A perspectiva de gênero trouxe significativas contribuições para os estudos migratórios, mas permanece como um recurso analítico pouco utilizado nas pesquisas sobre migração brasileira para o Japão. Nesse sentido, o presente trabalho procura analisar de que maneira essa categoria, aplicada à análise do circuito migratório em questão, permite vislumbrar as diferentes estratégias para lidar com o deslocamento tanto em sua dimensão espacial, como social em particular na situação de retorno ao Brasil. A observação do processo migratório a partir das relações sociais entre os sexos implica não apenas em uma opção por dar visibilidade às mulheres que fazem parte do grupo estudado, mas também em um recurso analítico que permite abordar os fluxos populacionais a partir de um leque mais amplo de questões para além das busca por melhores salários; incluindo como o engajamento nos processos migratórios está relacionado a maneiras de lidar com os papéis sociais que possuem dimensões étnicas, geracionais e de gênero. Através da análise de entrevistas e depoimentos pessoais, identificamos a solidariedade intergeracional e as atribuições relativas ao trabalho produtivo e reprodutivo como aspectos centrais na articulação de estratégias de inserção socioeconômica. O retorno ao Brasil opera nos termos da busca por restauração de situações ocupacionais, familiares e subjetivas anteriores e/ou idealizadas. / The gender perspective has brought significant contributions to migration studies, but remains as an analytical tool not widely used in researches on Brazilian migration to Japan. This research attempts to analyze how this category, applied to the analysis of this migration circuit, gives a glimpse of different strategies to cope with the displacement both in its spatial and social dimensions particularly in the situation of returning to Brazil. Observing migration processes from a gender perspective means to give visibility to Brazilian migrant women and, likewise, to address population flows from a wider range of issues beyond the search for better wages, including how engaging migration processes is related to social roles. Through the analysis of interviews, we conclude that solidarity ties between generations and negotiations related to the sexual division of labor within families are crucial aspects in the process of creating socioeconomic integration strategies. Returning to Brazil consists in an attempt to restore previous and/ or idealized occupational, family and subjective situations.

A perspectiva de gênero trouxe significativas contribuições para os estudos migratórios, mas permanece como um recurso analítico pouco utilizado nas pesquisas sobre migração brasileira para o Japão. Nesse sentido, o presente trabalho procura analisar de que maneira essa categoria, aplicada à análise do circuito migratório em questão, permite vislumbrar as diferentes estratégias para lidar com o deslocamento tanto em sua dimensão espacial, como social em particular na situação de retorno ao Brasil. A observação do processo migratório a partir das relações sociais entre os sexos implica não apenas em uma opção por dar visibilidade às mulheres que fazem parte do grupo estudado, mas também em um recurso analítico que permite abordar os fluxos populacionais a partir de um leque mais amplo de questões para além das busca por melhores salários; incluindo como o engajamento nos processos migratórios está relacionado a maneiras de lidar com os papéis sociais que possuem dimensões étnicas, geracionais e de gênero. Através da análise de entrevistas e depoimentos pessoais, identificamos a solidariedade intergeracional e as atribuições relativas ao trabalho produtivo e reprodutivo como aspectos centrais na articulação de estratégias de inserção socioeconômica. O retorno ao Brasil opera nos termos da busca por restauração de situações ocupacionais, familiares e subjetivas anteriores e/ou idealizadas. / The gender perspective has brought significant contributions to migration studies, but remains as an analytical tool not widely used in researches on Brazilian migration to Japan. This research attempts to analyze how this category, applied to the analysis of this migration circuit, gives a glimpse of different strategies to cope with the displacement both in its spatial and social dimensions particularly in the situation of returning to Brazil. Observing migration processes from a gender perspective means to give visibility to Brazilian migrant women and, likewise, to address population flows from a wider range of issues beyond the search for better wages, including how engaging migration processes is related to social roles. Through the analysis of interviews, we conclude that solidarity ties between generations and negotiations related to the sexual division of labor within families are crucial aspects in the process of creating socioeconomic integration strategies. Returning to Brazil consists in an attempt to restore previous and/ or idealized occupational, family and subjective situations.

by Cheung Chan-Wah. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 80-86). / ABSTRACT --- p.ii / TABLF OF CONTENTS --- p.iii / LIST OF TABLES --- p.iv / ACKNOWLEDGMENTS --- p.v / Chapter / Chapter I --- INTRODUCTION l --- p.1 / Chapter II. --- REVIEW OF LITERATURE --- p.7 / Chapter III. --- METHODOLOGY。 --- p.16 / Summary Statistics --- p.16 / Correlation --- p.21 / GARCH Estimation --- p.22 / Chapter IV. --- NATIONAL MARKET INDEX AND DATA --- p.31 / National Stock Indices and Trading Mechanisms --- p.31 / Stock Return Data and Data Transformation --- p.34 / Chapter V. --- EMPIRICAL RESULTS --- p.37 / Summary Statistics --- p.37 / Cross-Correlation --- p.45 / GARCH Estimation --- p.51 / Chapter VI. --- SUMMARY AND CONCLUSION --- p.75 / BIBLIOGRAPHY --- p.80

Lau Yuk Hoi. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 109-110). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Table of Contents --- p.iv / List of Notations --- p.vi / List of Propositions --- p.vii / List of Figures --- p.viii / List of Appendices --- p.x / Chapter Chapter 1. --- Introduction - The Reaction Approach --- p.1 / Chapter Chapter 2. --- Assumption for OLG Model --- p.7 / Chapter 2.1 --- Assumption A --- p.7 / Chapter Chapter 3. --- Equilibrium Conditions Without Fundamental Risk --- p.9 / Chapter 3.1 --- Price as a Weighted Average --- p.9 / Chapter 3.2 --- Determination of A and B --- p.11 / Chapter 3.2.1 --- Assumption B --- p.12 / Chapter 3.2.2 --- RE Line and NE Line --- p.13 / Chapter 3.2.3 --- Equilibrium values of A and B --- p.14 / Chapter 3.3 --- Rational Expectation on Price Variance (RV Line) --- p.16 / Chapter 3.4 --- Noisy Expectation on Price Variance (NV Line) --- p.18 / Chapter 3.4.1 --- DeLong's Model --- p.19 / Chapter 3.4.2 --- Bhushan's Model --- p.21 / Chapter 3.5 --- Change in Relative Perceived Variance --- p.23 / Chapter 3.5.1 --- General Problem of OLG Model in Noisy Trading --- p.23 / Chapter 3.5.2 --- Changes in Noise Traders' Beliefs --- p.24 / Chapter 3.5.3 --- "Relative Perceived Price Variance of n, θ" --- p.25 / Chapter 3.5.3.1 --- "Effect of Increasing θ on Price Variance, dC/dθ" --- p.26 / Chapter 3.5.3.2 --- "Effect of Increasing θ on Expected Price Level, dp/dθ" --- p.27 / Chapter Chapter 4. --- Equilibrium Conditions With Fundamental Risk --- p.31 / Chapter 4.1 --- Price as a Weighted Average --- p.32 / Chapter 4.2 --- Determination of A and B --- p.34 / Chapter 4.2.1 --- Assumption C --- p.34 / Chapter 4.2.2 --- RE Line and NE Line --- p.35 / Chapter 4.2.3 --- Equilibrium values of A and B --- p.36 / Chapter 4.3 --- Rational Expectation on return Variance (RV Line) --- p.37 / Chapter 4.4 --- Noisy Expectation on Return Variance (NV Line) --- p.40 / Chapter 4.4.1 --- De Long's Model --- p.41 / Chapter 4.4.2 --- Bhushan's Model --- p.42 / Chapter 4.5 --- Change in Relative Perceived Return Variance --- p.45 / Chapter 4.5.1 --- Specification of Noisy Expectation --- p.46 / Chapter 4.5.2 --- Relative Perceived Return Variance of n，Θ --- p.46 / Chapter 4.5.2.1 --- "Effect of Increasing Θ on Price Variance, dC/dΘ" --- p.47 / Chapter 4.5.2.2 --- "Effect of Increasing Θ on Expected Price Level, dp/dΘ" --- p.48 / Chapter 4.6 --- Relative Perceived Price Risk versus Relative Perceived Dividend Risk --- p.52 / Chapter Chapter 5. --- Conclusion and Discussion --- p.55 / Figures --- p.58 / Appendices --- p.86 / References --- p.109

Conflict between returning and non-migrant populations is a pervasive yet frequently overlooked issue in post-conflict societies. While scholars have demonstrated how out-migration can exacerbate civil war, less is understood about what happens when the same populations return. This dissertation interrogates how legacies of forced migration influence conflict dynamics in countries-of-origin. I argue that return migration creates new social divisions in local communities based on where individuals lived during the war – in-country or abroad. These new cleavages become sources of conflict when institutions – like land codes, citizenship regimes, or language laws – provide differential outcomes to individuals based on their migration history. Using ethnographic evidence gathered in Burundi and Tanzania between 2014 and 2016, I demonstrate how refugee return to Burundi after the country’s 1993-2003 civil war created new identity divisions between so-called rapatriés and résidents. Local institutions governing land disputes hardened competition between these groups, leading to widespread, violent, local conflict. Consequently, when Burundi faced a national-level political crisis in 2015, prior experiences of return shaped both the character and timing of renewed refugee flight. By illuminating the role of reverse population movements in shaping future conflict, this study demonstrates why breaking the cycle of return and repeat migration is essential to conflict prevention.

Mok Ka Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaf 31). / Abstracts in English and Chinese. / Chapter I --- Introduction --- p.1 / Chapter II --- Data Description --- p.4 / Chapter III --- Market risks for stocks --- p.6 / Chapter 1. --- Listing Location --- p.7 / Chapter 2. --- Operation Location --- p.9 / Chapter 3. --- Measurements --- p.10 / Chapter IV --- The Model --- p.13 / Chapter V --- Empirical Results --- p.16 / Chapter 1. --- Summary statistics --- p.16 / Chapter 2. --- Diagnostics Test --- p.17 / Chapter 3. --- The co-efficient --- p.18 / Chapter 4. --- Comparing the result with US dollar-denominated returns --- p.21 / Chapter VI --- Sub-period analysis --- p.26 / Chapter VII --- Market analysis --- p.29 / Chapter VIII --- Industrial analysis --- p.31 / Chapter IX --- Conclusion --- p.35 / Chapter X --- References --- p.37 / Chapter XI --- Appendix --- p.39

Submitted by Geyciane Santos (geyciane_thamires@hotmail.com) on 2015-06-17T15:20:30Z No. of bitstreams: 1 Dissertação - Mateus Felipe Tymburibá Ferreira.pdf: 4435693 bytes, checksum: da80cc7a540a306b4bc52b8792ffe9e1 (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-06-17T20:44:52Z (GMT) No. of bitstreams: 1 Dissertação - Mateus Felipe Tymburibá Ferreira.pdf: 4435693 bytes, checksum: da80cc7a540a306b4bc52b8792ffe9e1 (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-06-17T20:45:51Z (GMT) No. of bitstreams: 1 Dissertação - Mateus Felipe Tymburibá Ferreira.pdf: 4435693 bytes, checksum: da80cc7a540a306b4bc52b8792ffe9e1 (MD5) / Made available in DSpace on 2015-06-17T20:45:51Z (GMT). No. of bitstreams: 1 Dissertação - Mateus Felipe Tymburibá Ferreira.pdf: 4435693 bytes, checksum: da80cc7a540a306b4bc52b8792ffe9e1 (MD5) Previous issue date: 2014-08-06 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / ReturnOriented Programming (ROP) is the name of a technique used for the development of malicious code that has been widely used to force execution of arbitrary code on vulnerable applications. It is based on the interconnection of small fractions of code belonging to attacked processes, which allows overcoming protections widely disseminated, such as that offered by the execute bit (NX/XD). Because of its wide use in attacks against modern computing systems, protections against ROP based exploits have been widely studied. Nevertheless, it is still not known a solution capable of combining efficacy against all forms of ROP, computational efficiency and feasibility of the employment on applications protection. In order to facilitate the understanding of these requirements and the inherent implications for methods of protection against ROP attacks, this work offers a bibliographic survey of the state of the art about this subject. For this, we propose in this paper: (i) metrics for evaluation and comparison of protections against ROP attacks and (ii) taxonomies to classify these protections depending on blocking strategies and implementation approaches used in each solution. This dissertation also provides a new method of protection against arbitrary code execution attacks based on ROP that seeks to encompass the requirements of effectiveness, efficiency and viability. It was demonstrated that by controlling the frequency of indirect branch instructions performed by applications it is possible to distinguish ROP attacks from authentic codes and thus prevent their consolidation. In a dynamic binary instrumentation framework, it was developed a prototype – named RIPROP – for Windows, Linux, Android and OSX environments. Experiments conducted with malicious codes available in public repositories of exploits confirmed the feasibility of the proposed model for the protection of real applications. In addition, the computational cost imposed by RIPROP is comparable and in some cases lower than that achieved by related protections. / ReturnOriented Programming (ROP) é o nome de uma técnica usada para o desenvolvimento de códigos maliciosos que vem sendo amplamente utilizada para forçar a execução de códigos arbitrários em aplicações vulneráveis. Ela baseiase na interligação de pequenas frações de código pertencentes aos próprios processos atacados, o que permite a superação de proteções largamente difundidas, como aquela oferecida pelo bit de execução (NX/XD). Em função de seu vasto emprego em investidas contra sistemas computacionais modernos, proteções contra exploits baseados em ROP têm sido extensamente estudadas. Apesar disso, ainda não se conhece uma solução capaz de aliar eficácia contra todas as modalidades de ROP, eficiência computacional e viabilidade de emprego na proteção de aplicações. Com o intuito de facilitar o entendimento desses requisitos, bem como das implicações inerentes a métodos de proteção contra ataques ROP, este trabalho oferece um levantamento bibliográfico do estado da arte envolvendo esse tema. Para isso, são propostas neste trabalho: (i) métricas para avaliação e comparação de proteções contra ataques ROP e (ii) taxonomias para classificação dessas proteções em função das estratégias de bloqueio e das abordagens de implementação utilizadas em cada solução. Esta dissertação provê ainda um novo método de proteção contra ataques de execução de código arbitrário baseados em ROP que busca abarcar os requisitos de eficácia, eficiência e viabilidade. Demonstrou-se que, através do controle da frequência de instruções de desvio indireto executadas pelas aplicações, é possível distinguir ataques ROP de códigos autênticos e, assim, evitar a sua consolidação. Em um framework de instrumentação binária dinâmica, foi desenvolvido um protótipo – denominado RIP-ROP – destinado a ambientes Windows, Linux, Android e OSX. Experimentos realizados com códigos maliciosos disponíveis em repositórios públicos de exploits confirmaram a viabilidade do modelo proposto para a proteção de aplicações reais. Além disso, o custo computacional imposto pelo RIP-ROP é comparável e, em alguns casos, inferior àquele alcançado por proteções correlatas.

Dado que o investimento no mercado acionário envolve incerteza, devíamos esperar que seu retorno médio fosse relativamente superior a uma aplicação livre de risco para compensar o investidor pelo risco adicional que ele incorre quando aplica seus recursos em ações. Entretanto, não encontramos tal evidência quando analisamos o comportamento do mercado acionário brasileiro. Isto porque, considerando os retornos realizados médio dos últimos vinte anos, o prêmio histórico foi relativamente baixo. Assim, naturalmente surge à questão se tal estimativa corresponde a um valor razoável para inferirmos o futuro comportamento do mercado acionário. Para responder a esta questão, nossa metodologia constituiu em três etapas. Na primeira, revisamos a literatura em busca de técnicas de estimação do prêmio e selecionamos as abordagens baseado em artigos recentes, citações e disponibilidade de dados. Além disso, também realizamos algumas propostas de estimação. Em seguida, apresentamos os resultados das metodologias selecionadas para os anos recentes e observamos que as estimativas apresentaram certo grau de heterogeneidade. Na segunda etapa, testamos o desempenho dos modelos empíricos estimados usando testes de previsão fora da amostra. Os resultados apontaram que alguns modelos foram superiores ao prêmio histórico. Desta forma, encontramos evidências de que o prêmio histórico representa apenas mais uma fonte de informação para inferir o prêmio esperado e, se tomado sozinho, não constitui um procedimento de inferência razoável. Visto que cada modelo apresenta uma estratégia empírica para inferir o prêmio, todos deveriam representar uma fonte informacional sobre o prêmio futuro. Consequentemente, uma corrente da literatura recente destaca que a estratégia ótima pode ser agregar informações dos modelos individuais. Com este intuito, o último passo da metodologia foi combinar informações dos modelos que apresentaram melhor desempenho em relação ao prêmio histórico e verificar se tal procedimento aumentou a performance do poder preditivo dos modelos. Como resultado, verificamos que tal abordagem melhora e estabiliza a previsão do prêmio. / Given that investment in the stock market involves uncertainty, we should expect that the average return was relatively higher than a risk-free investment in order to compensate investors for the additional risk they incur. However, we find no such evidence when we analyze the Brazilian stock market behavior. This is because, considering the realized average returns of the past twenty years, the historic equity risk premium was relatively low. So, naturally, the question of whether such an estimate corresponds to a reasonable value to infer the future behavior of the stock market arises. To answer this question, our methodology consists of three stages. At first, we review the literature on risk premium estimation techniques and select the different approaches based on recent articles, quotes and availability of data. We also made some estimation proposals. We then proceed and present the results of the methodologies selected for the recent years and find that the estimates presented some degree of heterogeneity. On the second step, we test the performance of our estimates using out-of-sample predictive tests. The results showed that some models performed better than the historical premium. Thus, we find evidence that the historical premium is just another source of information to infer the expected award and, if taken alone, does not constitute a reasonable inference procedure. Since each model presents an empirical strategy to infer the premium, every one of them should represent an information source on the future premium. Consequently, a recent literature points out that the current optimal strategy may be to aggregate information from individual models. To this end, the last step of the methodology was to combine information of the models that performed better against the historical premium and verify that this procedure increased the power of the predictive performance of the models. As a result, we find that this approach improves and stabilizes the premium forecast.

This dissertation consists of three stand-alone essays on fundamental uncertainty, stock return volatility and earnings management. The first study investigates the role of information about firms?? fundamentals contained in analysts?? forecasts (which I label ??non-accounting information??) in understanding stock return volatility. When combined with Ohlson??s (1995) linear information dynamics, the accounting version of the Campbell-Shiller model (Campbell and Shiller 1988a, 1988b; Vuolteenaho 2002) implies that if current non-accounting information is more uncertain, then future stock returns are expected to be more volatile. The empirical evidence supports the theoretical predictions, and the results are valid for measures of both systematic and idiosyncratic volatility. Additional analysis yields some evidence that both favourable and unfavourable news from non-accounting information increases future stock return volatility. Overall, the results highlight the value relevance of information in analysts?? forecasts beyond what is contained in the current financial statements. The second essay extends the theoretical framework of Callen and Segal (2004) and Vuolteenaho (2002) to investigate the association between the uncertainty of accrual information and stock return volatility. The empirical evidence supports the theoretical prediction that the extent of uncertainty in accounting accruals is increasing with the volatility of future stock returns, and the results are valid for measures of both systematic and idiosyncratic volatility. However, when accrual variability is decomposed into fundamental and unexpected portions, I find that the positive relationship between accrual variability and future stock return volatility is dominated by the fundamental component of accrual variability. The findings therefore suggest that the market places little weight on information conveyed by that component of accounting accruals that is most likely to reflect accounting choices, implementation decisions and managerial opportunism. The final essay argues that the presumed articulation among accruals, cash flows and revenues does not capture decisions on expected accruals when large external financing activities are present. The analysis provides evidence that managers?? ??normal?? operating decisions associated with net external financing activities are likely to lead to measurement errors in unexpected accruals that are part of expected accruals, and erroneous conclusions that significant earnings management exists when in fact there is none. This is especially pertinent in cases where the partitioning variable used to identify instances of earnings management is supposed to be uncorrelated with external financing, when in fact it is correlated. The results underscore the importance of additional specification tests being conducted to control for estimation biases in unexpected accruals associated with external financing. I suggest the use of matched-firm approach using industry and external financing matches in order that reliable and warranted inferences are made.

"August 1998" Bibliography: leaves 74-78. The relationship between the returns to a stock, and ratio of book equity to market equity of the firm, are tested for the Australian stock market, and statistically significant evidence is found in support if the :book to market effect". Several tests are performed to determine whether this return premium is the result of additional risk or market inefficiency. No evidence is found to suggest that high book-to-market stocks are associated with additional risk, and only weak evidence is found to suggest that return premium is a result of investor over-reaction. An alternative explanation IS offered, relying on the dynamic behavior of firms and the process by which investors value the stocks of these firms.