Submitted by Kamila Costa (kamilavasconceloscosta@gmail.com) on 2015-09-02T13:30:29Z No. of bitstreams: 1 Dissertação - Abraão C Mendes.pdf: 596466 bytes, checksum: 828e2e3d4596502c864741954a15b161 (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-09-16T15:31:26Z (GMT) No. of bitstreams: 1 Dissertação - Abraão C Mendes.pdf: 596466 bytes, checksum: 828e2e3d4596502c864741954a15b161 (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-09-16T15:35:33Z (GMT) No. of bitstreams: 1 Dissertação - Abraão C Mendes.pdf: 596466 bytes, checksum: 828e2e3d4596502c864741954a15b161 (MD5) / Made available in DSpace on 2015-09-16T15:35:34Z (GMT). No. of bitstreams: 1 Dissertação - Abraão C Mendes.pdf: 596466 bytes, checksum: 828e2e3d4596502c864741954a15b161 (MD5) Previous issue date: 2015-08-12 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / For a long time one was looking for an answer of Peano’s theorem in infinitedimensional Banach spaces. In 1974, Godunov proved that the Peano’s theorem holds in a Banach space X if and only if X has finite dimension. In the following, he turned all his attention to the weak form of Peano’s theorem in the infinite-dimensional case. In 2003, Shkarin proved that if X is a Banach space containing a complemented subspace with an unconditional Schauder basis, then the weak form of Peano’s theorem does not hold. In this work we try to show all details of the proof. / Por muito tempo procurou-se responder à questão da validade (ou não-validade) do Teorema de Peano em espaços de Banach de dimensão infinita. Mas, em 1974, Godunov mostrou que o Teorema de Peano é válido em um espaço de Banach X se, e somente se, X tem dimensão finita (veja [13]). Voltou-se, então, a atenção para a Forma Fraca do Teorema de Peano no caso de dimensão infinita. Em 2003, Shkarin mostrou que se X é um espaço de Banach contendo um subespaço complementado com base de Schauder incondicional, então a Forma Fraca do Teorema de Peano não é válida (veja [14]). Veremos os detelhes deste resultado ao longo deste trabalho.

The goal of my thesis is to verify the weak form of the efficiency of the exchange market. The paper results from the presumptions for efficient price movements on the financial markets. They are applied to the time series of exchange rates of five currency pairs. After definitions of testing methodology, the given exchange rates series are analysed with the help of correlation and autocorrelation test, runs test and a test based on technical analysis. The conclusion of the thesis anwers the question if the exchange rates movements are suitable with the efficient market hypothesis.

In this thesis, several properties of baryons are studied using the chiral quark model. The chiral quark model is a theory which can be used to describe low energy phenomena of baryons. In Paper 1, the chiral quark model is studied using wave functions with configuration mixing. This study is motivated by the fact that the chiral quark model cannot otherwise break the Coleman–Glashow sum-rule for the magnetic moments of the octet baryons, which is xperimentally broken by about ten standard deviations. Configuration mixing with quark-diquark components is also able to reproduce the octet baryon magnetic moments very accurately. In Paper 2, the chiral quark model is used to calculate the decuplet baryon magnetic moments. The values for the magnetic moments of the ++and− are in good agreement with the experimental results. The total quark spin polarizations are also calculated and are found to be significantly smaller than the non-relativistic quark model results. In Paper 3, the weak form factors for semileptonic octet baryon decays are studied in the chiral quark model. The “weak magnetism” form factors are found to be consistent with the conserved vector current (CVC) results and the induced pseudotensor form factors, which seem to be model independent, are small. The results obtained are in general agreement with experiments and are also compared with other model calculations. / QC 20100618

Few areas of research in the finance literature have received greater attention than the efficient market hypothesis. Much of the research has been directed toward the securities market while very little research has been done in the real estate markets. The existing research on real estate market efficiency has been either descriptive or illustrative with very little empirical testing being performed. The major reason for the lack of empirical testing has been the inability to develop an adequate data base. The results of the empirical work that has been done do not support the widely held belief that real estate markets are inefficient. This study, using the autoregressive-integrative-moving average (ARIMA) time series analysis technique, tests the weak-form efficiency of the Dallas-Fort Worth office properties real estate market. According to the weak-form efficient market hypothesis, all price information should be capitalized into current real estate prices and not provide the basis for earning abnormal returns in trading. Price data formed from office building sales dating from January, 1979 to January, 1985 are used to test the market. The data was gathered from the files of several professional appraisal firms located in the Dallas-Fort Worth area. The transaction information includes (1) transaction price; (2) location of the property; (3) net rentable area; (4) gross income multiplier (GIM); (5) net income multiplier (NIM); and (6) net operating income. The results of the study indicate a lack of significant autocorrelation. This suggests that the Dallas-Fort Worth office properties real estate market is weak-form efficient. As further evidence of weak-form market efficiency, ARIMA models are estimated to predict future sales prices but they are unable to outperform a simple mean series forecast. The results indicate that a change in traditional real estate theory concerning market efficiency may be warranted.

Forskningen kring effektiva marknader är uppdelad; ena sidan påstår att marknaden är fullständigt effektiv och det inte går att skapa någon form av överavkastning. Andra sidan hävdar tvärtemot att endast historisk information reflekteras i dagens priser. På kort sikt kan det finns en viss ineffektivitet och de flesta erkänner att marknaden innehåller anomalier Syftet med denna studie är att undersöka om det existerar systematiska fel beträffande informationsflöden som pekar mot att den svenska aktiemarknaden inte är av semi-stark form eller stark form av effektivitet Vi utgår från tre metodologiska ställningstaganden; utgångspunkt, forskningsansats samt kunskapssyn. En deduktivt kvantitativ metod tillämpas och vi applicerar metoden för event study. Vi finner stöd för att det finns systematiska fel i marknaden beträffande informationsflöden i form av aktierekommendationer. Resultaten antyder att den svenska aktiemarknaden inte är av starkt effektiv form och i ett fall av fyra finner vi att den inte heller besitter semi-stark form. / Research concerning efficient markets are divided into two camps; the one hand, claims that the market is fully efficient and it is not possible to create any kind of excess returns. The other side argues the contrary that only historical information are reflected in today’s prices. Short term, there is some inefficiency and most recognize that the market contain anomalies The purpose is to investigate whether there exist indications regarding flows of information to the Swedish stock market suggesting a semi-strong form or strong form of efficiency. We start from three methodological statements; starting point, the research approach and epistemological beliefs. A deductive quantitative methodology is used, and we apply the method of event study. We find evidence for the existence of systematic errors in the market in terms of flows of information in the form of stock recommendations. The results suggest that the Swedish stock market is not of the strong efficient form and in one case out of four, we find that it does not possess the semi-strong form.

The Standard Model of Elementary Particle Physics (SM) is the present theoryfor the elementary particles and their interactions and is a well-established theorywithin the physics community. The SM is a combination of Quantum Chromodynamics(QCD) and the Glashow{Weinberg{Salam (GWS) electroweak model. QCDis a theory for the strong force, whereas the GWS electroweak model is a theoryfor the weak and electromagnetic forces. This means that the SM describes allfundamental forces in Nature, except for the gravitational force. However, the SMis not a nal theory and some of its problems will be discussed in this thesis.In the rst part of this thesis, several properties of baryons are studied suchas spin structure, spin polarizations, magnetic moments, weak form factors, andnucleon quark sea isospin asymmetries, using the chiral quark model (QM). TheQM is an eective chiral eld theory developed to describe low energy phenomena of baryons, since perturbative QCD is not applicable at low energies. The resultsof the QM are in good agreement with experimental data.The second part of the thesis is devoted to the concept of quantum mechanicalneutrino oscillations. Neutrino oscillations can, however, not occur within the GWSelectroweak model. Thus, this model has to be extended in some way. All studiesincluding neutrino oscillation are done within three avor neutrino oscillationmodels. Both vacuum and matter neutrino oscillations are considered. Especially,global ts to all data of candidates for neutrino oscillations are presented and alsoan analytical formalism for matter enhanced three avor neutrino oscillations usingtime evolution operators is derived. Furthermore, investigations of matter eectswhen neutrinos traverse the Earth are included.The thesis begins with an introductory review of the QM and neutrino oscillationsand ends with the research results, which are given in the nine accompanyingscientic articles. / QC 20100616