Constitution d’un corpus rassemblant les dates des événements à caractère officiel relevées dans la documentation égyptienne, entre l’Ancien Empire et la fin du Nouvel Empire (env. 3000 – 1100 av. J.-Chr.) ; les seules dates retenues dans le corpus sont les dates complètes, qui notent, en plus de l’année, la saison, le mois et le jour, selon l’usage des anciens Égyptiens. À partir de cette base de données, plusieurs thèmes ont été abordés en analyse : calendrier et système de datation ; les dates d’avènements, de couronnement, de décès et d’enterrement des rois ; les dates de séjour du roi à Thèbes au Nouvel Empire ; les dates d’expéditions aux mines et aux carrières ; les dates artificielles ; enfin, les dates manifestant une concordance avec un événement notable connu par ailleurs (d’ordre historique, astronomique ou religieux). Le but de la recherche entreprise était d’une part de mettre en exergue, au sein de la base de données constituée, les événements officiels susceptibles d’avoir été entrepris à dessein à une date spécifique, d’autre part de tenter de comprendre les raisons de ces choix calendériques. Un calendrier général regroupant les données du corpus ainsi que les dates des célébrations religieuses et des diverses fêtes, est donnée (sous forme de tableau synoptique) en annexe. / Constitution of a corpus bringing together the dates of the official events found in the egyptian documentation, from the Old Kingdom to the end of the New Kingdom (ca. 3000-1100 BC). The only dates kept in the corpus are the complete ones, which give season, month and day in addition to year, according to ancient egyptian use. From this database, several themes were addressed in the analysis: calendar and dating system; dates of accession, coronation, death and burial of kings; dates of king’s stay in Thebes during the New Kingdom; dates of quarries and mines expeditions; artificial dates; and dates showing a significant correlation with a significant event known elsewhere (historical, astronomical or religious). The aim of this research was firstly to highlight, within the database, the official events that may have been deliberately started by a specific date, secondly to try to understand the reasons for these calendrical choices. A general time frame containing the data of the corpus and the dates of various religious celebrations and festivals, is given (in the form of summary table) attached.

The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. This evokes questions regarding the efficiency in the markets and the Efficient Market Hypothesis in particular. The main focus of this thesis was to investigate whether the Halloween effect still exists in the Swedish stock market and if the power of the effect deviates between different firm sizes. Furthermore, we examined risk differences between the summer -and the winter months, as well as the January effect in order to find out if these could be possible explanations for the Halloween effect and its existence. A trading strategy based on the Halloween effect was also tested in order to see if investors could use this strategy to outperform a buy and hold strategy. The method that was used to investigate the existence of the Halloween effect was Ordinary Least Squares regression models with dummy variables, standard deviation to ascertain risk-differences between the periods and the Sharpe ratio to determine the risk-adjusted returns of the trading strategies. The results showed that the Halloween effect could be found in all of the examined market-cap indices, and therefore the Efficient Market Hypothesis could be questioned. The Halloween effect turned out to be autonomous from the January effect and the risk measured in standard deviation had no significant difference between the summer -and the winter months, hence, both these possible explanations were rejected. The backtesting showed that the Halloween strategy would perform better than the buy and hold strategy in all indices except from the mid-cap index. The results regarding the Sharpe ratio indicated that the Halloween strategy would be a better strategy to use considering risk-adjusted returns as the Sharpe ratio was higher in all indices.

The study examines the returns for new and existing holdings in Swedish actively managed equity funds. The hypothesis is based on fund managers paying more attention and effort to analyze and finding new investments for the portfolio than they do to update the analyzes for the existing holdings. The managers can therefore be assumed to create information benefits which in turn generate a higher return for new than existing holdings. Calendar-Time Portfolio Approach is used to measure the development of new and existing holdings. Alpha estimates are performed using the Fama and French (1993) three-factor model and the Carhart (1997) four-factor model. When alpha is estimated using the Carhart four-factor model, the study finds that new holdings generate a slightly higher average return per month, 0.95%, compared with the existing holdings, 0.87%. The study finds similar results when alpha is estimated using the Fama and French three-factor model. The difference was not statistically significant for either method and can therefore be assumed to be random. / I studien undersöks avkastningen för nya, respektive befintliga innehav i svenska aktivt förvaltade aktiefonder. Hypotesen baseras på att fondförvaltare lägger mer uppmärksamhet och ansträngning på att analysera och finna nya investeringar till portföljen än vad de gör för att uppdatera analyserna för de befintliga innehaven. Förvaltarna kan därför antas skapa informationsfördelar som i sin tur genererar en högre avkastning för nya än befintliga innehav. För att mäta utvecklingen av nya respektive befintliga innehav används Calendar-Time Portfolio Approach. Skattningar av alfa genomförs med Fama och French (1993) trefaktormodell och Carhart (1997) fyrfaktormodell. När alfa skattas med Carhart fyrfaktormodell finner studien att nya innehav genererar en något högre genomsnittlig avkastning per månad, 0,95 %, jämfört med de befintliga innehaven, 0,87 %. Studien finner liknande resultat när alfa skattas med Fama och French trefaktormodell. Differensen var inte statistiskt signifikant för någon av de två metoderna och kan därmed antas slumpmässig.

This master thesis describes the creation of an information system for small to medium-sized dental clinics. The application will consist of a planning module (pa- tient ordering), a card index (patient information), a diagnosis and therapies system (the system will intelligently recommend treatment based on a speci ed health condi- tion) and a storage module (overview of the material). Administration takes doctors 1 to 2 hours a day and the goal of our application is to save this time.

This work aims to create a library in C++, which implements various variants of the pending event set, which is used in discrete simulations. The library includes nine different implementations of the pending event set, accessible through a single interface. This interface is designed to make it easy to extend the library with additional implementations. In addition to the library itself, the work also describes the design of the test application and evaluates the time complexity of individual implementations.

There are two matters for us to consider.The first is that of the association of Alhamisi with religious connotations and if that is only specific to Kiswahili language (community); and the second is if the borrowing of Alhamisi is linguistically well motivated even for that purpose. For both these matters, we shall be comparing the Kiswahili calendar with that of its neighbours to determine what we think is a discrepancy, especially, with the Kiswahili borrowing of Alhamisi. We shall discuss the issues above and others in this paper as follows. In the following section we shall, briefly, consider the basis of the formulation of some week calendars.This will be followed by the consideration of the week calendars of a number of languages in East Afiica. Lastly, we shall focus specifically on the Kiswahili week calendar; comparing it with the others and drawing our conclusion.

Investeringar i aktier eller aktiefonder kan få ens pengar att växa genom den kumulativa avkastning som genereras. Genom ränta-på-ränta-effekten kan en liten ökning i avkastning från dessa investeringar få en stor effekt över en lång tidsperiod. På grund av detta etablerar många investerare strategier för att försöka uppnå en högre avkastning än den generella aktiemarknaden. Att slå marknaden har historiskt sett varit svårt vilket går i linje med det rådande paradigmet om att marknader är effektiva. Empirisk forskning har dock visat på återupprepande prismönster, som inneburit att det funnits möjligheter att strategiskt och systematiskt investera för att generera en högre riskjusterad avkastning än marknaden. Dessa prismönster kallas för anomalier och när de är tidsbaserade benämns de vanligtvis som kalendereffekter. Syftet med studien var att undersöka huruvida kalendereffekter även varit förekommande på marknader med mindre utvecklade institutioner och begränsad tidigare forskning. Studien är avgränsad till aktiemarknader i Afrika och har ställts i relation till motsvarande marknader i några av västvärldens mest välutvecklade ekonomier. En jämförelse har gjorts för att undersöka vart och vilka kalendereffekter som funnits samt hur resultatet skiljer sig mellan Afrika och västvärlden. Studien omfattar en tidsperiod från år 2000 fram till 2020. Resultatet visar något vanligare och mer signifikanta kalendereffekter på de afrikanska marknaderna men inte någon annan tydlig övergripande skillnad vid jämförelse med de västerländska marknaderna. Långa positioner vid månadsskiftet och efterföljande dagar alternativt vid slutet av handelsveckan har kunnat ge en högre riskjusterad avkastning än den generella marknaden i flera länder. Under tidsperioden finns det således belägg för att överavkastning kunnat uppnåtts på ett flertal afrikanska aktiemarknader genom systematiskt planerade investeringar. / Investments in equities or equity funds can help to make your money grow through the cumulative returns generated. Through compound interest, a small increase in return on these investments can have a large effect over a long period of time, resulting in many investors establishing strategies to achieve a higher return than the general stock market. Beating the market has historically been difficult which supports the prevailing paradigm that markets are efficient. However, empirical research has shown recurring price patterns, implying that there have been opportunities to strategically and systematically invest to generate a higher risk-adjusted return than the market. These price patterns are called anomalies and when time-based, are usually referred to as calendar effects. The purpose of this study was to examine whether calendar effects were also present in markets with less developed institutions and limited previous research. The study is focused on stock markets in Africa, which have been compared to corresponding markets in some of the most developed economies in the Western world. A comparison has been made to examine where and what calendar effects existed and how the results differ between Africa and the Western world. The study covers a period from 2000 to 2020. The results show slightly more common and significant calendar effects in the African markets, but no other clear overall difference was observed when compared with the Western markets. Long positions at the end of the month and subsequent days, alternatively at the end of the trading week, have been able to produce a higher risk-adjusted return than the general market in several countries. Thus, during this time period, there is evidence that excess returns could have been achieved in a number of African stock markets through systematically planned investments.

The evidence supporting the common instructional method of daily calendar group time to teach math skills to prekindergarten children has been inconclusive. The purpose of this study was to examine the effect of exposure to daily calendar group time on prekindergarten children's math score gains in a private early-childhood program located in the suburban Southeast. Vygotsky's sociocultural theory guided this quantitative, causal comparative design wherein archival data from 104 prekindergarten students' pre- and posttest numeracy skill scores on the Young Children's Achievement Test were analyzed. Data from 6 classrooms over 2 school years were compared using multiple linear regression. Four classrooms offered daily calendar group time (n = 72), and the other 2 did not (n = 32). Results from multiple linear regression analyses showed that when pretest scores, English language learner status, and socioeconomic status were controlled for, posttest scores of prekindergarten students who were instructed using the calendar were not significantly different from posttest scores of students with no calendar exposure. The results from this study can be used by prekindergarten administrators and teachers to inform classroom math instructional practices. This study contributes to social change by demonstrating that the instructional practice of prekindergarten daily calendar group time does not assist young children in attaining additional math skills prior to kindergarten entry; other methods of instruction may be more effective.

Vorlesungsverzeichnisse aller deutschen Universitäten zu sammeln und zu sichten ist für jedes disziplinhistorische Interesse eine schier unbewältigbare Aufgabe, solange sich dieses Interesse nicht methodenspezifisch ausdifferenziert und forschungspraktisch organisiert. Darum sind es andere Interessen, die mit hineinspielen müssen, um eine Dokumentation von Vorlesungsverzeichnissen einzelner Universitäten zustande zu bringen, wie im vorliegenden Fall das Interesse an der Aufklärung, am Wirken Immanuel Kants in Königsberg und dessen Kontext.

This thesis investigates the existence of the turn-of-the-month (ToM) effect on the Swedish stock market and further examines whether this calendar anomaly is persistent but different during the Covid-19 pandemic. The main purpose of this study is to determine if the ToM effect is significant in the Swedish stock market over twelve years, particularly during the Covid-19 pandemic. The major finding is that the ToM effect is statistically significant for all indexes except for the large cap. The ToM window for the mid- and all cap indexes is significant for the last four trading days of the month to the first trading day of the next month. It is also significant for the small cap index during the last four trading days of the month to the first two trading days of the next month. The results of a significant ToM effect are similar to those of prior research, except that the Swedish stock market has an earlier ToM window. The Covid-19 pandemic is divided into three windows – before the virus has reached Sweden, before vaccinations, and after vaccinations. The results indicate that the ToM effect is insignificant when Covid-19 had not yet reached Sweden. Additionally, this study discovers a significant ToM pattern in the small cap and mid cap indexes, but not for the large cap or all cap indexes before vaccinations and after vaccinations. Hence, the ToM effect is persistent but different during a time of a major crisis, which in this paper is the time of the Covid-19 pandemic.  The research approach is deductive and quantitative. All data is collected from Nasdaq as observations of the daily adjusted closing prices starting from 1/4/2010 to 4/22/2022, and consists of the indexes: OMXSCAPGI, OMXS30GI, OMXSSCGI, and OMXSMCGI. The daily returns are then regressed on dummy variables for the trading days, by using different ToM windows to find results if these ToM windows are significant or not.