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Historic Changes In Channel Morphology Of Mississippi River Tributaries: Southwestern Mississippi., Elaine Grace Yodis Jan 1990

Historic Changes In Channel Morphology Of Mississippi River Tributaries: Southwestern Mississippi., Elaine Grace Yodis

LSU Historical Dissertations and Theses

This study assesses the geomorphological changes to the fluvial systems of two rivers in southwestern Mississippi that have been foreshortened. Channel foreshortening in the lower reaches of these rivers is similar to a lowering of base level and causes a steepening of the channel gradient which leads to channel incision, bank erosion and increased sediment load. Analysis of historical and modern data and a comparison with three unmodified rivers in the same physiographic region, provide an estimate of the magnitude and rate that such disturbances are transmitted through the fluvial system. Degradation and channel instability of the Homochitto River and …


Influence Of Storage Temperature And Duration On Deterioration Of Film-Wrapped And Non-Wrapped Mustard, Brassica Juncea Coss., Regina Poillion Bracy Jan 1990

Influence Of Storage Temperature And Duration On Deterioration Of Film-Wrapped And Non-Wrapped Mustard, Brassica Juncea Coss., Regina Poillion Bracy

LSU Historical Dissertations and Theses

Mustard "greens' is a popular fresh vegetable, especially in the South. Fresh market production, however, is restricted to local sales or short-distance markets due to the relatively short shelf life of mustard. Packaging has been shown to successfully extend the shelf life of several fruits and vegetables. To determine the effect of packaging and storage temperature on the postharvest life and quality of mustard, mustard was stored at 1, 4, and 15C in perforated polyethylene bags, Cryovac D-955 60-gauge or 100-guage heat-shrinkable films or not-wrapped. A preliminary experiment was conducted with spinach to develop experiment methodology and for comparison of …


Root Growth, Root Function, And Water Relations Of Shortleaf Pine (Pinus Echinata Mill.) Bare-Root Seedlings Transplanted Into Different Edaphic Environments., John Closs Brissette Jan 1990

Root Growth, Root Function, And Water Relations Of Shortleaf Pine (Pinus Echinata Mill.) Bare-Root Seedlings Transplanted Into Different Edaphic Environments., John Closs Brissette

LSU Historical Dissertations and Theses

Root growth and its effects on water uptake and plant water relations of seedlings during the initial weeks after transplanting were studied. One-year old bare-root shortleaf pine seedlings were put into six different root zone environments defined by the factorial arrangement of two temperatures and three levels of soil water potential. Needle water potential and stomatal conductance were measured 28 days after planting. The next day, root system absorptive capacity was evaluated by forcing water at a constant hydrostatic pressure through detopped seedlings. The projected surface area of old and new roots was then measured. Also, the relative water content …


A History Of Rudimental Drumming In America From The Revolutionary War To The Present., Eric Alan Chandler Jan 1990

A History Of Rudimental Drumming In America From The Revolutionary War To The Present., Eric Alan Chandler

LSU Historical Dissertations and Theses

Rudimental drumming gained significance in America during the period of the Revolution. Ever since the late eighteenth-century and through the nineteenth-century, it was used exclusively in the military. This study traces the migration of drum rudiments and their use in military settings from Great Britain to America. The contributions of the Swiss drummers and the incorporation of their drum music into American rudimental drumming are also examined. The introductory chapter covers related pertinent and prefatory topics such as a definition of rudimental drumming, the duties of the military drummer, non-rudimental types of drumming and a summary of the origin and …


Palynological And Carbon-Isotopic Techniques For Reconstruction Of Paleomarsh Salinity Zones., Gail Lois Chmura Jan 1990

Palynological And Carbon-Isotopic Techniques For Reconstruction Of Paleomarsh Salinity Zones., Gail Lois Chmura

LSU Historical Dissertations and Theses

Palynological and carbon-13 analyses were studied to determine their practicality as tools for paleoecological reconstruction of marsh vegetation communities of the Mississippi delta plain. Both were calibrated on marsh surface sediment samples from four vegetation zones within Barataria Basin, Louisiana: fresh, intermediate, brackish and salt marsh. Samples were taken concurrent to vegetation sampling to allow comparison of sediment data to plant biomass and clip plot data from each of the four zones. The $\partial\sp{13}$C of sedimentary carbon reflects the proportion of C-3 and C-4 species at a site (which corresponds to a salinity gradient in the basin). The average from …


The Dynamical Behavior Of Rodlike Polymers In Concentrated Solutions., Larry Mark Delong Jan 1990

The Dynamical Behavior Of Rodlike Polymers In Concentrated Solutions., Larry Mark Delong

LSU Historical Dissertations and Theses

In chapter One, zero angle depolarized light scattering methods for particle size determinations are demonstrated by a study on aqueous colloidal suspensions of titanium dioxide. Previous results on a poly(tetrafluoroethylene) latex suspension are also briefly recounted and updated to include reanalysis by an additional independent Laplace inversion method, Provencher's CONTIN. Size distributions may be obtained by Laplace inversion of the correlation functions, with excellent agreement among the various Laplace inversion algorithms. Resolution is greatly enhanced, since rotational motions, which are more sensitive to size than translational motions, are detected at zero angle. In Chapter Two, combined static and quasielastic light …


Estimation Of Additive And Heterotic Direct And Maternal Genetic Effects For Carcass Traits In Beef Steers., Sidney Marc Derouen Jan 1990

Estimation Of Additive And Heterotic Direct And Maternal Genetic Effects For Carcass Traits In Beef Steers., Sidney Marc Derouen

LSU Historical Dissertations and Theses

Carcass measurements were taken on straightbred and crossbred steers to estimate least squares means and heterosis (1,494 steers) and, to partition additive and heterotic genetic effects (1,536 steers) on hot carcass weight (HCWT), retail yield (YIELD), ribeye area (REA), fat thickness (FT), marbling score (MS) and Warner-Bratzler shear (WBS). Steers were produced over four generations in a rotational crossbreeding study and consisted of Angus (A), Brahman (B), Charolais (C) and Hereford (H) breeds. Two-, three- and four-breed rotation systems were generated with the restriction that each breed combination include the B. Straightbreds were maintained as controls. Treatment, mating system and …


Seasonal And Daily Variations In Plasma Hormone Concentrations Of The Gulf Killifish, Fundulus Grandis., Arnil Cabading Emata Jan 1990

Seasonal And Daily Variations In Plasma Hormone Concentrations Of The Gulf Killifish, Fundulus Grandis., Arnil Cabading Emata

LSU Historical Dissertations and Theses

Circadian rhythms of hormone secretion and responsiveness to hormones were examined in the gulf killifish. The findings provide additional information to support the hypothesis that reproductive, metabolic and behavioral activities are regulated in part by a temporal interaction of circadian rhythms. These findings include: (1) Daily injections of drugs that influence serotonergic (5-hydroxytryptophan, 5-HTP) and dopaminergic (dihydroxyphenylalanine, DOPA) activities induce conditions appropriate to either summer or winter, and can determine the manner in which a fish reacts reproductively and metabolically to water temperature, the main environmental determinant. (2) Tryptophan-enriched diets stimulated increases in plasma triiodothyronine and somatomedin-C levels, dramatically stimulated …


Late Quaternary Foraminifera Of The Northwestern Gulf Of Mexico. (Volumes I And Ii)., Richard Allen Denne Jan 1990

Late Quaternary Foraminifera Of The Northwestern Gulf Of Mexico. (Volumes I And Ii)., Richard Allen Denne

LSU Historical Dissertations and Theses

A study of distribution patterns of benthic foraminifera from the Recent and late Pleistocene northwestern gulf of Mexico revealed a close relationship between assemblages and water masses. Multivariate analyses (cluster and factor) of species-frequency data from 120 core tops (87-1361 m) show that the assemblages are associated with the Surface Mixed Layer, Gulf Water, Oxygen Minimum Water, Subantarctic Intermediate Water, Caribbean Midwater, and the Mississippi River outflow. A similar study of 61 samples (283-1341 m) from the last glacial (15,000 yBP) delineated the boundaries of the late Pleistocene bathyal water masses. These were (in estimated paleodepths) the Subtropical Underwater (100?-350 …


Ribosomal Rna And The Early Evolution Of Flowering Plants., Robert Keith Hamby Jan 1990

Ribosomal Rna And The Early Evolution Of Flowering Plants., Robert Keith Hamby

LSU Historical Dissertations and Theses

Since the end of the last century, the predominant theories of the early radiation of the angiosperms have been that the earliest flowering plants were most similar to the present-day Magnoliidae (sensu Takhtajan, 1969). This position has been adopted by many, though there are some who suggest that the base of angiosperm radiation lies within the monocots (Burger, 1981) or a combination of monocots and dicots (Burger, 1977; Donoghue and Doyle, 1989a, 1989b). Many different ancestors to the angiosperms themselves have been proposed including, at one time or another, most of the extant gymnosperms, extinct gymnosperms and the extinct seed …


Decontamination Of Soil Using Electro-Osmosis., Jihad Tawfiq Hamed Jan 1990

Decontamination Of Soil Using Electro-Osmosis., Jihad Tawfiq Hamed

LSU Historical Dissertations and Theses

Electrokinetic soil processing is an innovative insitu technique to remove contaminants from soils and groundwater. The process is an alternative to conventional processes, with significant economic and technical advantages. A theory is presented for pH gradient development by diffusion and convection in electrokinetic processing of soils. The premises and consequences of the theory are discussed. Based upon this theory, a mathematical model is developed to predict the pH gradient development in electro-osmosis. Electro-osmosis tests are conducted on saturated kaolinite specimens loaded with Pb(II), Cd(II), and Cr(III) to investigate the feasibility, efficiency, and energy requirements of the process in removal of …


Keeping The Faith: Douglas Southall Freeman, 1886-1953. (Volumes I And Ii)., John R. Peacock Iii Jan 1990

Keeping The Faith: Douglas Southall Freeman, 1886-1953. (Volumes I And Ii)., John R. Peacock Iii

LSU Historical Dissertations and Theses

This is a study of the life and career of Douglas Southall Freeman (1886-1953), whose careful scheduling of every minute of every day allowed him to pursue two full-time careers--one as a historian and one as editor of a major daily newspaper. In both occupations his views were shaped by the traditional values he acquired in this youth--religious conviction, reverence for heroes, devotion to duty, self-control, fortitude, industry, thrift. Growing up in Virginia during the era of the Confederate celebration, Freeman came to admire one hero above all others--Robert E. Lee, a man whose character best exemplified his own moral …


Gas Kick Behavior During Well Control Operations In Vertical And Slanted Wells., Edson Yoshihito Nakagawa Jan 1990

Gas Kick Behavior During Well Control Operations In Vertical And Slanted Wells., Edson Yoshihito Nakagawa

LSU Historical Dissertations and Theses

An experimental study for the determination of the gas fraction and gas velocity in the mud during gas kick control operations was performed. It consisted of two-phase flow of gas-water and gas-mud mixtures through a 14 m (46 ft) fully eccentric annular section of an experimental apparatus. The inclination from the vertical position was varied from 0$\sp\circ$ to 80$\sp\circ$. The results from these tests allowed the evaluation of a previous model for gas bubbles in vertical wells. They also provided support for modifications of that model concerning two aspects: extending its application to slanted wells and improving the simulation in …


Dead-Leaf Foraging Specialization In Tropical Forest Birds., Kenneth Victor Rosenberg Jan 1990

Dead-Leaf Foraging Specialization In Tropical Forest Birds., Kenneth Victor Rosenberg

LSU Historical Dissertations and Theses

This study investigates an example of extreme foraging specialization by tropical birds, namely foraging for arthropods in suspended aerial leaf-litter in lowland tropical rainforest. Up to 16 species at two southwestern Amazonian sites constitute a guild of specialized dead-leaf foragers that make up roughly 11% of the region's insectivorous bird species. Most dead-leaf specialists are ovenbirds (Furnariidae) or antbirds (Formicariidae) that are characteristic members of mixed-species foraging flocks. Individual dead leaves represent an abundant, seasonally stable resource that supports higher prey densities (number per leaf) and a greater proportion of preferred prey than adjacent live foliage. The arthropod fauna of …


Neutron Star Magnetic Fields And Implications For Pulsars And Gamma Ray Bursts., Yeming Sang Jan 1990

Neutron Star Magnetic Fields And Implications For Pulsars And Gamma Ray Bursts., Yeming Sang

LSU Historical Dissertations and Theses

Calculations of ohmic decay of neutron star dipolar magnetic fields which are confined to the neutron star crust are carried out. It is shown that the field does not decay exponentially as has been assumed in most analyses of pulsar observations and that if it occupies the entire crust it decays by less than a factor of order 100 in a Hubble time. Fields that are confined to the outer regions of the crust decay faster and again non-exponentially. We also show that the surface magnetic fields of young pulsars may fluctuate and even change polarities on time-scales much shorter …


Very Highly Excited States Of Two-Electron Systems., Hossein Roshani Sadeghpour Jan 1990

Very Highly Excited States Of Two-Electron Systems., Hossein Roshani Sadeghpour

LSU Historical Dissertations and Theses

The delicate balance that exists between the forces mediating the interaction within multiply-excited electrons and the binding forces of these electrons to the nucleus is totally ignored in the independent particle model of electronic interactions. This dynamical "see-saw" is best described in the hyperspherical representation. We use this method to obtain hyperspherical potential curves, analogous to the Born-Oppenheimer curves of molecular species, for very highly-excited two-electron states of the hydrogen negative ion, helium, and calcium. The present numerical effort exploits the analytic nature of the solutions to the Schroedinger equation at small and large distances to diagonalize the hyperspherical Hamiltonian …


Combining Physical And Numerical Simulation To Investigate The Carbon Dioxide Huff 'N' Puff Process For Enhanced Light Oil Recovery., Jacob Thomas Jan 1990

Combining Physical And Numerical Simulation To Investigate The Carbon Dioxide Huff 'N' Puff Process For Enhanced Light Oil Recovery., Jacob Thomas

LSU Historical Dissertations and Theses

Cyclic CO$\sb2$ injection, more commonly referred to as the CO$\sb2$ huff 'n' puff process, is an enhanced oil recovery method which targets remaining oil. Initially used for heavy oil recovery, it has been applied recently to the enhanced recovery of light oil with promising results. The CO$\sb2$ huff 'n' puff process is physically simulated in laboratory experiments using Berea sandstone consolidated cores with live and dead oil systems. Corefloods provide extensive and systematic data at controlled conditions allowing selected process parameters to be investigated. This research used corefloods to examine the effect of an initial gas saturation and an impure …


An Investigation Of The Effect Of A Favorable External Quality Assurance Review On The Scope Of The External Auditor's Examination Of An Organization's Financial Statements., Michael Charles Toerner Jan 1990

An Investigation Of The Effect Of A Favorable External Quality Assurance Review On The Scope Of The External Auditor's Examination Of An Organization's Financial Statements., Michael Charles Toerner

LSU Historical Dissertations and Theses

The review team that performs an external quality assurance review of an organization's internal audit department examines factors that are very similar to those considered by the external auditor as part of the evaluation of the department. The purpose of the study was to explore the possibility that an external auditor would modify the scope of the audit work when an organization's internal audit department had received a favorable external quality assurance review. In addition, the study investigated the effect that the type of reviewer who performs an external review has on the scope of the external auditor's work. Data …


Studies On Important Volatile Flavor Components In Louisiana Rangia Clam (Rangia Cuneata)., Uraiwan Tanchotikul Jan 1990

Studies On Important Volatile Flavor Components In Louisiana Rangia Clam (Rangia Cuneata)., Uraiwan Tanchotikul

LSU Historical Dissertations and Theses

Important flavor components in Louisiana brackish water clam (Rangia cuneata) were investigated in this dissertation research. Major achievements include: (1) positive identification of the major compound responsible for the objectionable musty/earthy off-flavor in the clam, (2) development of quantitative method to compare the levels of the off-flavor compound in clam samples before and after relaying, and (3) identification of desirable characteristic clam volatile flavor components. The identification of the musty/earthy off-flavor of rangia clam was accomplished by using dynamic headspace sampling (DHS) coupled with high resolution gas chromatography/mass spectrometry (HRGC/MS) in selective ion monitoring (SIM) mode and HRGC aroma perception. …


Parallelization Of Goal-Driven, Production Systems On Hypercube Machines In A C Environment., Rajendra Kumar Shrivastava Jan 1990

Parallelization Of Goal-Driven, Production Systems On Hypercube Machines In A C Environment., Rajendra Kumar Shrivastava

LSU Historical Dissertations and Theses

Production systems are widely used in artificial intelligence to capture the notion of expertise in modeling expert systems. Production systems are computationally intensive programs spending most of the execution time in their MATCH or recognise phase. Efforts have been made by the research in this dissertation to minimize the production system's execution time by optimizing the MATCH phase. Goal oriented deterministic production systems are commonly used for robotics applications and formed the main class of production systems that were studied in this dissertation. The main motivation for the research was to provide a better MATCH algorithm and use the multiprocessing …


Picosecond Resonance Raman Studies Of Solvent Effects On Electron Transfer In Ruthenium-Polypyridine Complexes., Takahiro Yabe Jan 1990

Picosecond Resonance Raman Studies Of Solvent Effects On Electron Transfer In Ruthenium-Polypyridine Complexes., Takahiro Yabe

LSU Historical Dissertations and Theses

Solvent effects in D$\sb3$ symmetric ruthenium-polypyridine complexes were studied by using excited state resonance Raman technique. Picosecond laser techniques were used to determine if electron transfer between ligands could be observed in an effort to learn about electron localization in ruthenium-polypyridine complexes. Ru(bpy)$\sb3\sp{2+}$ (bpy is 2,2$\sp\prime$-bipyridine), Ru(bpym)$\sb3\sp{2+}$ (bpym is 2,2$\sp\prime$-bipyrimidine), and Ru(Me$\sb2$-bpy)$\sb3\sp{2+}$ (Me$\sb2$-bpy is 4,4$\sp\prime$-dimethyl-2,2$\sp\prime$-bipyridine) were investigated in viscous glycerol solution at room temperature and -15$x$C. The viscosities of glycerol at these temperatures are 1487cP and 66500cP, respectively. It was found that in all three metal complexes investigated metal-to-ligand-charge-transfer state is already localized on the time scale of less than …


Biology Of The Twospotted Spider Mite, Tetranychus Urticae (Acari:Tetranychidae) On Several Genotypes Of Soybean And Effects On A Predator Mite, Phytoseiulus Persimilis (Acari:Phytoseiidae)., Jo Ann Canal Wheatley Jan 1990

Biology Of The Twospotted Spider Mite, Tetranychus Urticae (Acari:Tetranychidae) On Several Genotypes Of Soybean And Effects On A Predator Mite, Phytoseiulus Persimilis (Acari:Phytoseiidae)., Jo Ann Canal Wheatley

LSU Historical Dissertations and Theses

In a laboratory experiment with five genotypes of soybean, Glycine max (L.) Merrill, developmental time and fecundity of Tetranychus urticae Koch was measured. Developmental time for virgin females on leaf disks was shortest on Plant Introduction (PI) 227687, 'DSR 352,' and 'Williams.' There were no differences in development time for male mites due to genotype. Females laid more eggs per day on PI 227687 and more total eggs on PI 227687 and 'DSR 352' than on 'Williams,' 'Clark,' and 'Davis.' Life tables were constructed for mite cohorts on each soybean genotype. Values for r, intrinsic rate of increase, ranged from …


Quantum Monte Carlo Simulations Of Hubbard And Anderson Models., Yi Zhang Jan 1990

Quantum Monte Carlo Simulations Of Hubbard And Anderson Models., Yi Zhang

LSU Historical Dissertations and Theses

We present, in this dissertation, a numerical simulation method to study interacting fermion systems. The general simulation procedures are discussed in connection with a description of a Quantum Monte Carlo simulation algorithm for interacting electrons on lattices. The algorithm presented here has been used to simulate interacting electrons on lattices, and it makes possible the study of substantially larger systems than can be studied by other numerical methods. As long as certain limits of applicability are respected, model Hamiltonians of interacting electrons can be studied without resort to uncontrolled approximations. The method then provides nearly exact solutions to model Hamiltonians …


The Effects Of Imagined Interaction And Planning On Speech Fluency And Message Strategy Selection., Terre Huhn Allen Jan 1990

The Effects Of Imagined Interaction And Planning On Speech Fluency And Message Strategy Selection., Terre Huhn Allen

LSU Historical Dissertations and Theses

The purpose of the present investigation was to examine the impact that preprocessing of conversation episodes has on speech fluency and message strategy selection. This study sought to define imagined interaction activity as a precommunicative mental rehearsal strategy. The primary focus of the present investigation was to link the rehearsal function of imagined interaction to preplanning for anticipated encounters. The present investigation used an experimental design that included two independent variables; (1) induced rehearsal; and (2) an individual tendency to rehearse mentally, operationalized via imagined interaction. Five variables served as dependent measures for the present investigation. Three pausal variables were …


Using The Domestic Chicken Egg For Culturing Preimplantation Mammalian Embryos., Eldred Griffin Blakewood Jan 1990

Using The Domestic Chicken Egg For Culturing Preimplantation Mammalian Embryos., Eldred Griffin Blakewood

LSU Historical Dissertations and Theses

A novel embryo culture system has been developed using 96-hour chick embryos. One to four mammalian embryos can be injected into the chick embryo amnion (CEA) and allowed to develop for 72 to 96 hours. Pronuclear-stage mouse embryos from two different strains were cultured in the CEA or in Whitten's medium. There were more expanded blastocysts from one strain of embryos when cultured in the CEA. More hatched blastocysts resulted from embryos of both strains when cultured in the CEA. Two to eight-cell goat embryos cultured in the CEA for 72 hours or on cell monolayers reached to blastocyst stage …


Factors Influencing The Selection Of Business Majors As Perceived By University Business Students., E. Evaline Echols Jan 1990

Factors Influencing The Selection Of Business Majors As Perceived By University Business Students., E. Evaline Echols

LSU Historical Dissertations and Theses

The objectives of this study were to: describe business majors in Tennessee universities affiliated with the National Association of Business Teacher Education (NABTE), compare the demographic characteristics of business students among groups of majors, determine the perceived degree of desirability of various business majors, determine the perceived influence of various factors on the selection of a college major by business students and groups of business majors, determine why business students did not choose business teacher education as a major, determine student perceptions toward careers and majors, and compare student perceptions toward careers and majors among different groups of business majors. …


A Parallel Processing Development System To Perform Automatic Correlation Of Subsurface Petrophysical Logs. (Volumes I And Ii)., William Box Evans Jan 1990

A Parallel Processing Development System To Perform Automatic Correlation Of Subsurface Petrophysical Logs. (Volumes I And Ii)., William Box Evans

LSU Historical Dissertations and Theses

A parallel processing framework for the investigation of three dimensional subsurface geological problems is developed. The Floating Point Systems T-20 hypercube parallel computer system is used in the automatic correlation of petrophysical well logs. Parallel processing issues such as processor management, interprocessor communications management, memory management and algorithm development are discussed. Techniques are discussed to use spontaneous potential petrophysical logs to segregate subsurface strata into sand and shale segments. These segments are then used to generate sand/shale ratio logs for use in an automatic subsurface stratigraphic analysis system on a parallel machine. Phase one prepares petrophysical logs for stratigraphic analysis. …


Spinach Carbonic Anhydrase: Primary Sequence, Transport Into Chloroplasts And Expression In Escherichia Coli., Timothy William Fawcett Jan 1990

Spinach Carbonic Anhydrase: Primary Sequence, Transport Into Chloroplasts And Expression In Escherichia Coli., Timothy William Fawcett

LSU Historical Dissertations and Theses

Carbonic anhydrase (CA) catalyzes the reversible hydration of CO$\sb2$. Plant carbonic anhydrases are structurally distinct from those found in animals. In C$\sb3$ plants, the enzyme is located in chloroplasts. To date, little structural information on the enzyme from plants has been available. In this study the full-length cDNA for the spinach chloroplast CA was sequenced. The cDNA contained 1,156 base pairs. The open reading frame encoded a protein of 34,569 daltons. Comparison of the N-terminal sequence of this protein with that of other chloroplast precursors indicated that CA is synthesized as a precursor. The transit peptide likely contains about 60 …


Tonal Methods Of Cyclic Unification In Haydn's Mature Keyboard Sonatas., Stuart David Foster Jan 1990

Tonal Methods Of Cyclic Unification In Haydn's Mature Keyboard Sonatas., Stuart David Foster

LSU Historical Dissertations and Theses

The purpose of this monograph is to explore the diverse types of harmonic relationships among movements in the mature keyboard sonatas of Joseph Haydn. The mature sonatas are defined as those written ca. 1765 and later, of which there are thirty-five. This study draws examples from seventeen of these sonatas in which intermovement harmonic relationships make significant contributions to the overall unity of the sonata. In discussing questions of unity in Haydns music, most scholars have concentrated on thematic or motivic similarities, which are perhaps the most obvious unifying features. This study, on the other hand, discusses examples that involve …


The Time Series Behavior Of Intradaily Stock Prices., John Joseph Hatem Jan 1990

The Time Series Behavior Of Intradaily Stock Prices., John Joseph Hatem

LSU Historical Dissertations and Theses

This dissertation investigates the time-series properties of intradaily stock prices. It provides a model of the return generating process that is capable of incorporating not only such institutional constraints as the specialist's bid-ask spread, but also the presence of dependence in the conditional variance. It extends the literature by introducing a conditional error distribution, the power-exponential, that adequately accounts for not only leptokurtosis but also peakedness in the empirical distribution. Evidence is presented that suggests intradaily returns are best modelled as a mixture of distributions. Furthermore, it documents the inability of information proxies, such as volume or the number of …