Correlation between structure and Rayleigh parameters in the lead-free piezoceramic (1-x)Ba(Ti0.88 Sn0.12)O3-x(Ba0.7Ca0.3)TiO3

Composition dependent Rayleigh and structural analysis was carried out on the lead-free piezoceramics (1-x)(BaTi0.88Sn0.12)-x(Ba0.7Ca0.3)TiO3 at room temperature. The system exhibits tetragonal (P4mm) structure for x > 0.21, rhombohedral (R3m) for x < 0.13 and orthorhombic (Amm2) for 0.13<x<0.21. Rayleigh analysis suggests that the irreversible contribution to the dielectric response is enhanced in the single phase orthorhombic compositions in the vicinity of the R3m-Amm2 and Amm2-P4mm phase boundaries, and not in compositions exhibiting phase coexistences (x = 0.12 and 0.22). We also found a correspondence between the irreversible Rayleigh parameter and the coercive field in this system.Comment: 18 pages 5 figure

Gujarat Vidhan Sabha elections 2012: preparing polling booths

More than 12 million people, or 68 per cent of eligible voters, went to the polls in Gujarat on Thursday. Brajesh Kumar describes how a local school in Dugheri was transformed into a polling booth for the day

Pattern of Agricultural Diversification in India

Agricultural diversification as measured by increase in the percent of non-food crops has grown; whereas diversification as measured by the concentration indices has remained unchanged in the recent decade. There have been significant changes in the pattern of agricultural diversification at the regional level. Within a region, smaller sub-regions or pockets of specialization in certain crops and crop-groups have emerged. Farms do not remain diversified and the usual notion of crop diversification as a risk management practice is also belied in the present study. The study also found certain kind of structural changes in all sub-sectors of agriculture : crop, livestock, and fisheries. Concerns over extreme effects of such changes are however, not valid.agricultural diversification, Agriculture Analysis, India, non-food crops, crop, livestock, and fisheries

Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market

<div align=justify>This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect. Interdependence of Indian stock market with other fourteen world markets in terms of long run integration, short run dependence (return spillover) and volatility spillover are investigated. These markets are that of are Canada, China, France, Germany, Hong-Kong, Indonesia, Japan, Korea, Malaysia, Pakistan, Singapore, Taiwan, United Kingdom and United States. Long run and short run integration is examined through Johansen cointegration techniques and Granger causality test respectively. Vector autoregressive model (VAR 15) is used to estimate the conditional return spillover among these indices in which all fifteen indices are considered together. The effect of same day return in explaining the return spillover is also modeled using univariate models. Volatility spillover is estimated through AR-GARCH in which residuals from the index return is used as explanatory variable in GARCH equation. Return and volatility spillover between Indian and other markets are modeled through bivariate VAR and multivariate GARCH (BEKK) model respectively. It is found that there is greater regional influence among Asian markets in return and volatility than with European and US. Japanese market, which is first to open, is affected by US and European markets only and affects most of the Asian Markets. Also, high degree of correlation among European indices namely FTSE, CAC and DAX is observed. US market is influenced by both Asian and European markets. Specific to Indian context, it is found that Indian market is not cointegrated with rest of the world except Indonesia. This may provide diversification benefits for potential investors. However, strong short run interdependence is found between Indian markets and most of the other markets. Indian and other markets like US, Japan, Korea, and Canada positively affect each others conditional returns significantly. Indian market also has significant effect on Malaysia, Pakistan, and Singapore return. This study found that there is significant positive volatility spillover from other markets to Indian market, mainly from Hong Kong, Korea, Japan, and Singapore and US market. Indian market affects negatively the volatility of US and Pakistan. It is interesting to note that Chinese and Pakistan markets are less integrated with other Asian, European and US markets.</div>

The Dynamic Relationship between Price and Trading Volume:Evidence from Indian Stock Market

This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume are examined. Then we examine the dynamic relation between returns and volume using VAR, Granger causality, variance decomposition (VD) and impulse response function (IRF). Mixture of Distributions Hypothesis (MDH), which tests the GARCH vs. Volume effect, is also studied between the conditional volatility and volume. The results show that there is positive and asymmetric relation between volume and price changes. Further the results of VAR and Granger causality show that there is a bi-directional relation between volume and returns. However, the results of VD imply weak dynamic relation between returns and volume which becomes more evident from the plots of IRF. On MDH, our results are mixed, neither entirely rejecting the MDH nor giving it an unconditional support.

Some Numerical and Phenomenological Studies in Loop Quantum Cosmology

A key feature of the singularity resolution in loop quantum cosmology (LQC) is the occurrence of the quantum bounce when the spacetime curvature becomes comparable to the Planck scale. The presence of quantum bounce greatly modifies the dynamics of the early universe and can have important implications for observational signatures. Although the quantum bounce has been previously studied via numerical methods for initial conditions that correspond to large macroscopic universes at late times, a detailed study of the robustness of the quantum bounce for a generic class of initial condition has so far been missing due to severe computational challenges. In the first part of this dissertation, we develop the Chimera scheme, an efficient numerical technique, and study the physics of the quantum bounce in an isotropic and homogeneous spacetime. We find that the quantum bounce is a robust phenomenon and independent of initial conditions, while its quantitative features depend on the quantum fluctuations of the initial state. In addition to these results we present a detailed analysis of the validity of the effective description of LQC, which shows that the effective description remains valid so long as the quantum fluctuations in the state are negligible. These results set the stage to compute finer corrections due to the quantum fluctuations of the spacetime geometry to the observational signatures of LQC. Using the Chimera scheme we also study, for the first time, non-singular evolution in the presence of a negative scalar field potential which gives rise to a cyclic universe. In the second part of the thesis, we focus on the phenomenological aspects of the singularity resolution. We study the transitions of various geometrical structures across the bounce and the effect of the quantum bounce on the inflationary scenario in Bianchi-I spacetime. Using the nonsingular evolution of LQC we also explore the possibility of anti-de Sitter to de Sitter vacuum transitions, a long standing problem in the multiverse scenario, which plays an important role in defining a local measure in the multiverse

Merger of Bank of Karad Ltd. (BOK) with Bank of India (BOI): A Case Study

In an increasingly globalized and competitive world, it is imperative that all institutions not only follow global practices, but also that they are globally competitive, efficient and sound. In the corporate world it is said if you can’t beat your competitor then go with them i.e. merge your company with your rival or take them over. So all it boils down to is the survival of the fittest. This process helps in attaining greater market share, acquiring additional brands, cannibalizing competing brands, realizing improved infrastructure, creating new synergies, and capitalizing on efficiencies and economies of scale or to globalize in the shortest span of time. A banking merger is just the same as the merger of two companies except that it involves banks. Mergers and Acquisitions (M&amp;A) in the banking sector may be in the form of amalgamation, absorption, consolidation, acquisition or takeover. The important point in the bank merger is that banking activities of the participants will always be regulated.  The present research paper delineates the effects of M&amp;A on the Financials of the Merger of Bank of Karad Ltd. (BOK) with Bank of India (BOI) before and after merger. For this purpose various variables namely, capital, deposits, investments, advances, interest earned, interest paid, total income, total expenditure and net profit have been identified. In the analysis of variables figures for four year prior to merger and figures of variables for four years after the merger have been taken. Figures prior to merger are the total of value of variables of both amalgamating bank (the bank which loses its identity) and amalgamated bank (the bank which continues its existence). The result of regression equation has been found effective after merger of BOI and BOK from the point of view of capital, deposits, investments, advances,  fixed assets, interest earned, total income, net profit and total assets. In the case of interest expenditure and total expenditure result of regression equation has been found ineffective. The Null Hypothesis is rejected in all variables except interest expenditure. Key Words: Merger, Acquisition, Capital, Deposits, Investments, Advances, Fixed Assets, Interest Earned, Interest Paid, Total Income, Total Expenditure, Net Profit and Total Asset