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Maheswaran, S.
- Are Major Asian Markets Efficient?
Abstract Views :452 |
PDF Views:10
Authors
Dilip Kumar
1,
S. Maheswaran
2
Affiliations
1 Institute for Financial Management and Research 24, Kothari Road, Nungambakkam Chennai 600034, IN
2 Centre for Advanced Financial Studies Institute for Financial Management and Research 24, Kothari Road, Nungambakkam Chennai 600034, IN
1 Institute for Financial Management and Research 24, Kothari Road, Nungambakkam Chennai 600034, IN
2 Centre for Advanced Financial Studies Institute for Financial Management and Research 24, Kothari Road, Nungambakkam Chennai 600034, IN
Source
Journal of Management Research, Vol 13, No 1 (2013), Pagination: 3-10Abstract
This paper evaluates the small sample properties of non-parametric joint rank and sign variance ratio tests to analyze the weak form efficiency in stock prices. It also assesses the size and power properties of the joint rank and sign variance ratio tests for small samples with the application of weighted bootstrap procedure. The results indicate that the weighted bootstrap tests exhibit desirable size properties and substantially higher power than the corresponding conventional rank-based tests. In addition, these tests are applied to examine the market efficiency of three major Asian emerging markets. The findings suggest that the efficiency characteristics of a given market do not remain the same and, in fact, vary over time depending on the major changes happening in the global financial markets. The results also indicate that India and China have become more efficient after the sub-prime crisis.Keywords
Monte Carlo Experiment, Weighted Bootstrap, Non-parametric Variance Ratio Tests, Return PredictabilityReferences
- Belaire-Franch, J. and Contreras, D. (2004), Rank and Sign Based Multiple Variance Ratio Tests, working paper, Department of Economic Analysis, University of Valencia.
- Choi, I. (1999), Testing the Random Walk Hypothesis for Real Exchange Rates, Journal of Applied Econometrics, 14: 293–308.
- Chow, V. and Denning, K. (1993), A Simple Variance Ratio Test, Journal of Econometrics, 58: 385–401.
- Lo, A. and A. MacKinlay, (1988), Stock Market Prices do not follow Random Walks: Evidence from a Simple Specification Test, The Review of Financial Studies, 1: 41–66.
- Richardson, M. and Smith, T. (1991), Tests of Financial Models in the Presence of Overlapping Observations, The Review of Financial Studies, 4: 227-254.
- White, H. (1980), A Heteroskedasticity Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity, Econometrics, 48: 817-838.
- White, H. and Domowitz, I. (1984), Nonlinear Regression with Dependent Observations, Econometrics, 52: 143-162.
- Wright, J. (2000), Alternative Variance-Ratio Tests Using Ranks and Signs, Journal of Business and Economic Statistics, 18 (1): 1–9.
- Wu, C. F. J. (1986), Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis, Annals of Statistics, 14: 1261–1295.
- Strength Improvement Studies Using New Type Wild Strain Bacillus cereus on Cement Mortar
Abstract Views :626 |
PDF Views:92
Authors
S. Maheswaran
1,
S. S. Dasuru
1,
A. Rama Chandra Murthy
1,
B. Bhuvaneshwari
1,
V. Ramesh Kumar
1,
G. S. Palani
1,
Nagesh R. Iyer
1,
Sarayu Krishnamoorthy
1,
S. Sandhya
2
Affiliations
1 CSIR-Structural Engineering Research Centre, CSIR Campus, Taramani, Chennai 600 113, IN
2 CSIR-National Environmental Engineering Research Institute, CSIR Campus, Taramani, Chennai 600 113, IN
1 CSIR-Structural Engineering Research Centre, CSIR Campus, Taramani, Chennai 600 113, IN
2 CSIR-National Environmental Engineering Research Institute, CSIR Campus, Taramani, Chennai 600 113, IN
Source
Current Science, Vol 106, No 1 (2014), Pagination: 50-57Abstract
This article presents details of the experimental studies carried out on cement mortar using Bacillus cereus and Bacillus pasteurii in different cell concentrations. Test results showed that the addition of bacterial cultures of both species, enhanced the compressive strength of cement mortar due to the bio-mineralization of calcium carbonate in the cement mortar matrix. The test results revealed 38% increase in compressive strength using B. cereus and 29% increase in the case of B. pasteurii over the control cement mortar. The chloride ingress capacity of B. cereus incorporated concrete found through rapid chloride permeability test confirms the reduction of chloride penetration compared to control sample. Characterization studies have been performed to confirm the calcite precipitation through different experimental techniques, viz. X-ray diffraction, scanning electron microscope, thermogravimetric analysis and Fourier transform-infrared spectroscopy.Keywords
Bacillus cereus, Bacillus pasteurii, Biomineralization, Cement Mortar, Compressive Strength.- A Real Time Image Processing Based System to Scaring the Birds from the Agricultural Field
Abstract Views :127 |
PDF Views:0
Authors
Affiliations
1 Department of ECE, Kongu Engineering College, Perundurai - 638052, Tamil Nadu, IN
1 Department of ECE, Kongu Engineering College, Perundurai - 638052, Tamil Nadu, IN