Friksi Antara Permukaan Beton Spun Pile Bagian Dalam Dengan Beton Pengisi

Spun pile adalah tiang pancang berbentuk bulat dan berongga pada bagian tengah. Metode pembuatan spun pile adalah memanfaatkan gaya sentrifugal untuk proses pemadatan beton, yaitu dengan cara diputar (spinning), sehingga ada kemungkinan akan menimbulkan kuat tekan yang tidak merata pada ketebalan dinding tiang. Selain itu, pada permukaan bagian dalam lubang spun pile,biasanya terdapat lapisan yang relatif lunak (slurry). Terdapatnya lapisan slurry tersebut kemungkinan akan mempengaruhi friksi dengan beton pengisi. Penelitian ini bertujuan untuk mempelajari friksi antara beton bagian dalam spun pile dengan beton baru sebagai pengisi. Hasil penelitian pada permukaan beton spun pile bagian dalam dengan beton pengisi dengan lapisan slurry yang tipis menunjukkan bahwa semakin tinggi kandungan semen beton pengisi, friksi antara spun pile dan beton pengisi akan meningkat. Namun, pengaruh kandungan semen tersebut relatif tidak signifikan pada spun pile yang memiliki lapisan slurry yang tebal. Friksi terendah rata-rata antara beton spun pile bagian dalam dengan beton pengisi yang memiliki lapisan slurry dengan ketebalan sekitar 3 mm adalah 11,87 kg/cm2

What is the evidence for giving chemoprophylaxis to children or students attending the same preschool, school or college as a case of meningococcal disease?

We performed a systematic literature review to assess the effectiveness of chemoprophylaxis for contacts of sporadic cases of invasive meningococcal disease (IMD) in educational settings. No studies directly compared IMD risk in contacts with/without chemoprophylaxis. However, compared to the background incidence, an elevated IMD risk was identified in settings without a general recommendation for chemoprophylaxis in pre-schools [pooled risk difference (RD) 58·2/10⁵, 95% confidence interval (CI) 27·3-89·0] and primary schools (pooled RD 4·9/10⁵, 95% CI 2·9-6·9) in the ~30 days after contact with a sporadic IMD case, but not in other educational settings. Thus, limited but consistent evidence suggests the risk of IMD in pre-school contacts of sporadic IMD cases is significantly increased above the background risk, but lower than in household contacts (pooled RD for household contacts with no chemoprophylaxis vs. background incidence: 480·1/10⁵, 95% CI 321·5-639·9). We recommend chemoprophylaxis for pre-school contacts depending on an assessment of duration and closeness of contact

Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models

A popular explanation of aggregate stock market behavior suggests that assets are priced as if there were a representative investor whose utility is a power function of the difference between aggregate consumption and a “habit” level, where the habit is some function of lagged and (possibly) contemporaneous consumption. But theory does not provide precise guidelines about the parametric functional relationship between the habit and aggregate consumption. This makes for- mal estimation and testing challenging; at the same time, it raises an empirical question about the functional form of the habit that best explains asset pricing data. This paper studies the ability of a general class of habit-based asset pricing models to match the conditional moment restrictions implied by asset pricing theory. Our approach is to treat the functional form of the habit as unknown, and to estimate it along with the rest of the model’s finite dimensional parameters. This semiparametric approach allows us to empirically evaluate a number of interesting hypotheses about the specification of habit-based asset pricing models. Using stationary quarterly data on consumption growth, assets returns and instruments, our empirical results indicate that the estimated habit function is nonlinear, the habit formation is internal, and the estimated time-preference parameter and the power utility parameter are sensible. In addition, our estimated habit function generates a positive stochastic discount factor (SDF) proxy and performs well in explaining cross-sectional stock return data. We find that an internal habit SDF proxy can explain a cross-section of size and book-market sorted portfolio equity returns better than (i) the Fama and French (1993) three-factor model, (ii) the Lettau and Ludvigson (2001b) scaled consumption CAPM model, (iii) an external habit SDF proxy, (iv) the classic CAPM, and (v) the classic consumption CAPM

Daycare attendance and risk of childhood acute lymphoblastic leukaemia

The relationship between daycare/preschool (‘daycare’) attendance and the risk of acute lymphoblastic leukaemia was evaluated in the Northern California Childhood Leukaemia Study. Incident cases (age 1–14 years) were rapidly ascertained during 1995–1999. Population-based controls were randomly selected from the California birth registry, individually matched on date of birth, gender, race, Hispanicity, and residence, resulting in a total of 140 case–controls pairs. Fewer cases (n=92, 66%) attended daycare than controls (n=103, 74%). Children who had more total child–hours had a significantly reduced risk of ALL. The odds ratio associated with each thousand child–hours was 0.991 (95% confidence interval (CI): 0.984–0.999), which means that a child with 50 thousand child–hours (who may have, for example, attended a daycare with 15 other children, 25 h per week, for a total duration of 30.65 months) would have an odds ratio of (0.991)50=0.64 (95% CI: 0.45, 0.95), compared to children who never attended daycare. Besides, controls started daycare at a younger age, attended daycare for longer duration, remained in daycare for more hours, and were exposed to more children at each daycare. These findings support the hypothesis that delayed exposure to common infections plays an important role in the aetiology of childhood acute lymphoblastic leukaemia, and suggest that extensive contact with other children in a daycare setting is associated with a reduced risk of acute lymphoblastic leukaemia

Option Pricing Kernels and the ICAPM

We estimate the parameters of pricing kernels that depend on both aggregate wealth and state variables that describe the investment opportunity set, using FTSE 100 and S&P 500 index option returns as the returns to be priced. The coefficients of the state variables are highly significant and remarkably consistent across specifications of the pricing kernel, and across the two markets. The results provide further evidence that, consistent with Merton's (1973) Intertemporal Capital Asset Pricing Model, state variables in addition to market risk are priced