Tunnel diode circuit used as nanosecond-range time marker

Simple tunnel diode time marker circuit determines the time at which an event occurs in a scintillation crystal. It is capable of triggering at voltages as low as the noise level of a 10-stage PM tube

The performance of Islamic versus conventional stocks during the COVID-19 shock: Evidence from firm-level data

In this study, we extend the recently heated debate that compares the performance of Shariah compliant equities with their non-Shariah compliant counterparts especially during the Covid-19 shock. Unlike the existing literature, which uses stock market index level data to reach controversial conclusions, we use firm-level stock returns data to find robust evidence that Shariah compliant stocks outperformed their conventional counterparts during the Covid-19 market meltdown. More specifically, we find that the prices of Shariah compliant stocks reacted to the increase in Coronavirus confirmed cases and government social distancing measures with lower negative returns than the prices of non-Shariah compliant stocks. Overall, our findings imply that Shariah compliant stocks fared better during the Covid-19 crisis episode

Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis

In this paper, we examine the impact of investors’ attention to COVID-19 on stock market returns and the moderating effect of national culture on this relationship. Using daily data from 34 countries over the period 23 January to 12 June 2020, and measuring investors’ attention with the Google search volume (GSV) of the word “coronavirus” for each country, we find that investors’ enhanced attention to the COVID-19 pandemic results in negative stock market returns. Further, measuring the national culture with the uncertainty avoidance index (the aspect of national culture which measures the cross-country differences in decision-making under stress and ambiguity), we find that the negative impact of investors’ attention on stock market returns is stronger in countries where investors possess higher uncertainty avoidance cultural values. Our findings imply that uncertainty avoidance cultural values of investors promote financial market instability amid the crisis

Along a Mobius strip : a journey into postcolonial theory, decolonization, and social studies within Indigenous context

"May 2014."Dissertation Supervisor: Dr. Antonio J. Castro.Includes vita.Utilizing scholarship related to postcolonial theory, decolonization, and critical pedagogy, this dissertation sought to deconstruct the traditions of qualitative academic research to open spaces for critical dialogue about social studies education with/in Indigenous contexts. Challenging the hegemonic structures embedded in the United States in relation to research, teaching, and learning for social studies, this work sought to place the voices of participants in one American Southwest school district as informing problems and possible solutions for social studies curriculum (in the form of state-level standards, textbooks, and teaching materials) with/in Indigenous contexts. The dissertation found social studies as a subject area in the district to be marginalized from larger education conversations about testing, teaching, and learning while simultaneously continuing a curricular tradition that neglected accurate and relevant content and contexts related to Indigenous histories and contexts. Unpacking the Eurocentric master narrative inherent in social studies curriculum and the history of research with/in Indigenous contexts were central to this work. Beginning the life-long process of deconstructing colonialist thinking through critical reflexivity was another major aspect taken up throughout the dissertation.Includes bibliographical references (pages 162-180)

Corporate Dividend Policies during the COVID-19 Pandemic

: In this paper, we examine the changes in corporate dividend policies during the COVID-19 shock. For empirical analysis, we employ annual data of 360 companies from the Pakistan Stock Exchange over the period 2015–2020. Using descriptive analysis and Logit regression models, we find that firms were more likely to either omit or reduce dividend payments during the pandemic year of 2020 as compared to the trends in pre-COVID-19 years of 2015–2019. Further, firms with higher profitability, asset turnover and size were less likely to opt for dividend omissions. On the contrary, dividend omissions were more likely among firms with higher debt ratios. The findings of this study helps to understand firm dividend policies during crisis periods

Sensing the heat: Climate change vulnerability and foreign direct investment inflows

We investigate whether climate change vulnerability determines foreign direct investment (FDI) inflows. We reason that multinational firms foresee a higher climate change vulnerability of host-country a locational disadvantage while making FDI allocation decisions. Utilizing annual data from 152 countries spanning the period 1996–2019 and employing the panel pooled ordinary least square regressions, we evidence that FDI inflows are lower in countries more vulnerable to climate change. We also observe that FDI inflows are only sensitive to climate-related risks in high- and middle-income countries, but not in low-income countries where the market size is a primary driver of FDI inflows. Moreover, we also find that host countries may weaken the adverse effects of climate change vulnerability on FDI inflows by strengthening the economic, institutional, and social environment