-times makes the behaviour of σ more interesting in general relativity than in classical (positive-definite) geometry and comparisons between results in classical and Lorentzian geometry are made which illustrate this point. The thesis as a whole emphasises the geometrical rather than the physical aspects of the theory. There are three principal areas of study contained in this thesis: A theorem by J.L. Synge which relates sectional and Gaussian curvature along geodesics in classical geometry is introduced and generalised to Lorentzian geometry in a straight-forward manner. A result due to J. Beem and P. Parker concerning the existence of non-destructive null directions (along which gravitational tidal accelerations are bounded), in vacuum space-times is extended to arbitrary space-times in an elegant way. It is known that if a sectional curvature function σ is specified on a manifold then it is possible for two distinct, conformally-related generalised plane wave metrics to both give rise to σ. To investigate those symmetries of these space-times that might preserve σ, the concept of a sectional curvature preserving vector field on these plane waves is introduced and it is shown that these vector fields form a subalgebra of the conformal Lie algebra. A basis of this conformal algebra is then computed and used to establish conditions under which non-trivial sectional curvature preserving vector fields may exist. Other subsidiary results are also obtained as a consequence of these investigations.
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Jenkins, Todd M. "Hospice use in Alabama a cross-sectional assessment /." Thesis, Birmingham, Ala. : University of Alabama at Birmingham, 2008. https://www.mhsl.uab.edu/dt/2009r/jenkins.pdf.
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Sarafidis, Vasilis. "Estimating panel data models with cross-sectional dependence." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613908.
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Ndala-ka, Dlamini Nathaniel. "Analysis of conflict in managing sectional title properties." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/61320.
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The aim of this study was to establish whether or not conflict existed in residential sectional title schemes and if so the causes thereof. Residential sectional title properties, unlike conventional residential freehold properties, imposed co-ownership, co-management and expense sharing amongst owners in this type of development. This means that owners in this development are not just owners of sections that they purchased and exclusively occupied, but they were also jointly responsible for the administering, controlling and managing of the common property in the scheme in which they had become owners.
This dissertation revealed that, despite their popularity, sectional title properties might be marked by conflict which can affect the smooth and efficient operation of this type of property ownership. Causes of conflict include violation of the scheme rules by owners or residents, trustees' failure and/or refusal to adhere to their bodies' corporate rules, conditions or restrictions, financial mismanagement or misappropriation by the trustees and managing agents, power struggle amongst individuals over the control of the body' corporate resources, lack or poor understanding, amongst owners and their trustees, of how this type of development works, and disrespect of the bodies corporate and its members by their managing agents.
This study suggests compulsory information disclosure to prospective and current owners regarding the requirements and obligations of owners in this type of development. Further, that there should be regular and compulsory trainings for the trustees. Accordingly, the study suggests how conflict in multi-owned properties can be mitigated and ensured that the ownership of this type of property can be protected.Dissertation (MSc (Real Estate))--University of Pretoria, 2017.
Town and Regional Planning
MSc (Real Estate)
Unrestricted
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Holden, Daniel Patrick. "Flying snakes: Aerodynamics of body cross-sectional shape." Thesis, Virginia Tech, 2011. http://hdl.handle.net/10919/32927.
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Chrysopelea paradisi, also known as the flying snake, possesses one of the most unique forms of aerial locomotion found in nature, using its entire body as a dynamic lifting surface without the use of wings or membranes. Unlike other airborne creatures, this species lacks appendages to aid in controlling its flight trajectory and producing lift. The snake exhibits exception gliding and maneuvering capabilities compared with other species of gliders despite this lack of appendages. While gliding, C. paradisi morphs its body by expanding its ribs, essentially doubling its width and utilizing its entire length as a reconfigurable wing. Its cross-sectional shape transforms into a thick, airfoil shape with a concave ventral surface, outwards protruding lips at the leading and trailing edges, a somewhat triangular dorsal surface with a round apex, and fore-aft symmetry. This study investigated the aerodynamic performance of this unique shape by simulating a single, static segment of the snake's body over a wide range of Reynolds numbers (3,000 to 15,000) and angles of attack (-10 to 60o) to simulate the full range of the snake's flight kinematics. This is the first study on an anatomically accurate snake model, and few aerodynamic studies have been performed in this low Reynolds number regime.
Load cell measurements and time-resolved digital particle image velocimetry (TRDPIV) were performed on a 2D anatomically accurate model to determine the lift and drag coefficients, wake dynamics, and vortex shedding characteristics. This geometry produced a maximum lift coefficient of 1.9 and maximum lift to drag ratio of 2.7, and maintained increases in lift up to 35o. Overall, this geometry demonstrated robust aerodynamic behavior by maintain significant lift production and near maximum lift to drag ratios over a wide range of test parameters. These aerodynamic characteristics may enable the flying snake to glide at steep angles and over a wide range of angles of attack, often encountered in gliding trajectories. This geometry also produced larger maximum lift coefficients than many other bluff bodies and airfoils in this low Reynolds number regime.
This thesis is organized as follows. The first section contains a broad introduction on gliding flight and C. paradisi's unique mode of gliding. The following section is a manuscript that will be submitted to a journal and contains the experimental analysis on the snake's cross-sectional shape. Several appendices attached to the end of this thesis contain additional analysis and work performed throughout the duration of this project and unique Matlab algorithms developed during this research.Master of Science
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Muthirevula, Neeharika. "Cross-Sectional Stiffness Properties of Complex Drone Wings." Thesis, Virginia Tech, 2017. http://hdl.handle.net/10919/73988.
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The main purpose of this thesis is to develop a beam element in order to model the wing of a drone, made of composite materials. The proposed model consists of the framework for the structural design and analysis of long slender beam like structures, e.g., wings, wind turbine blades, and helicopter rotor blades, etc. The main feature consists of the addition of the coupling between axial and bending with torsional effects that may arise when using composite materials and the coupling stemming from the inhomogeneity in cross-sections of any arbitrary geometry. This type of modeling approach allows for an accurate yet computationally inexpensive representation of a general class of beam-like structures.
The framework for beam analysis consists of main two parts, cross-sectional analysis of the beam sections and then using this section analysis to build up the finite element model. The cross-sectional analysis is performed in order to predict the structural properties for composite sections, which are used for the beam model.
The thesis consists of the model to validate the convergence of the element size required for the cross-sectional analysis. This follows by the validation of the shell models of constant cross-section to assess the performance of the beam elements, including coupling terms. This framework also has the capability of calculating the strains and displacements at various points of the cross-section. Natural frequencies and mode shapes are compared for different cases of increasing complexity with those available in the papers. Then, the framework is used to analyze the wing of a drone and compare the results to a model developed in NASTRAN.Master of Science
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Zhu, Zhenmei. "Temporal influences on cross-sectional stock return predictabilities." Thesis, University of Manchester, 2012. https://www.research.manchester.ac.uk/portal/en/theses/temporal-influences-on-crosssectional-stock-return-predictabilities(f9cb2f94-750f-44db-a8a9-d82df1c784f0).html.
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In this thesis, I examine the following three temporal influences on the cross-section of stock returns: disclosure and analyst regulations, the subprime credit crisis, and time-varying investor sentiment. The thesis consists of three essays. The first essay deals with the influence of regulation. Between 2000 and 2003 a series of disclosure and analyst regulations curbing abusive financial reporting and analyst behavior were enacted to strengthen the information environment of U.S. capital markets. I investigate whether these regulations benefited investors by increasing stock market efficiency. After the regulations, I find a significant reduction in short-term stock price continuation following analyst forecast revisions and past stock returns. The effect was more pronounced among higher information uncertainty firms, where I expect security valuation to be most sensitive to the regulations. Further analysis shows that analyst forecast accuracy improved in these firms, consistent with reduced mispricing being due to an improved corporate information environment following the regulations. My findings are robust to controlling for time trends, trading activity, the recent financial crisis, and changes in firms’ analyst coverage status and delistings. In the second essay, I examine whether the value premium survived the recent subprime credit crisis. I find that value stocks underperformed growth stocks during the crisis, resulting in a value discount, while the value premium was significantly positive before the crisis. This is consistent with value stocks being riskier than growth stocks because they are more vulnerable during bad times. The value premium reversal during the crisis worked primarily through financially constrained firms, suggesting that the effect was due to the adverse influence of the crisis rather than confounding effects. The results are robust to controlling for common risk factors and alternative financial constraint proxies. The third essay is related to time-varying investor sentiment. Recent literature in financial economics has examined whether investor sentiment affects asset pricing. An open question is whether an investor sentiment effect reflects mispricing or risk compensation. Currently, the literature supports the former view by documenting that investor sentiment predicts realized stock returns beyond the explanatory power of state-of-the-art factor models. But, despite its popularity, estimating expected returns from realized returns has limitations. I re-examine the evidence on investor sentiment using accounting-based implied costs of capital (ICCs). I find that ICCs cannot explain the sentiment effect on stock returns. If ICCs are reliable expected return proxies, this suggests that the investor sentiment effect does not exist ex ante and confirms previous evidence that mispricing is the driving force behind the investor sentiment effect on stock returns.
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Cameron, Christy. "The structure of manifolds of nonnegative sectional curvature." Thesis, University of British Columbia, 2007. http://hdl.handle.net/2429/31554.
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Understanding the structure of a Riemannian Manifold based on information about its sectional curvature is a challenging problem which has received much attention. According to the Soul Theorem any complete noncompact Riemannian manifold M of nonnegative sectional curvature contains a compact totally geodesic submanifold called the soul of M. Furthermore, the manifold is diffeomorphic to the normal bundle of the soul. This is a beautiful structural result which provides a significant contribution to the classification of Riemannian manifolds. In this paper we present a complete proof of the Soul Theorem which draws upon the theory and techniques developed over the years since its original proof in 1972. The proof relies heavily upon results from Comparison Geometry and the theory of convex sets.Science, Faculty of
Mathematics, Department of
Graduate
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Booysen, Juann. "A critical analysis of the financial and social obligations imposed on sectional owners in sectional title schemes, as well as their enforcement." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86255.
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Thesis (LLD)--Stellenbosch University, 2012ENGLISH ABSTRACT: Over the years sectional ownership satisfied the psychological need of many South Africans to acquire home-ownership and it is currently estimated that there are more than 780 000 sectional title units throughout South Africa. The concept of sectional ownership consists of three elements, namely individual ownership of a section (residential or commercial); joint ownership of the common parts of the sectional title scheme and membership of the body corporate which governs the sectional title community. Sectional ownership is therefore a unique statutory institution with its own characteristics. An imperative of every sectional title scheme is to strive for financial stability, happiness and harmony in an intensified, diverse community where the objects of ownership, the individual units, are physically interdependent. The Sectional Titles Act 95 of 1986, as amended, therefore imposes numerous financial and social obligations on sectional owners. These obligations require each owner to give up a certain degree of freedom that he might otherwise enjoy in separate, privately owned property. Ultimately the success of a sectional title scheme will depend upon the necessary co-operation and support of its members for compliance with these obligations. Since non-compliance can destroy the financial stability and social harmony in a sectional title scheme, effective procedures for the enforcement of these financial and social obligations are essential. Accordingly, effective sanctions are a sine qua non for a financially viable and socially successful sectional title scheme. This thesis provides a critical analysis of the various financial and social obligations that are imposed on sectional owners, as well as the measures available for their enforcement. It will become evident that the sanctions in the South African sectional title legislation for non-compliance with these obligations are conspicuously few and far between. It is generally accepted that the Sectional Titles Act 95 of 1986 does not have sharp enough „teeth‟ to deal effectively with the non-compliance of these obligations. Consequently, the thesis will also focus on sanctions that are used in foreign jurisdictions to enforce sectional owners‟ financial and social obligations, with the aim to identify sanctions that may be adopted in the South African context to render the enforcement of these obligations more efficient and effective. In conclusion it will be recommended that the only manner in which financial stability and social harmony can be restored in a troubled sectional title scheme is to introduce legislation which allows the body corporate as a last resort to exclude a persistent offender who makes it impossible for the other sectional owners to share the sectional owners‟ community with him or her temporarily from this community.
AFRIKAANSE OPSOMMING: Met die verloop van tyd sedert die eerste deeltitelwetgewing in 1971 in Suid Afrika ingevoer is, het deeleiendom die droom van menige Suid-Afrikaners verwesenlik om eiendomsreg van „n eie woning te verkry. Huidige statistieke dui daarop dat daar meer as 780 000 deeltiteleenhede in Suid Afrika is. Drie elemente word in die begrip „deeleiendom‟ saamgevat, naamlik individuele eiendomsreg van „n deel (residensiëel of kommersiëel), mede-eindomsreg van die gemeenskaplike gedeeltes van „n skema en lidmaatskap van „n regspersoon. Deeleiendom is dus „n unieke statutêre instelling met sy eie ongewone karaktertrekke. Die belangrikste doelwit van elke deeltitelskema is om finansiële stabiliteit, geluk en harmonie in „n geϊntensifeerde, diverse gemeenskap waar individuele eiendomseenhede, fisies interafhanklik is, te bewerkstellig. Die Wet op Deeltitels 95 van 1986, soos gewysig, onderwerp deeleienaars daarom aan verskeie finansiële en sosiale verpligtinge wat meebring dat elke deeleienaar „n sekere mate van vryheid moet prys gee wat hy andersins sou geniet het as hy eienaar was van „n huis op „n private erf. Die uiteindelike sukses van „n deeltitelskema is grotendeels afhanklik van die samewerking en ondersteuning van sy lede wat betref die nakoming van hierdie verpligtinge. Omdat nie-nakoming die finansiële stabiliteit en sosiale harmonie kan versteur word doeltreffende maatreëls vereis vir die afdwinging van hierdie finansiële en sosiale verpligtinge. „n Deeltitelskema kan slegs met sukses bestuur word indien op doeltreffende sanksies gesteun kan word. Hierdie tesis fokus op „n kritiese analise van die verskeie finansiële en sosiale verpligtinge waaraan deeleienaars onderhewig is, en die maatreëls wat aangewend kan word om hierdie verpligtinge af te dwing. Daar sal aangetoon word dat die sanksies in die Suid-Afrikaanse deeltitelwetgewing vir die nie-nakoming van hierdie verpligtinge gans te min, en boonop uiters ondoeltreffend is. Daarom word algemeen aanvaar dat die „tande‟ van die Wet op Deeltitels 95 van 1986 nie skerp genoeg is om die nie-nakoming van hierdie verpligtinge doeltreffend te straf nie. Gevolglik sal die tesis ook fokus op sanksies wat in buitelandse regstelsels aangewend word om die finansiële en sosiale verpligtinge van deeleienaars af te dwing. Die oogmerk hiermee is om buitelandse sanksies te identifiseer wat met vrug in die Suid-Afrikaanse konteks aangewend kan word ten einde die nie-nakoming van hierdie verpligtinge doeltreffend hok te slaan. Ter afsluiting sal voorgestel word dat finansiële stabiliteit en sosiale harmonie in „n erg ontwrigte deeltitelskema slegs herstel kan word indien wetgewing aangeneem word wat die regspersoon toelaat om „n deeleienaar wat ondanks waarskuwings dit vir mede-deeleienaars onmoontlik maak om saam met hom of haar in dieselfde deeleiendomsgemeenskap te leef tydelik van die skema te verwyder.
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Cobley, R. J. "Cross-sectional scanning tunnelling microscopy of biased laser structures." Thesis, Swansea University, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.636273.
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This work investigates Cross-Sectional Scanning Tunnelling Microscopy applied to semiconductor laser structures which are biased whilst they are being scanned. Images are presented as a function of sample bias. Increasing the sample bias removes the built-in band bending across the device and causes the horizontal topographic gradient of the scan to change. The p-type side of the sample is held at ground whilst the n-type side is biased. When tunnelling out of a double quantum well structure the topographic height of the n-type side increases by around 0.2nm at 1V. Tunnelling in to the structure, the height decreases by 0.02nm under low tunnelling current conditions. A tunnelling current model is developed which confirms these changes. Tunnelling in to a buried heterostructure device the apparent topographic height of the n-type side is again found to decrease, by over 2nm. Biased-dependent spectroscopic shifts are also observed with this device which are again confirmed by modelling. In both devices the apparent height of the quantum wells is found to increase by a factor of 2.5 to 4 times, at 1V sample bias. This is caused by the effects of tip-induced band bending being altered by the applied bias. An experimental and modelled example of a superlattice structure which displays contrast enhancement through tip-induced band bending is given. Several other device-specific physical and irreversible changes occur as a result of sample bias. These are well-suited to give characterisation information not available from other techniques.
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Jones, Bernard A. "Benchmarking organizational resilience| A cross-sectional comparative research study." Thesis, New Jersey City University, 2015. http://pqdtopen.proquest.com/#viewpdf?dispub=3730739.
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Our world continues to be impacted by large-scale disaster events. These severe disaster events create impacts that are shared across local, regional, and national boundaries. As a result, individuals, communities, and organizations are increasingly confronted with disasters that challenge their social, economic, and operational stability. To be resilient, individuals and communities rely on resources and services provided by organizations to enable each to plan for, respond to, and recover from disasters. If organizations are not prepared to respond to disasters, individuals and communities, in turn, will also not be prepared to respond to disaster events, as a consequence. Similar to the concept of civil defense prominent during the Cold War era, civil security is now required in the present day, pointing to the need for individuals, communities, and organizations to better prepare our nation by enhancing resilience. Resilient organizations also provide a competitive advantage over organizations that do not implement measures to become more resilient, yet many organizations do not know their resilience posture, and, in turn, struggle to prioritize resilience or allocate resources to enhance their resilience. To help enable organizations to invest in their resilience, it is important for organizations to discover and understand their organizational resilience score.
This research extends prior research that developed a methodology and survey tool for measuring and benchmarking organizational resilience. Subsequent research utilized the methodology and survey tool on organizations in New Zealand, whereas this research study utilized the methodology and survey tool to study organizational resilience within the state of New Jersey as part of a comparative study. The results obtained from previous research were compared against organizational resilience data captured on New Jersey based organizations. Survey data created from this research provide valuable information on organizational resilience strengths and weaknesses that can enable New Jersey based organizations to learn their organizational resilience posture and begin to develop a business case for additional investment in organizational resilience.
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Concannon, James Peter. "A cross-sectional study of engineering majors' self-efficacy." Diss., Columbia, Mo. : University of Missouri-Columbia, 2008. http://hdl.handle.net/10355/6050.
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Thesis (Ph. D.)--University of Missouri-Columbia, 2008.The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on August 3, 2009) Vita. Includes bibliographical references.
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Grazian, Valentina. "Fusion systems on ρ-groups of sectional rank 3." Thesis, University of Birmingham, 2017. http://etheses.bham.ac.uk//id/eprint/7670/.
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In this thesis we study saturated fusion systems on ρ-groups having sectional rank 3, for ρ odd. We obtain a complete classification of simple fusion systems on p-groups having sectional rank 3 for ρ ≥ 5, exhibiting a new simple exotic fusion system on a 7-group of order 7^5. We introduce the notion of pearls, defined as essential subgroups isomorphic to the groups C_ρ X_ρ and ρ₊¹⁺² (for odd), and we illustrate some properties of fusion systems involving pearls. As for ρ = 3, we determine the isomorphism type of a certain section of the 3-groups considered.
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Oudah, Alsafa. "Medication Reconciliation : Electronic medication list discrepancies – Cross sectional study." Thesis, Umeå universitet, Institutionen för integrativ medicinsk biologi (IMB), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-178901.
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Hoang, Susan. "Stress Among Undergraduate Distance Learners: A Cross-Sectional Study." ScholarWorks, 2015. https://scholarworks.waldenu.edu/dissertations/1196.
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There are many changes undergraduate students face when they transition to the college environment, including vacations and an increase in academic workload. Past research has found that both gender and year of study impact level and sources of stress in undergraduate students who attend traditional brick and mortar institutions. However, the relationship between gender, year of study, and stress levels in undergraduate distance learners has not been well studied. Based on the cognitive theory of emotions, this quantitative study examined what undergraduate distance learners perceive as stressful, whether or not gender and year of study impacted these stressors and whether or not there was an interaction between gender and year of study. The Higher Education Stress Inventory (HESI) and a demographic questionnaire were administered to undergraduate students enrolled in distance education (USEDE) who were in Year 1 or Year 4 of their program (N = 321). A 2-way analysis of variance was used to examine the overall stress levels among USEDE in Year 1 or Year 4 of their programs, gender difference effects on stress levels, and the interaction between year of study and gender. No statistical differences were found in overall stress levels between USEDE who were in Year 1 and USEDE who were in Year 4 of their programs (F(1,84) = .679, p = 0.410, η2 < .001). There was no interaction between year of study and gender (F(1, 317) = 0.187, p = .666, η2 < .001). There was a statistical difference between overall stress scores between males and females USEDE (F(1,84) = 31.442, p < .001, η2 = .09). This study contributes to the field of higher education by providing details around what USEDE perceive as causes of stress, as reported on the HESI, and will bring about a level of awareness among staff, administration, and distance education students.
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Lockhart-Ross, Simon. "Cross-sectional and time-series momentum on the JSE." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20816.
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This research report documents multiple accounts of past return-based momentum strategies employed on South African-listed equities over the period 2002.02-2015.05. Two cross-sectional momentum approaches-strategies that go long (short) in assets with relative formation period out performance (underperformance) of peer stocks to make the winner (loser) portfolio-and four time-series approaches-strategies that go long (short) in assets with formation period outperformance (underperformance) of a hurdle rate to make the winner (loser) portfolio-are employed in this report. This report finds that both the top decile winner portfolio and top half winner portfolio long-only cross-sectional momentum strategies outperform the benchmark. The 12-month formation period top decile winner achieves the highest long-only excess return of 30.21% per annum, whilst all the loser cross-sectional portfolios constitute a return-reducing funding portfolio when conducting a n investment-neutral winner minus loser approach. Short-term zero investment exposure cross-sectional momentum strategies earn strong negative returns, thus presenting contrarian investment opportunities The two exposure-neutral winner minus loser time-series strategies exhibit similar results to the corresponding cross-sectional strategies, however the variable exposure strategies earn positive returns for every formation period-the 12-month formation period strategy being the best earner (25.92% p.a.). These variable exposure strategies earn time-varying returns from the market due to their non-zero net long market exposure as well as some residual return. This premium is left uncaptured by all investment-neutral app roaches and is a strong cause of the lack of skewness of the variable exposure strategies' returns. All of the examined exposure-neutral strategies exhibit significant leftward skewness due to two incidences of extreme and sustained drawdowns. Both incidences occur as a result of the momentum strategy holding market beta exposure of the opposite sign to the market's drastic turn ; the first: positive exposure and market downturn, the second : negative exposure and positive upturn. These drawdowns are reduced when employing strategies of a more intermediate-term formation period such as the 12-month formation strategy. This report's findings confirm the existence of cross-sectional and time-series momentum in South African-listed equities, as well as the case of equity momentum crashing. Further, it provides evidence for both explained and unexplained variations between the two types of momentum trading, with possibilities for further profitability when combining the two.
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Körber, Lena. "Essays in panel data econometrics with cross-sectional dependence." Thesis, London School of Economics and Political Science (University of London), 2015. http://etheses.lse.ac.uk/3248/.
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The behavior of economic agents is characterized by interdependencies that arise from common shocks, strategic interactions or spill-over effects. Developing new econometric methodologies for inference in panel data with cross-sectional dependence is a common theme of this thesis. Another theme is econometric models that allow for heterogeneity across individual observations. Each chapter takes a different approach towards modeling and estimating panels with cross-sectional dependence and heterogeneity. In all chapters, the perspective is one where both the time series and the cross-sectional dimension are large. The first chapter develops a methodology for semiparametric panel data models with heterogeneous nonparametric covariate effects as well as unobserved time and individual-specific effects that may depend on the covariates in an arbitrary way. To model the covariate effects parsimoniously, we impose a dimensionality reducing common component structure on them. In the theoretical part of the chapter, we derive the asymptotic theory of the proposed procedure. In particular, we provide the convergence rates and the asymptotic distribution of our estimators. The asymptotic analysis is complemented by a Monte Carlo experiment that documents the small sample properties of our estimator. The second chapter investigates the effects of fragmentation in equity markets on the quality of trading outcomes. It uses a unique data set that reports the location and volume of trading on the FTSE 100 and 250 companies from 2008 to 2011 at the weekly frequency. This period coincided with a great deal of turbulence in the UK equity markets which had multiple causes that need to be controlled for. To achieve this, we use the common correlated effects estimator for large heterogeneous panels that approximates the unobserved factors with cross-sectional averages. We extend this estimator to quantile regression to analyze the whole conditional distribution of market quality. We find that both fragmentation in visible order books and dark trading that is offered outside the visible order book lower volatility. But dark trading increases the variability of volatility and trading volumes. Visible fragmentation has the opposite effect on the variability of volatility, in particular at the upper quantiles of the conditional distribution. The third chapter develops an estimator for heterogeneous panels with discrete outcomes in a setting where the individual units are subject to unobserved common shocks. Like the estimator in chapter 2, the proposed estimator belongs to the class of common correlated effects estimators and it assumes that the unobserved factors are contained in the span of the observed factors and the cross-sectional averages of the regressors. The proposed estimator can be computed by estimating binary response models applied to regression that is augmented with the crosssectional averages of the individual-specific regressors. The asymptotic properties of this approach are documented as both the time series and the cross-section tend to infinity. In particular, I show that both the estimators of the individual-specific coefficients and the mean group estimator are consistent and asymptotically normal. The small-sample behavior of the mean group estimator is assessed in a Monte Carlo experiment. The methodology is applied to the question of how funding costs in corporate bond markets affect the conditional probability of issuing a corporate bond.
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Chatterjee, Kausik. "Mood after stroke : a cross-sectional case control study." Thesis, University of Newcastle upon Tyne, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.438408.
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Feehan, Patrick Joseph. "Attendance demand for soccer : a spatial cross-sectional approach." Thesis, University of Salford, 2002. http://usir.salford.ac.uk/26673/.
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The cost of a return journey to a soccer match can often be comparable to, or even exceed, the admission price. However, in spite of the importance of travel costs, previous studies on the demand for live soccer generally exclude travel costs from the analysis. The thesis explores the consequences of this omission and shows that the likely effect is to bias estimates of the ticket price elasticity downwards. The thesis also argues that the previous estimates of the ticket price and income elasticities are likely to be biased due to generic problems with the time series approach and methodological problems with particular pooled studies. To overcome these problems, the travel cost methodology, developed in the economics of outdoor recreation, is adapted to permit analysis of demand relationships in professional soccer. Attendance at Premier League matches is modelled as a function of travel costs and other factors, such as the admission price and consumer income, using data from a national fan survey. From the results, ticket price elasticities are estimated that are more consistent with profit maximisation than previous estimates. Subsequent analysis on the relationship between attendance and income distinguishes between the decision to become a fan and, given that one is a fan, the question of the number of games to attend in a season. The first decision is shown to be positively related to income, via a social class proxy, and the second decision unrelated to income, giving a positive income elasticity of demand.
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Antay, Bedregal David, Revello Evelyn Camargo, and German F. Alvarado. "Associated factors vs risk factors in cross-sectional studies." Dove Medical Press, 2016. http://hdl.handle.net/10757/594907.
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Balian, Arax. "Influences on school-age children's milk and soft drink intake." Cleveland, Ohio : Case Western Reserve University, 2008. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=case1228451014.
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Simpson, John Munro. "Echocardiographic evaluation of cardiac function in the human fetus." Thesis, King's College London (University of London), 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248408.
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Söderfjell, Stefan. "Musculoskeletal pain, memory, and aging : Cross-sectional and longitudinal findings." Doctoral thesis, Umeå universitet, Psykologi, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-588.
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The general aim of the thesis was to investigate potential differences in memory performance between participants across the adult life span with and without self-reported musculoskeletal pain. Chronic musculoskeletal pain is a major health related problem in our society. A common complaint related to chronic pain is about cognitive difficulties in attention, memory, and decision making. A number of studies have demonstrated that people with pain also perform wors on tasks measuring, for example episodic memory, semantic memory, and working memory. The present thesis aimed at replying these findings, by using a non-clinical population based sample. the potential differences in memory performance between people with and without pain were examined across the adult life span, in order to disentangle potential pain by age interactions. This was made by using both cross-sectional and longitudinal data. Study I aimed at studying differences in episodic memory performance, semantic memory performance, and implicit memory performance, between people with and without musculoskeletal pain. Differences were found for all three memory systems, but disappeared after controlling for years of formal education. In Study II an extension of the first study was made, in which performance on a range of cognitive tests were analysed. General differences were demonstrated , but yet again, years of education together with depression ruled out the effects. The most robust effects were found for word comprehension and construction ability. Finally, Study III used 5- and 10 year follow up studies to examine change over time in cognitive performance as a function of pain. The main finding from this study was that semantic memory for the oldest is impaired over time as a function of pain. An additional analysis showed similar patterns, regardless of age, for construction ability.
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Bramlage, Peter, David Pittrow, Hendrik Lehnert, Michael Höfler, Wilhelm Kirch, Eberhard Ritz, and Hans-Ulrich Wittchen. "Frequency of albuminuria in primary care: a cross-sectional study." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-106780.
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Background: We aimed to assess the point prevalence of microalbuminuria (MAU) in a sample of unselected consecutive primary-care attendees, with particular focus on patients with diabetes mellitus (with and without additional concomitant diseases) and those with hypertension.
Design: Cross-sectional observational study in a nationwide representative sample of 1912 primary-care practices and a patient population consisting of 39 125 primary-care attendees. Diagnoses for diabetes, hypertension and co-morbidities were provided by the treating physician and complemented by blood pressure (BP) measurements and selected lab tests. Screening for microalbuminuria (>20 and <200 μg/ml) was done with a spot urine dipstick test.
Results: The clinical diagnosis of nephropathy was assigned to 7.6% of patients. The point prevalence of MAU was 19.0% in the total sample; the proportion was 33.6% in diabetics whereas the diagnosis was assigned to only 7.1% in the total sample. Amongst diabetic patients with MAU, 92.6% had BP above the target value of < 130/80 mmHg. Frequency rates rose with increasing BP (e.g. 20.6% in diabetic patients with BP< 120/70 mmHg, and 36.3% in diabetic patients with BP > 140/90 mmHg). Of note, patients with MAU had a higher burden of co-morbidity compared to those without MAU.
Conclusions: We found a high prevalence of MAU in primary care, particularly in diabetic patients. The frequency of MAU was closely related to the BP level and the degree of co-morbidity. The present study underlines the magnitude of the problem of MAU in primary care, and should serve as a starting point to initiate measures to address this important public health issue.
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Cesnik, Carlos Eduardo Stolf. "Cross-sectional analysis of initially twisted and curved composite beams." Diss., Georgia Institute of Technology, 1994. http://hdl.handle.net/1853/12918.
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Price, Sally E. "Older female caregivers : cross-sectional and longitudinal analysis women's health /." [St. Lucia, Qld.], 2006. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe19332.pdf.
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Battle, Paula C. "Identity and intimacy development across adolescence, a cross-sectional study." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0021/NQ32876.pdf.
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Mokveld, Philip Jan. "The accelerated failure time model under cross sectional sampling schemes." [S.l. : Amsterdam : s.n.] ; Universiteit van Amsterdam [Host], 2007. http://dare.uva.nl/document/48642.
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Muller, Anna Petronella. "Burnout amongst primary health care nurses : a cross-sectional study." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86590.
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Thesis (MCurr)--Stellenbosch University, 2014.ENGLISH ABSTRACT: The imbalance between job demands and available resources could cause burnout which may impact quality patient care. A scientific investigation was conducted to evaluate burnout amongst primary health care (PHC) nurses. The objectives for the study were to identify the prevalence of burnout amongst PHC nurses and to explore the contributing factors to burnout in PHC settings. The Job Demands-Resources (JD-R) model (Bakker and Demerouti, 2007:309) was used as a conceptual framework for the study. A non-experimental, descriptive cross-sectional design with a quantitative approach was applied. The population and sample consisted of professional nurses (PN) and clinical nurse practitioners (CNP) (n=72) in the Eden District of the Western Cape. A self-report questionnaire was used to collect the data in an uncontrolled, natural environment. Analysis of the results exposed high levels of burnout amongst PHC nurses. Nurses in PHC facilities all had an equal chance to develop burnout, regardless of their level of experience. The occurrence of burnout is equal in community health centres and in community clinics, although a trend was observed that subjects in community clinics may experience more emotional exhaustion. Work pressure, workload or an increase in job demands, lack of organisational support and management problems were rated as the main factors contributing to burnout. Recommendations were made to improve the working environments of PHC nurses in order to increase motivational levels, job satisfaction and to foster work engagement, as well as to reduce levels of burnout. Opportunities for further research are recommended.
AFRIKAANSE OPSOMMING: Die wanbalans tussen beroepseise en beskikbare hulpbronne kan uitbranding veroorsaak en gevolglik kwaliteit patiëntsorg beïnvloed. ‘n Wetenskaplike studie is gedoen om uitbranding onder primêre gesondheidsorg (PGS) verpleegkundiges te evalueer. Die doelstellings van die studie was om die voorkoms van uitbranding onder PGS-verpleegkundiges te identifiseer, en om die bydraende faktore wat aanleiding gee tot uitbranding in PGS-instellings, te ondersoek. Die Beroepseise-Hulpbronne model (Bakker and Demerouti, 2007:309) is as ‘n konsepsuele raamwerk vir die studie gebruik. 'n Nie-eksperimentele, beskrywende dwarssnit studie met 'n kwantitatiewe benadering, is toegepas. Die populasie en die steekproef het bestaan uit professionele verpleegkundiges en kliniese verpleeg praktisyns (n=72) in die Eden Distrik van die Wes-Kaap. ‘n Self-rapport vraelys was gebruik om data in ‘n ongekontroleerde, natuurlike omgewing te versamel. Die analisering van resultate het hoë vlakke van uitbranding onder verpleegkundiges in PGS-dienste ontbloot. Verpleegkundiges in PGS-fasiliteite het almal 'n gelyke kans om uitbranding te ontwikkel, ongeag die vlak van ondervinding. Die voorkoms van uitbranding is dieselfde in gemeenskaps-gesondheidsentrums en gemeenskapsklinieke, alhoewel daar ‘n neiging sigbaar was dat personeel in gemeenskapsklinieke meer emosionele uitputting ervaar. Werkdruk, werklas of toename in beroepseise, die gebrek aan organisatoriese ondersteuning en bestuursprobleme is aangewys as die hoof redes wat aanleiding gee tot uitbranding. Voorstelle is gemaak om die werksomgewing van PGS-verpleegkundiges te verbeter en om motiveringsvlakke en werkstevredenheid te herstel. Dit sal werksverbintenis versterk en die voorkoms van uitbranding beperk. Geleenthede vir verdere navorsing is aanbeveel.
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Logan, Twila Mae. "Cross-sectional analysis of the pricing of private equity placements." Connect to resource, 1995. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1262712392.
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Mayo-Bobee, Dinah. "New England Federalists: Widening the Sectional Divide in Jeffersonian America." Digital Commons @ East Tennessee State University, 2017. http://a.co/82Y1HDA.
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Introduction: the "gloomy night of democracy": Federalist opposition to the Three-Fifths Clause -- 1. "Have these Haytians no rights?": restricting maritime commerce to safeguard slavery (1805-1806) -- 2. "Indissolubly connected with commerce": nonimportation, southern sectionalism, and the defense of New England -- 3. "Squabbles in Madam Liberty's family": Jefferson's embargo and the causes of Federalist extremism (1807-1808) -- 4. "O grab me!": the justification for disunion (1808-1809) -- 5. "Sincere neutrality": war, moderates, and the Federalists Party's decline (1810-1820) -- Epilogue: Old Romans: Federalist activism and the antislavery legacy (1820-1865).https://dc.etsu.edu/etsu_books/1123/thumbnail.jpg
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Tedrow, John R. (John Rahul). "Ultrasound attenuation as an evaluator of cross-sectional bone properties." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10267.
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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.Includes bibliographical references (leaves 51-53).
by John R. Tedrow.
M.Eng.