A investigation into share prices’ conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt

This paper investigates the leverage effect in African countries by applying normal and non-normal distribution densities. Furthermore, we investigate the possible opportunities for portfolio diversification in South Africa, Nigeria, and Egypt. We find that negative stock returns do not generate higher volatility in further returns than past positive returns. All three countries are subject to the ARCH effect, where past stock information (volatility) influence the current stock returns (volatility). We also find that Gaussian distribution produces a better estimate as compared to non-normal distribution. In terms of portfolio diversification, returns are also subject to the ARCH effect, however, the leverage effect does not determine that past negative returns influence the current stock returns asymmetrically

Sustainable Investing Based on Momentum Strategies in Emerging Stock Markets: A Case Study for Bombay Stock Exchange (BSE) of India

This research article examines the profitability on the momentum portfolios in the case of the emerging stock market of India, i.e. Bombay Stock Exchange (BSE). Sustainable investing integrates environmental, social and governance (ESG) characteristics into investment decisions. Risk management is one of the most significant ranking factors determining the adoption of corporate strategies based on sustainable investing. A sustainable stock market provides a transparent and effective solution to inherent challenges related to environmental, social, economic and corporate governance issues. The theoretical and empirical analysis conducted in this research article reveals the status of BSE of India in this regard. A company's sustainable market orientation is very important for future developments. The practical significance of this research paper is to investigate the profitability of momentum strategies in Bombay Stock Exchange of India, which is an emergent market. Moreover, the presence of short term momentum effect on Indian stock market is basically an anomaly caused by behavioral and risk-based portfolio construction factors. On the other hand, momentum strategies is a reliable alternative with strong empirical evidence to both fundamental approaches of classical finance, namely efficient market hypothesis (EMH) and behavioral finance paradigm.JEL Codes - C22; G11; G17; O16; Q0

Australian Stock Exchange and sub-variants of price momentum strategies

The aim of this study is to examine the sub-variants of price momentum strategies. The paper recommends which sub-variants post above average returns for Australian Stock Exchange. It also analyzes the return behavior of short-term momentum effect among sub-variants of price momentum strategies. It has been found that monthly price momentum strategies result in above average abnormal returns, whereas weekly price momentum strategies should be used in combination with monthly price momentum strategies. Trading volume-based momentum investment strategies should not be used at all

Heterogeneity-aware task allocation in mobile ad hoc cloud

Mobile Ad Hoc Cloud (MAC) enables the use of a multitude of proximate resource-rich mobile devices to provide computational services in the vicinity. However, inattention to mobile device resources and operational heterogeneity-measuring parameters, such as CPU speed, number of cores, and workload, when allocating task in MAC, causes inefficient resource utilization that prolongs task execution time and consumes large amounts of energy. Task execution is remarkably degraded, because the longer execution time and high energy consumption impede the optimum use of MAC. This paper aims to minimize execution time and energy consumption by proposing heterogeneity-aware task allocation solutions for MAC-based compute-intensive tasks. Results of the proposed solutions reveal that incorporation of the heterogeneity-measuring parameters guarantees a shorter execution time and reduces the energy consumption of the compute-intensive tasks in MAC. A system model is developed to validate the proposed solutions' empirical results. In comparison with random-based task allocation, the proposed five solutions based on CPU speed, number of core, workload, CPU speed and workload, and CPU speed, core, and workload reduce execution time up to 56.72%, 53.12%, 56.97%, 61.23%, and 71.55%, respectively. In addition, these heterogeneity-aware task allocation solutions save energy up to 69.78%, 69.06%, 68.25%, 67.26%, and 57.33%, respectively. For this reason, the proposed solutions significantly improve tasks' execution performance, which can increase the optimum use of MAC. © 2013 IEEE

Evaluating the role and integration of general practice pharmacists in England:a cross-sectional study

Background Since 2015, NHS England has facilitated the recruitment of pharmacists in general practice (GP) to reduce workload of general practitioners. The role of pharmacists is therefore expected to become more clinical and patient oriented. However, little is known about the current roles performed and the integration of GP pharmacists. Objective To assess the role performed by GP pharmacists and their integration into practice exploring facilitators and barriers to integration. Setting A cross-sectional survey of GP pharmacists in England. Method This study used both online and paper-based questionnaires for a period of six months. Survey items included demographics, roles performed, integration including available support and practice environment. Quantitative data were analysed using descriptive statistics and 95% confidence intervals. Open comments were analysed thematically to identify pharmacists’ perceptions of barriers and facilitators to their integration into practice. Main outcome measure Current role and integration of pharmacists into GP. Results 195 participants completed the questionnaire. Three quarters of pharmacists (76%) had only been in GP since 2015. Most pharmacists (81%) were independent prescribers (PIPs). The most reported pharmacists’ roles were medicine reconciliation (95%), telephone support for patients (95%) and face-to-face medication review (91%). 82% (95% CI: 76% to 86.8%) were satisfied with their overall integration into practice. Half of pharmacists (45%) were working in a shared office or at a hot desk and 9% had no designated workspace. PIPs had more access to a convenient workplace (p = 0.016) compared to non-IPs. Conclusion Practice pharmacists are fulfilling a wide range of clinical and non-clinical roles in England. Findings highlight relatively a satisfactory level of pharmacists’ integration into practice and shed the light on their integration issues. These findings could be significant for the development of future roles of pharmacists in GP

A Bibliometric Analysis of the Top 100 Cited Articles on Hepatic Magnetic Resonance Imaging.

The purpose of this study is to guide the readers to the impact of the articles published on hepatic magnetic resonance imaging (MRI). We searched Scopus using 10 different search terms for hepatic MRI. The selected studies were thoroughly reviewed by two independent authors and any disagreement was sorted out by mutual consensus. The list of articles and journals was downloaded into an excel spreadsheet. Only the top 100 cited articles were selected by mutual consensus among all the authors. These articles were further read in the full-text form and were further categorized into subgroups. Three authors independently reviewed the top 100 selected articles, and subsequently data was extracted from them and analyzed. Our study showed that the highest number of top 100 cited articles on hepatic MRI were from Radiology (30 articles) followed by European Radiology (14 articles). The American Journal of Roentgenology, Radiographics, and Journal of Magnetic Resonance had seven articles each. The United States had the highest number of articles by region. Nineteen other journals contributed only one article each to the list of top 100 cited articles. The contribution of authors to the top 100 cited articles was reviewed; all the authors contributing with more than two articles to the highly cited articles are given in Table 3 in the supplementary material. The maximum number of articles were published during 2009 (14 articles), and for a five-year period, the maximum contribution was made during 2008-2013 (44 articles). Our analysis gives an insight on the frequency of citations of top articles on hepatic MRI, categorizes the subtopics, the timeline of the publications, and contributions from different geographic distributions