Filing Amended and Current Returns in Cases of Past Noncompliance: How Not to Make Matters Worse

2016 ◽  
Author(s):  
Megan L. Brackney
Keyword(s):  
Current Returns

Direct Current Returns

2021 ◽  
pp. 1-7
Author(s):  
Alexander Sauer ◽  
Karl-Peter Simon ◽  
Sebastian Weckmann
Keyword(s):  
Direct Current ◽  
Current Returns

scholarly journals Performance of new pasture cultivars in a hill country finishing system

1990 ◽  
pp. 151-156 ◽  
Author(s):  
R.W. Webby ◽  
G.W. Sheath ◽  
C.J. Boom
Keyword(s):  
White Clover ◽  
Red Clover ◽  
Early Flowering ◽  
Pasture Production ◽  
Hill Country ◽  
Prairie Grass ◽  
Current Returns ◽  
Improved Pasture ◽  
New Cultivars ◽  
Made In

On 6 of a set of 12 self-contained experimental farmlets, improved pasture cultivars 'Ellett' ryegrass, 'Grasslands Wana' cocksfoot, 'Grasslands Tahora' white clover, Whatawhata Early Flowering' white clover, 'Mount Barker' sub clover, 'Tallarook sub clover, 'Grasslands Mama prairie grass, 'Grasslands Pitau white clover and 'Grasslands Pawera' red clover were successfully established in 1986. Measurements began May 1987. Results presented to May 1989 include pasture production, animal production and financial returns. Matua prairie grass failed to persist beyond spring 1988 but clovers including Pawera and Pitau in these pastures increased summer production in 1989. In summer 1989 the improved steep pastures produced 8 kg DM/ha/day more feed than the resident pastures, with most of this increase owing to Wana cocksfoot. Lamb numbers and lamb weight gains were greater with improved pastures. Bulls were priority finishing animals and their weights were insensitive to pasture treatment. Current returns from this experiment show little to justify the investment made in introducing new cultivars into existing developed hill pastures. Keywords pasture cultivars, hill country, finishing systems, pasture improvement

scholarly journals Regional variation in the current flow across an insect blood-brain barrier

1990 ◽  
Vol 154 (1) ◽  
pp. 371-382
Author(s):  
P. J. Smith ◽  
A. Shipley
Keyword(s):  
Nervous System ◽  
Blood Brain Barrier ◽  
Glial Cells ◽  
Current Flow ◽  
Outward Current ◽  
Electrical Current ◽  
Initial Section ◽  
Brain Barrier ◽  
Blood Brain ◽  
Current Returns

One notable characteristic of the insect and vertebrate central nervous system is the presence of a clearly defined blood-brain barrier. In the insect this barrier is made up of the perineurial glial cells, and shows a heterogeneity in structure and possibly function between the connectives and ganglia. In this paper we have used a two-dimensional vibrating probe to investigate the net flow of electrical current across the barrier at various locations in the abdominal nervous system. The results show clear differences between different areas. There is a strong and consistent outward current flow (3.16 microA cm-2) perpendicular to the ganglion surface over the equatorial plane. Current returns through the peripheral nerves and the connectives. A detailed study of the latter shows that the net inward flow is principally over the initial section, immediately adjacent to the ganglia (2.11 microA cm-2). The different current polarities can be correlated with structural differences in the underlying glial cells.

Modelling Nigerian Exchange Rates with Asymmetric GARCH Models

2020 ◽  
Vol 39 (1) ◽  
Author(s):  
Ojo O. Oluwadare ◽  
Adedayo A. Adepoju ◽  
Olaoluwa S. Yaya
Keyword(s):  
Exchange Rates ◽  
Serial Correlation ◽  
Garch Models ◽  
Asymmetric Volatility ◽  
First Order ◽  
Volatility Models ◽  
Asymmetric Power ◽  
Asymmetric Garch ◽  
Current Returns ◽  
Better Than

This work consider the estimation of some naira exchange rate returns by volatility models which include the asymmetric variants, with estimation performed under normally distributed assumption of Generalized Autoregressive Conditional Heteroscedastic (GARCH). The symmetric versions are Riskmetrics, ARCH and GARCH models. Initially, first order serial correlation was observed in the returns series, implying the dependencies of current returns on the immediate past. Of the asymmetric volatility models, the Exponential GARCH (EGARCH) and Asymmetric Power ARCH (APARCH) posed to perform better than the other symmetric forms in the predicting the volatility of naira exchange returns.

scholarly journals Can Investing Diaries be Hazardous to Your Financial Health?

2020 ◽  
Vol 14 (1) ◽  
pp. 105-125
Author(s):  
Michael C Cipriano ◽  
Thomas S Gruca ◽  
Jennie Jiao
Keyword(s):  
Hindsight Bias ◽  
Psychological Research ◽  
Prediction Markets ◽  
Financial Health ◽  
Short Term ◽  
Clear Sign ◽  
Negative Effect ◽  
Future Events ◽  
Current Returns

Business writers and academics have suggested keeping an investing diary to avoid hindsight bias. In the diary, investors justify their predictions of future events, e.g., “This stock will go up because…” Eliminating hindsight bias should improve future returns. However, psychological research on the “explanation effect” suggests that justifying one’s predictions in writing induces overconfidence and, by consequence, reduces current returns. We test these propositions in a set of prediction markets populated by two types of traders: forecasters who completed a required investing diary task and non-forecasters who did not. The portfolios of forecasters were significantly over-invested in securities associated with the forecaster’s prediction. This is consistent with prior psychological research and a clear sign of investor over-confidence. We further find that forecasters with accurate predictions have higher returns than those with inaccurate predictions. However, the returns for forecasters with inaccurate predictions were generally no worse than the returns of the non-forecasters. Our results suggest that while keeping an investing diary may lead to biased portfolios, it does not have an overall negative effect on current returns. Therefore, contrary to expectations, there is not a trade-off between the long-term and short-term effects of an investing diary.

scholarly journals Modelling Nigerian Exchange Rates with Asymmetric GARCH Models

2021 ◽  
Vol 39 (2) ◽  
Author(s):  
Ojo O. Oluwadare ◽  
Adedayo A. Adepoju ◽  
Olaoluwa S. Yaya
Keyword(s):  
Exchange Rates ◽  
Serial Correlation ◽  
Garch Models ◽  
Asymmetric Volatility ◽  
First Order ◽  
Volatility Models ◽  
Asymmetric Power ◽  
Asymmetric Garch ◽  
Current Returns ◽  
Better Than

This work consider the estimation of some naira exchange rate returns by volatility models which include the asymmetric variants, with estimation performed under normally distributed assumption of Generalized Autoregressive Conditional Heteroscedastic (GARCH). The symmetric versions are Riskmetrics, ARCH and GARCH models. Initially, first order serial correlation was observed in the returns series, implying the dependencies of current returns on the immediate past. Of the asymmetric volatility models, the Exponential GARCH (EGARCH) and Asymmetric Power ARCH (APARCH) posed to perform better than the other symmetric forms in the predicting the volatility of naira exchange returns.

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