scholarly journals Factor-Loading Uncertainty and Expected Returns

Author(s):  
Chris S. Armstrong ◽  
Snehal Banerjee ◽  
Carlos Corona
2012 ◽  
Vol 26 (1) ◽  
pp. 158-207 ◽  
Author(s):  
Christopher S. Armstrong ◽  
Snehal Banerjee ◽  
Carlos Corona

Author(s):  
F. Al-Kufaishi

Two localities (Al-Marij and Laik) were selected to investigate the type of Quartz Grains from crustal material formed by evaporation of waters discharged by springs in Hit area, western Iraq, Previous studies on the crustal material (1,2) showed that the water discharged by these springs are associated with Abu-Jir fault system which run parallel to the Euphrates river,Factor analyses of the crustal and soil materials (50 samples analysed for 16 variables)(2) showed five factors; the first factor includes SiO2, Al2O3 and TiO2 with positive factor loading, and CaO, L.O.I. with negative loading and hence lead to the conclusion that the distribution of these variables is a reflection of transported clay material.This study concentrates on the use of SEM to investigate the contribution of Quartz grains found in the crustal material on two selected sites.


2020 ◽  
Vol 32 (6) ◽  
pp. 347-355
Author(s):  
Mark Wahrenburg ◽  
Andreas Barth ◽  
Mohammad Izadi ◽  
Anas Rahhal

AbstractStructured products like collateralized loan obligations (CLOs) tend to offer significantly higher yield spreads than corporate bonds (CBs) with the same rating. At the same time, empirical evidence does not indicate that this higher yield is reduced by higher default losses of CLOs. The evidence thus suggests that CLOs offer higher expected returns compared to CB with similar credit risk. This study aims to analyze whether this return difference is captured by asset pricing factors. We show that market risk is the predominant risk factor for both CBs and CLOs. CLO investors, however, additionally demand a premium for their risk exposure towards systemic risk. This premium is inversely related to the rating class of the CLO.


Author(s):  
Ellen Chung ◽  
Hamish B Coates

Community engagement is a phenomenon that has received increasing attention among institutions of higher learning in recent years, and students engaging with communities are generally seen as beneficial. Given this, surprisingly little is known about this form of engagement in Australian higher education, let alone methods to measure its benefits on students. This study discussed the development of the Student Community Engagement Benefits Questionnaire (SCEBS), a questionnaire that measures the perceptions of community engagement benefits among undergraduate students in Australia. The final questionnaire has 32 items allocated to four benefit scales: (1) Career skills, (2) Diversity skills, (3) Interpersonal skills, (4) Civic skills. Most benefit items had a factor loading of atleast 0.40 with its own scale. The results of the factor analysis revealed that the four scales accounted for 53% of the total variance. The alpha reliability coefficient for the four scales ranged from 0.79 to 0.91. Based on these findings, the Student Community Engagement Benefits Scale (SCEBS) is a valid and reliable instrument that can be used in the field of education. Undergraduate students also reported statistically significant changes in the four dimensions after participating in community engagement activities.


2020 ◽  
Vol 11 (1) ◽  
pp. 17
Author(s):  
Siti Hajar Abdul Rauf ◽  
Asmah Ismail ◽  
Nuratikah Azima Razali ◽  
Ahmad Bisyri Husin Musawi Maliki

Background: Depression is a state of psychological disease that occurs to someone divers in age due to certain reasons. Among the factors include lack of self-confidence, problematic family, stress, low self-esteem and social environment. It could lead to a mental disorder that endangers the mental health. Aim: To investigate the status of children depression using the Children Depression Inventory (CDI) at 21 shelter care institutions in Terengganu Malaysia. Methodology: Quantitative research design was used. The sample consists of 404 respondents from 21 Islamic shelter cares such as Tahfiz, Madrasah and Orphanage in Terengganu Malaysia from the age of 10 to 18 years. Data was analyzed using Exploratory Factor Analysis (EFA), Confirmatory Factor Analysis (CFA) and Discriminant Analysis (DA) which then computed to identify the most dominant factors whereas reducing the initial five parameters with recommended >0.50 of factor loading. Results: Forward stepwise of DA shows the total of groups validation percentage by 92.08% (17 independent). The result showed that the highest frequency of respondent index was at a moderate level (62.87% respondents). This showed that children still can be controlled and cared to reduce depression. Keywords: Children Depression Index, Depression, Children, Institution, Shelter Care


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