Bibliographic Control of Serial Publications

An important problem with serials is bibliographic control. What good does it do for libraries to select, acquire, record, catalog, and bind large holdings of serial publications if the contents of those serials remain a mystery to all except the few who have the opportunity to examine selected journals of continuing personal interest and have discovered some magic way of retaining the gist of the contents? Bibliographic control is the indexing and abstracting of the contents or guts of what is included in the serials. It is this control, provided by secondary publishing services, which this article will discuss. Just as there are problems with serials in general, there are some easily identifiable problems connected with their bibliographic control including: volume, overlap, costs, elements and methods, and a few other miscellaneous considerations. Some history of bibliographic control will also put the current problems in a helpful perspective. Hereafter "bibliographic control" will be designated by the term "abstracting and indexing," one of these alone, or the shorter "a & i." (I do distinguish between abstracting and indexing and believe that they are not in order of importance and difficulty.) Although a & i do provide bibliographic control, this paper will not discuss cataloging, tables of contents, back-of-the-book indexes, year-end indexes, cumulative indexes, lists of advertisers, or bibliographies. If there is to be control, there must always be indexing. Abstracting is a short cut, a convenience, and perhaps a bibliographic luxury which may be now, or is fast becoming, too rich, in light of other factors to be discussed, for library blood and for the users of libraries especially for the users of indexes who may not depend upon the library interface. Abstracting, though, provides a desirable control, and one which will continue to be advocated.published or submitted for publicatio

Market Efficiency and the NHL totals betting market: Is there an under bias?

Sports betting and racetrack markets continue to be utilized by academic researchers to provide insights into theories relating to more complex speculative markets. Previous investigations have focused on testing the efficient markets hypotheses and behavioral biases of the participants. This paper investigates the market efficiency of the National Hockey League (NHL) goal totals over/under betting market. The market is found to be inefficient and simple wagering strategies are identified that result in profitable returns.market efficiency, under bias, National Hockey League, sports betting markets, goal totals

Temperature distributions and thermal stresses in a graded zirconia/metal gas path seal system for aircraft gas turbine engines

A ceramic/metallic aircraft gas turbine outer gas path seal designed for improved engine performance was studied. Transient temperature and stress profiles in a test seal geometry were determined by numerical analysis. During a simulated engine deceleration cycle from sea-level takeoff to idle conditions, the maximum seal temperature occurred below the seal surface, therefore the top layer of the seal was probably subjected to tensile stresses exceeding the modulus of rupture. In the stress analysis both two- and three-dimensional finite element computer programs were used. Predicted trends of the simpler and more easily usable two-dimensional element programs were borne out by the three-dimensional finite element program results

Evaluation of Water Conservation From More Efficient Irrigation Systems

Resource /Energy Economics and Policy,

Differential Scanning Calorimetry (DSC) Analyses Of Superelastic And Nonsuperelastic Nickel-Titanium Orthodontic Wires

The purpose of this study was to determine the transformation temperatures for the austenitic, martensitic, and rhombohedral (R) structure phases in representative as-received commercial nitinol (NiTi) orthodontic wire alloys, to reconcile discrepancies among recent publications. Specimens were examined by differential scanning calorimetry (DSC) over a temperature range from approximately −170° C to 100° C, with a scanning rate of 10° C per minute. Two different pathways, with the intermediate R structure either absent or present, were observed for the transformation from martensitic to austenitic NiTi, whereas the reverse transformation from austenitic to martensitic NiTi always included the R structure. The enthalpy (ΔH) for the transformation from martensite to austenite ranged from 0.3 to 35 calories per gram. The lowest ΔH value for the nonsuperelastic Nitinol wire is consistent with a largely work-hardened, stable, martensitic microstructure in this product. The DSC results indicate that the transformation processes are broadly similar in superelastic, body-temperature shape-memory, and nonsuperelastic NiTi wires. Differences in bending properties for the NiTi orthodontic wires at room temperature and 37° C are due to the relative proportions of the metallurgical phases in the microstructures

ON THE FACILITATIVE ROLE OF THE ECONOMIST IN ECONOMIC DEVELOPMENT - CASE STUDY OF A GEORGIA SHRIMP HARBOR INVESTMENT

Community/Rural/Urban Development,

Return-volatility linkages in the international equity and currency markets

This paper, which is motivated by the literature on international asset pricing and recent work on exchange rate determination, investigates dynamic relationshiops between major currency and equity markets. Using a multivariate GARCH framework, we examine conditional cross-autocorrelations between pairs of national equity markets and related exchange rates. This provides a parsimonious way of testing mean-volatility relationships in currency and equity markets and re-examining the robustness of relationships between equity markets, while controlling for exchange rate effects. We find that the relationship between currency and equity markets is bi-directional, significant, persistent, and independent of the relationship strictly between equity markets, and that it is better captured by the conditional second moments.international asset pricing; exchange rate determination; equity markets; relationships between currency and equity markets

Return-volatility linkages in the international equity and currency markets

This paper, which is motivated by the literature on international asset pricing and recent work on exchange rate determination, investigates dynamic relationshiops between major currency and equity markets. Using a multivariate GARCH framework, we examine conditional cross- autocorrelations between pairs of national equity markets and related exchange rates. This provides a parsimonious way of testing mean- volatility relationships in currency and equity markets and re-examining the robustness of relationships between equity markets, while controlling for exchange rate effects. We find that the relationship between currency and equity markets is bi-directional, significant, persistent, and independent of the relationship strictly between equity markets, and that it is better captured by the conditional second momentsinternational asset pricing, exchange rate determination, equity markets, relationships between currency and equity markets