The modern school is deeply interested in producing integrated individuals. This study was undertaken to determine the difficulties arising in the behavior of the children, to determine possible conditions, relationships, and experiences which influence unwholesome behavior, to seek proposals by which the school could provide opportunities for intelligent cooperation, participation and thinking which allows for individual needs and freedom, and to help each child to live a richer, more wholesome life in this dynamic society.

The purpose of this study is to make a comparative analysis of the adopted textbooks for the sixth and seventh grades in social studies in the public schools of Texas from 1913 until the present time, 1949, to determine changes in concepts of presenting and teaching social studies during this time.

The purpose of this study is to set up criteria for judging the mechanical features and content of sixth-grade readers and to determine whether or not the fourteen sixth-grade readers of this study fit these criteria.

No description available.

No description available.

It is hoped that this paper can establish by such documentary evidence as is available, the following: 1. The program for financing social security advocated by W. Lee O'Daniel during his first term as Governor of Texas; 2. The program for old age assistance advocated by O'Daniel during the Forty-Sixth Legislature of Texas; 3. The activities of the minority group credited by the Governor with defeating "all efforts to finance social security" during the Forty-Sixth Legislature; 4. The explanation of Senate Joint Resolution 12; 5. The record, based on personal experience and the reported evidence, of the various groups and individuals working for the passage of Senate Joint Resolution 12.

This study attempts to show the best methods and plans used by contemporary geography teachers.

An attempt will be made in this study to determine the relationship between sixth grade students' creativity in art (as measured by selected instruments) and certain socio-cultural and community factors.

This thesis includes three chapters regarding influence functions, higher moments, and futures hedging. In Chapter 2, the objective is to use an influence function to better understand semi-kurtosis for use in analyzing peakedness and tail heaviness on one side of a distribution. Also, it is shown that both the right side semi-kurtosis and left side semi-kurtosis summed together, equal kurtosis, so the ratio of semi-kurtosis to kurtosis can be used to analyze asymmetry, as an alternative to skewness. In Chapter 3, the objective is to analyze higher moments of daily, weekly, and monthly stock market returns using large stocks, technology stocks, and small cap stocks. Kurtosis is found to be positive (greater than 3) and statistically significant for all of the daily and weekly stock market returns, indicating peakedness and fat tails. Similar to kurtosis, the left side semi-fourth moment (semi-kurtosis) is also found to be positive (greater than 1.5) for all of daily and weekly returns, indicating peakedness and fat tails on the left sides of the distributions. Skewness is found to be both positive and negative in the daily stock returns data, indicating asymmetry but with no consistent patterns. The fifth moment is also used to analyze asymmetry, as an alternative to skewness. The fifth moment and skewness (third moment) sometimes indicate opposite asymmetry results, as evidenced by different signs for the two moments. This is because the exponent of five for the fifth moment amplifies observations further from the mean, more so than the exponent of three for skewness. In Chapter 4, the objective is to analyze research on futures hedging and to identify the major factors affecting the use of futures hedging by commodity producers. A multifactor conceptual model is developed that explains the factors and subfactors that are likely to affect the commodity producers’ hedging decisions. Factors include industry characteristics, business operation characteristics, management characteristics, futures hedging costs, and substitute risk management instruments. This model provides a more complete understanding of the factors and subfactors affecting futures hedging, and should be of interest to academics and practitioners working with hedging models.

This thesis includes three chapters regarding influence functions, higher moments, and futures hedging. In Chapter 2, the objective is to use an influence function to better understand semi-kurtosis for use in analyzing peakedness and tail heaviness on one side of a distribution. Also, it is shown that both the right side semi-kurtosis and left side semi-kurtosis summed together, equal kurtosis, so the ratio of semi-kurtosis to kurtosis can be used to analyze asymmetry, as an alternative to skewness. In Chapter 3, the objective is to analyze higher moments of daily, weekly, and monthly stock market returns using large stocks, technology stocks, and small cap stocks. Kurtosis is found to be positive (greater than 3) and statistically significant for all of the daily and weekly stock market returns, indicating peakedness and fat tails. Similar to kurtosis, the left side semi-fourth moment (semi-kurtosis) is also found to be positive (greater than 1.5) for all of daily and weekly returns, indicating peakedness and fat tails on the left sides of the distributions. Skewness is found to be both positive and negative in the daily stock returns data, indicating asymmetry but with no consistent patterns. The fifth moment is also used to analyze asymmetry, as an alternative to skewness. The fifth moment and skewness (third moment) sometimes indicate opposite asymmetry results, as evidenced by different signs for the two moments. This is because the exponent of five for the fifth moment amplifies observations further from the mean, more so than the exponent of three for skewness. In Chapter 4, the objective is to analyze research on futures hedging and to identify the major factors affecting the use of futures hedging by commodity producers. A multifactor conceptual model is developed that explains the factors and subfactors that are likely to affect the commodity producers’ hedging decisions. Factors include industry characteristics, business operation characteristics, management characteristics, futures hedging costs, and substitute risk management instruments. This model provides a more complete understanding of the factors and subfactors affecting futures hedging, and should be of interest to academics and practitioners working with hedging models.