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Threshold Effects In Volatility Spillovers: The Case Of Equity, Bond And Foreign Exchange Markets, Arun Prasath Narayanasamy Jan 2012

Threshold Effects In Volatility Spillovers: The Case Of Equity, Bond And Foreign Exchange Markets, Arun Prasath Narayanasamy

Finance and Real Estate Dissertations - Archive

Most research on volatility spillovers across countries and various asset class returns model volatility as conditional variance and assume a linear relationship in spillovers. The risk measured as conditional variance is modeled as a function of own past innovations and own past conditional variances and fails to include lagged conditional variances from other assets. In this dissertation, for a bivariate set up, I estimate the conditional variance of the second country either as a GARCH (1, 1) or DCC (1, 1) type process. Using the estimated conditional variances, the non-linear or threshold parameter is computed by maximizing the log likelihood …


Measurement Issues In The Capital Asset Pricing Model & Size Effect And Duration, Yongho Seo Jan 2012

Measurement Issues In The Capital Asset Pricing Model & Size Effect And Duration, Yongho Seo

Finance and Real Estate Dissertations - Archive

It has been observed that the value of an asset's beta varies with the frequency of the data used to generate the value, a phenomenon hereafter referred to as "time scale", or simply "scale". If the scale effect is strong enough, then ignoring this phenomenon calls into question studies that rely on comparing beta values. The most notable of these studies is the classification of stocks as "aggressive" or "defensive". I show that such a categorization varies substantially when comparing betas estimated using monthly data versus annual data. Contrary to other studies, betas do not vary monotonically as data scale …


Penny Stocks, Market Microstructure, And Analyst Forecasts, Julio AndréS Rivas-Aguilar Jan 2012

Penny Stocks, Market Microstructure, And Analyst Forecasts, Julio AndréS Rivas-Aguilar

Finance and Real Estate Dissertations - Archive

The first essay of this dissertation deals with the relationship between previous earnings, earnings forecasts, and future returns. I found that stocks with the worst previous earnings and the worst earnings forecasts outperform the ones with more optimistic outlooks. Value stocks also tend to outperform glamour stocks. I also found that previous earnings are the dominating factor in determining subsequent returns. The second essay deals with the Bid-Ask Spread (BAS) behavior of penny stocks throughout trading sessions. I ran the analysis by using different days of the week, months of the year, and analyst coverage. Finally, I regressed the minute-to-minute …


Implicit Learning In The Remedial English Classroom: Steps Towards A Pedegogy Of Literacy, Jo A. Ward Jan 2012

Implicit Learning In The Remedial English Classroom: Steps Towards A Pedegogy Of Literacy, Jo A. Ward

English Theses - Archive

This paper discusses the dynamics of implicit learning in the Remedial English classroom. In order to elucidate the topic, the area of explicit learning is also covered. By tracing the history of implicit learning theoretically and scientifically, its benefits and usefulness are thoroughly uncovered and investigated. Practical implications for the classroom are explained in detail and areas of further needed research are explored.


Murder In The Digital Age: Rethinking Crime Fiction Theory Through The Medium Of Videogames, Fanny Anne Ramirez Jan 2012

Murder In The Digital Age: Rethinking Crime Fiction Theory Through The Medium Of Videogames, Fanny Anne Ramirez

English Theses - Archive

Videogames are a multibillion-dollar industry. Their high definition graphics and sophisticated gameplay cater to a continuously growing crowd of enthusiastic players. But what is their standing in the academic community? Can games be studied as texts or are they limited by the ludic qualities of their medium? Through a careful application of crime fiction theory to the videogames Heavy Rain and L.A. Noire, I will demonstrate the genre's ability to expand beyond the media of print and cinema. Features such as interactivity, decision-making, and player immersion offer new ways of looking at existing literary conventions. The omission of videogames in …


The Effects Of An Early Intervention Program On Physical Symptoms In A Tmd Population, Kara Lorduy Jan 2012

The Effects Of An Early Intervention Program On Physical Symptoms In A Tmd Population, Kara Lorduy

Psychology Dissertations - Archive

Aims: 1) Identify comorbid, non-specific symptoms of CSS, and TMD specific symptoms across three groups of Axis I RDC/TMD disorders, 2) investigate the influence of three interventions on TMD specific and comorbid symptoms of CSS and pain and pain-related disability, and 3) examine the influence of emotional distress on symptoms, pain, and pain-related disability. Methods: Participants were patients recruited from dental clinics within a major metropolitan area assessed for TMD nonspecific symptoms of CSS using the Symptoms Checklist (Study 1) and TMD specific symptoms using the RDC/TMD (Study 2). In Study 2, participants at high-risk for chronicity were randomly assigned …


The Moderating Effect Of Instrumental Job Attributes On The Relationship Between A Firm's Perceived Value Of Diversity And Its Organizational Attractiveness, Jason R. Lambert Jan 2012

The Moderating Effect Of Instrumental Job Attributes On The Relationship Between A Firm's Perceived Value Of Diversity And Its Organizational Attractiveness, Jason R. Lambert

Management Dissertations - Archive

Increasingly more firms are targeting both racial and sexual minorities in recruitment ads to attain a diverse work climate. However, the challenge remains of recruiting job seekers without alienating qualified others. Expectancy theory and social identity theory are used to investigate how employee recruitment statements regarding employment-at-will and pay moderate the effect that diversity-supportive recruitment statements have on job seekers' job pursuit intentions and attraction towards a firm. A model is tested that demonstrates an interaction effect between perceived instrumental job attributes and perceived symbolic attributes on the organizational attractiveness of a firm. Implications from the results are discussed, including …


Understanding The Relationship Of Job Embeddedness With Social And Human Capital: The Importance Of Organizational Identification, Aaron R. Moses Jan 2012

Understanding The Relationship Of Job Embeddedness With Social And Human Capital: The Importance Of Organizational Identification, Aaron R. Moses

Management Dissertations - Archive

This dissertation examines organizational identification as a critical moderator of the outcomes of job embeddedness using a survey sample of employees from a hospital in the Southwestern United States. Results suggest that job embeddedness leads employees to develop different types of human and social capital depending on their organizational identification or disidentification. I conclude that employee outcomes are different depending on how employees view their job-embedded situations and argue that job embeddedness be reconceptualized to account for different reactions to job embeddedness based on organizational identification. Implications for researchers and managers are also discussed.


Urban-Rural Differences In The Use Of Modern Contraceptive Methods Among The People In The Republic Of Yemen-1997, Vivin Thomas Jan 2012

Urban-Rural Differences In The Use Of Modern Contraceptive Methods Among The People In The Republic Of Yemen-1997, Vivin Thomas

Social Work Theses - Archive

Population explosion is a major concern for many Middle Eastern countries. This study is aimed at exploring the urban-rural differences in the use of modern contraceptives in Yemen. The study also took into consideration the variable education that can influence the use of contraceptives among people of Yemen. This analysis utilized the secondary data from Yemen Demographic and Maternal Health Survey (YDMHS) of 1997. The YDMHS (1997) survey sample consisted of 10,414 women. The YDMHS survey was conducted with ever-married women in the age group of 15 to 49. This study is based on the ecosystem theory that states that …


New Detonation Concepts For Propulsion And Power Generation, Eric Braun Jan 2012

New Detonation Concepts For Propulsion And Power Generation, Eric Braun

Mechanical and Aerospace Engineering Dissertations - Archive

A series of related analytical and experimental studies are focused on utilizing detonations for emerging propulsion and power generation devices. An understanding of the physical and thermodynamic processes for this unsteady thermodynamic cycle has taken over 100 years to develop. An overview of the thermodynamic processes and development history is provided.Thermodynamic cycle analysis of detonation-based systems has often been studied using surrogate models. A real gas model is used for a thermal efficiency prediction of a detonation wave based on the work and heat specified by process path diagrams and a control volume analysis. A combined first and second law …


Hygrothermally Stable Laminated Composites For Optimal Extension Twist Coupling In Closed Cell Configuration, Sean Muder Jan 2012

Hygrothermally Stable Laminated Composites For Optimal Extension Twist Coupling In Closed Cell Configuration, Sean Muder

Mechanical and Aerospace Engineering Theses - Archive

An optimization routine utilizing the sequential quadratic programming method is used to develop laminates that are hygrothermally stable in flat-strip configuration and are optimal for extension twist coupling in closed cell configuration. The performance of the laminates obtained from the optimization in terms of the level of extension twist coupling and hygrothermal stability are evaluated and compared to laminates from a previous routine. A parametric study is conducted to illustrate the relationships between the geometric dimensions of a representative closed cell section and the level of extension twist coupling. Results from the parametric study suggested a more practical optimization approach …


The Effects Of A Preparatory Skills Training On Student Success, Ajal B. Patel Jan 2012

The Effects Of A Preparatory Skills Training On Student Success, Ajal B. Patel

Psychology Theses - Archive

The effects of college-level student attrition are wide-spread. Numerous different approaches have been implemented to reduce these rates, such as offering freshman level seminars to aid the transition from high school to college and the use of support systems consisting of guidance counselors, teachers, parents and/or friends. A great deal of research has advocated for, and supported the utility of, using training initiatives for employees to improve their job performance. Based on these same principles, we can improve student success. A thorough literature review was first conducted, examining the factors that relate to student success. Moreover, a pilot study was …


Farmers Markets, Low Income Communities And Government Assistance Programs, Alysha Brady Jan 2012

Farmers Markets, Low Income Communities And Government Assistance Programs, Alysha Brady

Public Affairs Theses - Archive

Since the passage in 1976 of the Farmer-to-Consumer Direct Marketing Act, there has been a sharp rise in number of farmers markets in this country, from approximately 600 in the 1970s to over 7,000 today. With this increase, farmers markets began to attract attention not only from farmers and consumers, but also from public policy experts. Some research has suggested that farmers markets may be a way to alleviate the poor access to healthy foods in low-income communities, in areas known as food deserts. The WIC Farmers Market Nutrition Program (FMNP) and the Seniors Farmers Market Nutrition Program (SFMNP) are …


An Explanation For The Non-Integration Of Gay Men Into Retirment Communities, Scott John Jackson Jan 2012

An Explanation For The Non-Integration Of Gay Men Into Retirment Communities, Scott John Jackson

Sociology & Anthropology Theses - Archive

This qualitative research paper explores the reasons why gay men are not integrating into retirement communities. Through extensive interviews, three major themes emerged- "not out but hiding", "the need to pass at work", and "concern over caregivers".


Ethnicization Of Politics In Afghanistan, Hamidullah Qeyam Jan 2012

Ethnicization Of Politics In Afghanistan, Hamidullah Qeyam

Sociology & Anthropology Theses - Archive

This thesis project examines the relationship between ethnic identity and politics and to explore how ethnicity has influenced the post-Taliban state building, the electoral system, and ethnic manipulations in presidential and parliamentary elections in Afghanistan. First, in order to better understanding the problem of ethnic politics in Afghanistan, it will provide detailed information on the background of Afghanistan including the historical background of the country as an independent state, ethnic groups, residential segregation, group size, construction and the crisis of "Afghan" national identity, and debates over the new Afghan National Identity Card. Then, it discusses the problem of ethnic politics …


Reproductive Health In India : An Empowerment Model, Fanghsun Wei Jan 2012

Reproductive Health In India : An Empowerment Model, Fanghsun Wei

Social Work Dissertations - Archive

This study examined the effects of social and economic factors on women's reproductive health in India. Primarily, the study analyzed data from the India Human Development Survey I (IHDS-I 2004-2005). Several statistical methods were used to analyze the data, including descriptive analysis, regression, structural equation modeling (SEM), and multinomial regression. The regression result suggests that social capital, spousal communication, region, autonomy, and accessibility all have significant positive effects on women's reproductive health in India. The SEM suggests that all independent variables have significant effects on women's reproductive health. Multinomial regression offers similar results as regression. Income has no effect on …


The Struggle And Strength Of Sexual Minorities And Suicidality: A Qualitative Interpretive Meta-Synthesis, Albert L. Crump Jan 2012

The Struggle And Strength Of Sexual Minorities And Suicidality: A Qualitative Interpretive Meta-Synthesis, Albert L. Crump

Social Work Theses - Archive

The researcher conducted a Qualitative Interpretive Meta-Synthesis (QIMS) of the intersection of sexual minority status and suicidality. Seven qualitative research studies were identified which included the stories of members of the gay, lesbian, bisexual, and transgender (GLBT) community (n=96). Five overarching themes were discovered: Internal Struggle, External Struggle, Isolation, Internal Strength, and External Strength. The Interpersonal Theory of Suicide was used to guide the interpretation of the findings of this QIMS in order to expand the understanding of suicide as it applies to the GLBT community. Implications for research, practice, and policy are discussed.


Positive Parenting Intervention: As Prevention To Child Maltreatment, Khadra Abdille Jan 2012

Positive Parenting Intervention: As Prevention To Child Maltreatment, Khadra Abdille

Social Work Theses - Archive

One of the biggest social problems in the United States today is child maltreatment. Extensive literature has been written about the problem and many researchers, child welfare workers, and policy makers believe that the astounding numbers of child abuse and neglect is directly associated to poverty and stress among single parents, parental substance abuse, low self-efficacy and ineffective parenting. Studies have proven that there is a strong relationship between child maltreatment (abuse and neglect) and low self-efficacy, substance abuse and poverty. Many studies have suggested that prevention and intervention educational programs can help parents learn positive parenting skills and subsequently …


Electrolysis Of Coal And Carbon Slurry Suspensions, Moustafa Reda Aboushabana Jan 2012

Electrolysis Of Coal And Carbon Slurry Suspensions, Moustafa Reda Aboushabana

Chemistry & Biochemistry Dissertations - Archive

In this dissertation study, different ranks of coal and carbons were tested as anode depolarizers in a three electrode electrochemical cell designed for hydrogen generation. The focus of this study was mainly Texas lignite coal (TXLC). For comparison purposes, other coals were carefully chosen to cover the range from high-rank, intermediate-rank, and to low-rank (TXLC). Carbon blacks and carbon nanotubes were also studied to gain more insight into the mechanistic aspects of the electrolysis process.The Fe3+/2+ redox couple was used as an oxidation mediator throughout the study. It shuttles the electrons between the coal or carbon particles and the anode …


Mixed Lineage Leukemia Histone Methylases In Hormonal Regulation Of Hox Genes And Their Disruption By Endocrine Disrupting Chemicals, Imran Hussain Jan 2012

Mixed Lineage Leukemia Histone Methylases In Hormonal Regulation Of Hox Genes And Their Disruption By Endocrine Disrupting Chemicals, Imran Hussain

Chemistry & Biochemistry Dissertations - Archive

Homeobox (HOX) genes are highly conserved family of genes that play vital roles during cell differentiation and embryogenesis. Of the 39 HOX genes present in human, HOXC6 is a critical players in mammary gland development, milk production and is over-expressed in breast and prostate cancer. I demonstrated that HOXC6 is transcriptionally regulated by estrogen (E2). The HOXC6 promoter contains two putative estrogen response elements (EREs). Promoter analysis using luciferase-based reporter assay demonstrated that both EREs are responsive to E2, ERE1half being more responsive than ERE2half. Estrogen receptors alpha and beta (ERα and ERβ) bind to these EREs …


Catalytic Hydro-Liquefaction Of Lignite Coals Under Mild Conditions, Mahir Alrashdan Jan 2012

Catalytic Hydro-Liquefaction Of Lignite Coals Under Mild Conditions, Mahir Alrashdan

Chemistry & Biochemistry Dissertations - Archive

A low-cost thermo-chemical process for the liquefaction of lignite coals is being developed at the University of Texas at Arlington (UTA). The coal-toliquids (CTL) project has focused of developing a liquefaction process which is made economically attractive by the combination of using a cheap coal feedstock, such as lignite, use of cheap disposable catalysts, and limiting the operating conditions to mild temperatures and pressures, at least relative to many existing CTL processes. The UTA-CTL process uses a solvent which is derived from the pyrolysis of lignite, an inexpensive iron-based catalyst and mild temperatures and pressures to hydrogenate and depolymerize the …


Increasing Lipophilicity Of Redox Active Ruthenium Complexes As A Means To Enhance Cytotoxicity And Reduce Animal Toxicity, Nagham Alatrash Jan 2012

Increasing Lipophilicity Of Redox Active Ruthenium Complexes As A Means To Enhance Cytotoxicity And Reduce Animal Toxicity, Nagham Alatrash

Chemistry & Biochemistry Theses - Archive

The dinuclear and monomeric ruthenium(II) polypyridyl complexes [(phen)2Ru(tatpp)Ru(phen)2]Cl4 (P) and monomer [(phen)2Ru(tatpp)]Cl2 (MP) are promising candidates for anticancer drug development in terms of the observed anti-tumor activity in mouse models. These complexes contain the redox-active tatpp bridging ligand which seems to be the critical component for biological activity. Ruthenium complexes containing the tatpp ligand have been shown to cleave DNA with an inverse dependence on the [O2], exhibit selective and good cytotoxicity towards a number of cultured malignant cell lines, and have tolerable acute toxicity in mice. Significantly, the animal toxicity of P and MP is significantly less than simple …


Ruthenium(Ii) Polypyridyl Complexes As Potential Anticancer Drugs: Synthesis, Characterization, Cell Permeability And Investigation Of Their Hypoxia-Selectivity, Yanling Chen Jan 2012

Ruthenium(Ii) Polypyridyl Complexes As Potential Anticancer Drugs: Synthesis, Characterization, Cell Permeability And Investigation Of Their Hypoxia-Selectivity, Yanling Chen

Chemistry & Biochemistry Theses - Archive

Research on biological activity of ruthenium polypyridyl complexes (RPCs) continues to attract interest as these complexes have shown promising anti-cancer activity both in vitro and in vivo. The mononuclear RPC, [(phen)₂Ru(tatpp)]²⁺ (MP) and the related dinuclear complex [(phen)₂Ru(tatpp)Ru(phen)₂]⁴⁺ (P) have been shown to both intercalate with DNA and show potentiated DNA cleavage under anaerobic and reducing conditions¹ ² as well as show good selectivity and cytotoxicity towards malignant cell lines in vitro and tumors in vivo. Both complexes contain the redox-active tatpp ligand which is thought to be the essential component for the observed biological activity. This thesis is focused …


Applications Of Circular Dichroism (Cd) Spectroscopy As An Educational Tool For Undergraduate Students And Monitoring Protein Conformational Changes Induced By Ligand Binding, Catherine Ann Van Der Kar Jan 2012

Applications Of Circular Dichroism (Cd) Spectroscopy As An Educational Tool For Undergraduate Students And Monitoring Protein Conformational Changes Induced By Ligand Binding, Catherine Ann Van Der Kar

Chemistry & Biochemistry Theses - Archive

The work reported here provides an overview on the applications of circular dichroism (CD) spectroscopy for the study of protein secondary structure. This project has two specific goals. First, to develop and validate an undergraduate experiment for CHEM 3175 (biophysical chemistry laboratory) to demonstrate the use of CD spectroscopy for the determination of protein secondary structure. In an extension of this work, the same principles of analysis were applied to the study and characterization of the protein-ligand interaction of MiaE (a non-heme iron hydroxylase) and its substrate, tRNA.


Proximity Of Cancer Cases To Airports Within The State Of Texas, Sala Nanyanzi Senkayi Jan 2012

Proximity Of Cancer Cases To Airports Within The State Of Texas, Sala Nanyanzi Senkayi

Earth & Environmental Sciences Dissertations - Archive

Determining whether the incidence of cancer may be associated with pollutants emitted from airports is important in order to better plan cities to reduce such incidences. This research aims to answer the following questions: 1) Is there a trend between the incidence of various kinds of cancer and proximity to air emission sources, including airports, in Texas? and 2) Specifically, is there a relationship between childhood leukemia and airport benzene emissions? Texas has two airports ranked among the top 10 U.S. airports in terms of enplanements for Jan.-March 2010: Houston ranked 7th, while Dallas was 3rd . State-wide cancer incidence …


The Impact Of Sprawl On Transportation Energy Copnsumption And Transportation Carbon Footprint In Large U.S. Cities, Leila Ahmadi Jan 2012

The Impact Of Sprawl On Transportation Energy Copnsumption And Transportation Carbon Footprint In Large U.S. Cities, Leila Ahmadi

Earth & Environmental Sciences Dissertations - Archive

Today, climate change and energy shortage are major concerns among scientists, politicians, and economists. For decades in the U.S., emphasis has been placed on improving energy efficiency through technological advances. However, most of these technologies are in the initial phases of development, while energy consumption continues to increase at a rapid pace. In order to solve this dilemma, there is a need to develop a faster and more effective approach for controlling the rates of energy consumption and demand. Transportation consumes more energy than other energy-dependent activities, such as those in the industrial, residential, and commercial sectors of the economy. …


Biomarkers: Review And Application To The Eagle Ford Shale Formation, Ugochukwu Ononogbu Jan 2012

Biomarkers: Review And Application To The Eagle Ford Shale Formation, Ugochukwu Ononogbu

Earth & Environmental Sciences Theses - Archive

Biomarkers have become an integral part of oil exploration. Gas Chromatography (-Mass Spectrometry) was performed to an oil sample to acquire biomarkers from the sample.The presence, lack of, or abundance of a given compound (or biomarker) in the geochemicalresults of an oil sample depict(s) a property or properties of the source rock and the oil. Forexample, the abundance of pristane and lack of phytane in an oil sample are characteristic ofshale source rock, and the results from the Eagle Ford shale formation show a high pristane tophytane ratio.The Eagle Ford shale formation is cretaceous in age; the presence and absence …


A Late Holocene Meander-Braid Transition Of The Lower Missouri River Valley, Michele Viola Kashouh Jan 2012

A Late Holocene Meander-Braid Transition Of The Lower Missouri River Valley, Michele Viola Kashouh

Earth & Environmental Sciences Theses - Archive

Historically, the Lower Missouri River is known for being a temperate river that constantly and quickly reworks its floodplain with a braided network of channels; however, the river only recently became braided. Ox-bow lakes and landscape features resembling highly sinuous meandering loops mark the floodplain of the lower Missouri River Valley as scars of what was once a fully meandering Missouri River. The unanswered question then is, when did the lower Missouri River system change from meandering to braided? To answer this question we compared a series of newly created allostratigraphic maps of the lower Missouri River valley floor to …


Microfaunal Assemblages Of The Placid Shale (Missourian, Upper Pennsylvanian), Brazos River Valley, North-Central Texas, Brittany E. Meagher Jan 2012

Microfaunal Assemblages Of The Placid Shale (Missourian, Upper Pennsylvanian), Brazos River Valley, North-Central Texas, Brittany E. Meagher

Earth & Environmental Sciences Theses - Archive

The Pennsylvanian and lowermost part of the Permian strata in North-Central Texas is assigned to the Strawn, Canyon, and Cisco Groups. The Canyon Group is approximately equivalent to the middle-upper part of the Missourian (Upper Pennsylvanian) and crops out in the Brazos River valley in a generally northeast-southwest strip across Palo Pinto and Jack counties. The Canyon Group is subdivided into seven formations that contain several cycles of well-known clastic and carbonate units. The Placid Shale, one of the clastic units within the Canyon Group, consists of two cycles of gray, brown, olive sandstone/siltstone/mudstone with few thin limestone beds. It …


High Resolution Geochemistry Of The Cretaceous Eagle Ford Shale, Bee County, Texas, Lisa Michelle Moran Jan 2012

High Resolution Geochemistry Of The Cretaceous Eagle Ford Shale, Bee County, Texas, Lisa Michelle Moran

Earth & Environmental Sciences Theses - Archive

The Eagle Ford Formation of Bee County, Texas is a sporadically laminated carbonaceous dark mudrock. The depositional area of the Eagle Ford Formation stretches across the state of Texas in a northeast-southwest trend. Early studies of the Eagle Ford found the deposits to be rich in organic material but could not fully describe the formation due to the lack of outcrop exposure. Recent studies of the Eagle Ford Formation have begun to explore the sub-surface nature of the formation. Geochemical analyses of the J.A. Leppard #1 core from the southwestern portion of the formation was conducted to further constrain the …