Capital Assets Pricing Model (CAPM) proposed by Sharpe (1964) is the most popular model for evaluation of expected returns. Based on CAPM, beta is the only cause for the expected return. However, Banz (1981) and Reinganum (1981) argue that firm size is also influential for asset returns even beta is controlled. The size effect is called an anomaly for the pricing model based on CAPM. Besides size, Fama and French (1992) show that the Book-to-Market ratio is also significant for the stock returns. Basically, the size and Book-to-Market challenge the role of beta in evaluating the expected returns of assets. Nevertheless, Kothari, Shanken and Sloan (1995) show that beta is the only cause of asset returns if longer holding returns are conducted in the tests of the pricing model. This thesis employs two kinds of length of holding return to examine the effects of size and beta in the asset returns. For shorter holding beta, we use the weekly data while we use monthly beta for longer holding return. We find that beta and size are both positively related to asset returns. No matter which length of holding return is applied. However, the positive relation between size and expected return in Taiwan needs further investigation.

Thesis (Ph. D.)--UCLA, 2009. / Vita. Description based on print version record. Includes bibliographical references (leaves 135-138).

Thesis (Ph. D.)--University of Texas at Austin, 2003. / Vita. Includes bibliographical references. Available also from UMI Company.

Includes bibliographical references (p. 178-203).

Thesis (M.S.) in Forestry--University of Maine, 2001. / Includes vita. Includes bibliographical references (leaves 80-84).

Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2002. / Includes bibliographical references (leaves 42-45). Also available in electronic version. Access restricted to campus users.

Recent years have witnessed the large number of Chinese immigrants in Canada. However, talk about the return migration of Chinese immigrants is circulating within the Canada's Chinese communities, especially among Chinese immigrants who have obtained Canadian academic credentials. This inquiry explores ten Chinese immigrants' perceptions about their immigration and living experiences in Canada. My goal is to understand, from a social-cultural-historical context, the phenomenon of Chinese-Canadian return migration among recent Chinese immigrants in Canada. The theoretical framework is derived primarily from Bourdieu's capital theory and his critical approach to the concept of habitus . Drawing on an interpretative, qualitative approach, I examine social, cultural, historical forces that influence the ways these Chinese immigrants perceive, negotiate and reposition themselves in facing various challenges and struggles. Traditionally, research on return migration of Chinese immigrants in Canada has focused on the economic and social integration of immigrants in the host country. I argue that "Chinese cultural habitus", such as the profound influence of Confucianism and Taoism that Chinese immigrants inherited, played critical roles in their actions, attitudes and decision-making about their return migration. I collected the participants' narratives for a one and half year period from August 2006 to March 2008 primarily through open-ended interviews, and various documentation such as field notes, reflexive notes and Canadian Statistics. Analyses of the data suggest that the unrecognized foreign credentials and the limited social capital of Chinese immigrants are the primary factors that disadvantage their social mobility. Chinese cultural values and beliefs have great impact on Chinese immigrants' perceptions and behaviors during their journey of crossing different social spaces, assuming different positionings and negotiating among their multiple identities.

This thesis argues that the return of remains deserves greater attention in humanitarian action. When remains are returned in an undignified manner, or not at all, this can harm the deceased person’s family and provoke the surrounding community. The inability to return remains has a significant impact on the deceased’s family. A conceptual framework – using concepts of posthumous dignity, boundary objects and moral injury – is outlined in this thesis. An extensive literature review was conducted to landmark events and publications regarding human remains and the impact of returning remains to families. After examining a variety of sectors and professions for return-of-remains practices, it has been observed that the way in which remains are returned to families, including what they are interred within and surrounded by, is critical to preventing moral injury and other distress to the families. The thesis also contends that efforts to return remains to families are widely and well received by affected communities; however these efforts require a well-coordinated approach of standardised procedures. Examples of prevailing practices from several professions are used to propose a humanitarian approach for the return of remains to families, with a goal of safeguarding the dignity of the dead and helping families cope with their loss. An analysis of such case material makes possible the formulation of recommendations on how to improve practices in the humanitarian sector. Protecting the dead is a responsibility of the living, and guidance is needed on how to return remains in an appropriate and sensitive manner.

This paper presents a seminal analysis of firms withdrawn from the IPO market (post security regulation filings) that return later for a subsequent IPO. This study contributes to the existing literature in four ways. First, by using IPO data from 1997 to 2012 in the Japanese market, the study extends the analysis on key determinants of a firm’s returning decision after an IPO withdrawal to the Japanese market. Secondly, it identifies VC ownership percentage and market run-up value 20 ~ 40 days prior to the withdrawn IPO as the key determinants of the probability a firm will return. Thirdly, using the duration model, the paper finds that an increase in VC ownership percentage and market run-up value 0 ~ 20 days prior to the withdrawn IPO allow the subsequent IPO to take place sooner. Finally, this paper attempts to find a correlation between macroeconomic indicators and the number of withdrawals at a given time. These findings can help find the factors that influence a firm’s decision in pursuing the public market option even after a failed attempt. However, censoring issues and the use of non-stationary variables remain as limitations to my findings.

In the era of globalisation, studies of migration focus on mobility, deterritorialised identities and diasporic forms of belonging across nation state boundaries. Indeed, uprootedness from the soil of home and place has resulted in a general condition of �homelessness� in late modernity, referred to as the diasporic condition. The search for an �absolute home� has become the Holy Grail for pilgrims in late modernity and forms the basis for this study, which explores the �migrant�s conundrum�: does home move where the migrant moves, or is it forever tied to the primordialism of place, soil and kinship? Through an examination of the construction of homeliness amongst an immigrant community of 500 households from the village of Hadchit, North Lebanon, who reside in Western Sydney, Australia it will be shown how their strategies of home-building depend upon the capacity to imagine themselves as being united by kinship, a shared village of origins and as part of the broader communal Maronite identity (Mwarne), which now transcends nation state boundaries. Patrilineage (bayt), village (day�aa) and sect (ta�eefa) have historically defined Lebanese sectarian identities and now, as this study shows, are deployed as a strategy of home-building and community construction in diaspora. However, capitalist social relations of production in Sydney have transformed bayt, day�aa and ta�eefa amongst the second generation through the gendered renegotiation of the marriage contract from relations of descent to relations of consent. Thus, the Hadchitis now face a crisis of (re)production and attribute this to the Australian state being hukum niswen, ruled by women, an inversion of the gendered order of power in Lebanon. Through pilgrimages to the ancestral village �migr�s seek a spiritual resolution to the contradictions of migration through the restoration of their connection to place, but find they cannot seamlessly belong in Hadchit. Meanwhile, multicultural crisis and a milieu of anti-Lebanese racism limit their claims to national belonging in Australia. This study finds that the contradictions of the migration process are unresolvable through physical mobility, because the feeling of �home� is ultimately an affective and social construction that transcends place. The elusive quality that defines home and provides a sense of unconditional belonging is, in fact, socially constructed by women, through their daily practices of care within the home and the most important woman for the construction of homeliness is the matriarch, sit el bayt � the power of the house. Thus, the place where the immigrant can be at home is metaphorically at their �mother�s table�. The shifting and gendered construction of home amongst the Hadchitis in Sydney has also led to a transformation of cultural identity amongst them. Through the process of migration, (re)production and return the Hadchitis have become Lebanese-Australians.