Thesis (Ph.D.)--University of Florida, 2009. / Title from title page of source document. Document formatted into pages; contains 212 pages. Includes vita. Includes bibliographical references.

Radio-Television-Film / This report is the narrative chronology of my nine-year process of writing my first ever feature film script, Saturn Returns, which I’ve submitted in final draft form as my thesis work for this degree. / text

Recent financial literature suggests that the variation in the dividend–price ratio is significantly related to the expected returns but not to the expected dividend growth. In other words, stock returns are predictable but dividend growth is not. However, most of this evidence comes from the U.S. at the aggregate level, and there is a lack of research that relates to this topic in the New Zealand stock market. This research examines the predictive power of the dividend–price ratio using New Zealand stock market data from 1931 to 2012. The results confirm the claim in the U.S data that returns are predictable but dividend growth is not in the New Zealand stock market data. This research also investigates whether the return predictability is associated with risk-pricing or mispricing; whether the return predictability is due to the fundamental relationship among the dividend–price ratio, future returns and future dividend growth, or whether it is due to the effects of historical events; whether out-of-sample forecasts will have the same patterns as in-sample predictions; and whether individual company returns are predictable.

Thesis (M.S. in Information Warfare Systems Engineering)--Naval Postgraduate School, September 2009. / Thesis Advisor(s): Housel, Thomas J. ; Bergin, Richard D. "September 2009." Description based on title screen as viewed on November 9, 2009. Author(s) subject terms: ROI, return on investment, ROA, return on asset, IT ROI, IT performance, IT valuation, KVA, Knowledge Value Added, public sector finance. Includes bibliographical references (p. 65). Also available in print.

In January 2019, Ghana launched its Year of Return program to mark 400 years since the arrival of the first enslaved Africans in Jamestown, Virginia. The year-long event was described as a spiritual birth right journey for members of the Black diaspora and aimed to boost tourism and migration to the country by posing Ghana as a key destination for the Black diaspora and African Americans in particular. As the Ghanaian state encourages the diaspora to travel and migrate to Ghana to help boost its economy, Ghanaian citizens are looking for opportunities to migrate out of Ghana for better education and employment opportunities. Considering this dichotomy, this thesis explores the differing and often contrasting mobilities apparent in the Black diaspora through the context of the Year of Return program. It is informed by fieldwork conducted via information and communication technologies (ICTs) over the COVID-19 pandemic through participant observation, interviews, and media analysis. This thesis first explores how Ghana's historical relationship with the Black diaspora laid the groundwork for the success of the Year of Return. It then explores how different understandings of Blackness were used by the Ghanaian state to promote connections across the Black diaspora. Finally, it focuses on the differing mobilities characterizing the phenomenon of return to Ghana to inquire into the state of global Black mobility.

No description available.

No description available.

The present study was designed to look at inhibition of return within a schizophrenic population for the first time. Inhibition of return is an attentional phenomenon that has been studied with a number of populations, and has been shown to be present in normal individuals. Based on the disattention hypothesis put forth by Cromwell and colleagues (e.g., Cromwell & Dokecki, 1968), it was hypothesized that patients with schizophrenia would show an impaired inhibition of return. Twenty-eight inpatients with schizophrenia, and 19 normal comparisons were evaluated on a visual inhibition of return task. Consistent with hypotheses, schizophrenia patients have significant impairments in inhibition of return compared to normal comparison participants. Further, the relative lack of inhibition of return in the schizophrenic group was found to be strongest to stimuli in the left visual field. These results provide initial support for a reconceptualization of the disattention hypothesis.

Thesis advisor: Pierluigi Balduzzi / Essay one of this dissertation investigates the relation between fundamental idiosyncratic volatility and stock returns idiosyncratic volatility using data from 56 countries over 1980-2014. I find a strong positive relation between fundamental idiosyncratic volatility and idiosyncratic volatility of returns. This association, however, seems to be entirely driven by the developed economies and I find no effect in the emerging markets. Specifically, fundamental idiosyncratic volatility does not lead to more idiosyncratic return volatility in countries with poor legal institutions and weak shareholder protection laws. The second essay examines the effect of accounting standards on return predictability by using a variance decomposition approach, and is joint work with Pierluigi Balduzzi, Gil Sadka, and Ronnie Sadka. We decompose returns into a cash-flow news component and a discount-rate news component, and investigate cross-sectional and time-series changes in the contribution of each component to return variations. We also decompose returns for 20 industries in three subsample periods to examine the effect of accounting standards on different industries over time. Our results contribute to our understanding of the effect of accounting practices on accounting variables and return predictability. The third essay studies the effect of short-selling on stock price informativeness. Morck, Yeung, and Yu (2000), in their pioneering study of international differences in stock price synchronicity, emphasize the effect of market development on the ability of investors to incorporate firm-specific information into prices. I use a unique institutional feature in the Hong Kong market to investigate one of the important tools investors use to incorporate information into prices and hence, reduce stock price synchronicity; short-selling. Examining the cross-sectional and time-series variation in short-sale constraints in the Hong Kong market, I find that following the removal of short-sale constraints, stock prices become more informative and move less in tandem with the market. My findings contribute to our understanding of the impact of short-sales constraints on stock price informativeness. / Thesis (PhD) — Boston College, 2016. / Submitted to: Boston College. Carroll School of Management. / Discipline: Finance.

Thesis (Ph. D.)--University of Hong Kong, 2007. / Title proper from title frame. Also available in printed format.