Day: April 27, 2018

Option 1: Write a Literature Research paper where you critically analyze a literary work in order to interpret possible meaning(s) about the work. You must incorporate scholarly academic research into your paper to support and develop your own analysis of the literary work(s). You can choose any of the literary works from the semester that you have not already written a paper on. For this option you can also choose to analyze more than one literary work from the course that accomplish some greater purpose. Your argument would then focus on the connection you are making between the works.

Your thesis statement in your Introduction should clearly state the argument/interpretation you are making about the literary work. Here are some questions to help you come up with an argument:

How is human experience portrayed? What does this work reveal about issues like reality, imagination, truth, morals, values, relationships, gender roles, power structures, etc.? What social issues are raised by this character’s actions? How does the conflict in the story illustrate changing value systems or a resistance to change? How does the narrative structure manipulate reality in the story? What do the internal and external conflicts reveal about social issues during the time period it was written? How are these issues relevant to modern readers? Why is the symbol ____ significant to the literary work? How does this symbol illustrate larger issues within the work and/or outside the work?

Incorporate scholarly research to support and develop your analysis of the literary work:
Discuss why or how this critic’s argument provides valid and significant insight to the literary work.

You should NOT use Google for your research. Use the Palm Beach State databases to find reliable, scholarly arguments about the literary work, such as Academic Search Complete (Ebsco), JSTOR, or Academic One (Gale). You will find no shortage of articles in these databases.

You must also introduce, explain, and analyze any quoted material in order to prove the interpretation you are making. Do not expect readers to simply understand your interpretation by reading the material you quote. As the writer, it is your job to make your analysis of quoted material clear. Remember that ANY information or words not from your brain MUST be cited properly or you are plagiarizing. If you are unsure about what information to cite, see me. However, when in doubt, cite.

You should use a good selection of academic and business references, especially relevant academic journal articles.

There are many useful sources of critical and trade information including:
• https://www.marketingritson.com/,
• https://www.private-eye.co.uk/media-news,
• https://www.monbiot.com/category/media/,
• https://www.ft.com/companies/media,
• PR Week,
• Campaign.

A good essay will tend to do more than merely describe what’s happening – it will make an argument, put across the writer’s point of view, while helping to clarify relevant theoretical issues for the reader from the academic literature.

Strong answers will
• Be Theory-driven.
• Demonstrate evidence that you have thought carefully about the essay.
• Use terms with precision – and relate convergence to fragmentation – and both of these to the question.
• Integrate the theoretical (and practical) ideas gleaned from the academic (and practitioner) literature with the reality of the contemporary agency scene.
• From the first paragraph of the essay directly address the question that had been posed; throughout the body of the essay continue to attempt to answer the question; and at the end summarise your argument.

To Prepare:
Use the Walden Library to identify an early childhood dissertation, written within the last 5 years, that focuses on positive and caring learning environments. The dissertation you read should include in its literature review (Chapter 2) a discussion of how cultural and family influences play a part in establishing supportive learning environments through positive cultures and classroom communities.
Note:
• You may need to read/skim a number of dissertations before you find the one you choose to use as the basis for this Assignment.
• Additional information needed to complete this Assignment should be available in Chapters 1 and 5 of the dissertation you choose.
After reading the dissertation, and in particular Chapters 1, 2, and 5, create a post for your blog summarizing the following:
• The title of the dissertation
• The early childhood problem researched in the dissertation along with a brief explanation of the study—study purpose, population/participants, methodology, data sources, and conclusions
• 3 resources used by the author, and why each was relevant to the study
• How the information gleaned from this dissertation may further your work related to fostering supportive learning environments through positive classroom cultures and classroom communities
Please paste this post into your blog. Be sure to read through your peers’ blogs and note any resources that might inform your current and/or future early childhood practice and areas of possible research.

The model below is for an APT (arbitrage pricing theory)-type multiple regression analysis and it investigates what influences the rate of return on a company’s shares.
ERCOMPANYt = ?+?1ERSFTSEt+ ?2TERMt + ?3EXCHANGEt+ ?4INFLATIONt + ?5DMONEYt+ ?6OILt +?t (1) The dependent variable (ERCOMPANY) is the company’s excess return based on its
share price {labelled as COMPANY in the Excel data spreadsheet}. Note that you are expected to construct this variable yourself, knowing that excess return means the additional return on top of risk-free rate proxy, i.e., TBILLSHORT as explained below.
The explanatory variables are: I. ERSFTSE: excess rate of return based on the FTSE ALL SHARE index in
London Stock Exchange {labelled as FTSE in the Excel data spreadsheet}. II. TERM: The difference between annual returns on 20-year government bonds and 3-month treasury bills {labelled as TBILLLONG and TBILLSHORT,
respectively, in the Excel data spreadsheet}.
III. EXCHANGE: exchange rate between US dollar and UK sterling {labelled as
EXCHANGE in the Excel data spreadsheet}.IV. INFLATION: inflation rate based on producer price index {labelled as PPI in the
Excel data spreadsheet}. V. MONEY: narrow definition of money supply, i.e., M1, in billion £ {labelled as MONEY in the Excel data spreadsheet}. VI. OIL: crude oil price in $US (labelled as OILPRICE in the Excel data
spreadsheet}.

In order to employ a set of regression analyses, the dataset is provided in Canvas (file name: Data for Assignment 2016.xlsx). The dataset is real data, with monthlyfrequency for the period September 1986 to August 2013. The explanatory variables on the right hand side are the same for all students. However, each student is allocated a different company; hence, the dependent variable of each assignment will be different. Check your student number to find out which company is allocated to you in the ‘company share price’ spreadsheet. Then, copy/paste the share price of the company allocated to you in column B of the spreadsheet named ‘Macroeconomic data’ in the same file.

APT assumes that it is the unexpected changes in financial and macroeconomic factors that exert influence on company returns. Therefore, before analysing data with regressions, you are advised to read the core textbook and module notes to identify how to use the raw data to transform series into variables that will eventually be included in the regression model.

Required:
1. Conduct the OLS regression analysis and comment on the results. Do the
estimates give any direct or indirect support to the APT?
(25 marks)
2. Refer to the OLS assumptions and conduct the diagnostic tests with respect to heteroscedasticity, normality, and autocorrelation. If there is any violation of the OLS assumptions, what can be done as remedies to these misspecifications? Namely, explain how to address regression models that fail these diagnostic tests in your analysis. (35 marks) 3. Is the functional form of the model actually linear as suggested by equation (1) and does it suffer from the multicollinearity problem? Provide the necessary tests.
(15 marks)
4. Test for the parameters’ stability by considering two or more sub-samples, e.g., the time between September 1986 and December 1999; and the time between January 2000 and August 2013. You can think of other periods such as the 2007-08 financial crisis. (15 marks) 5. Are there any other diagnostic tests that you might have considered? Provide them if the answer is ‘yes’.(10 marks)

NOTES:
– Word limit: 2,500 to 3,000 words (excluding references and appendices)
– Submission deadline: 15 December 2016, by 4 p.m. (It is suggested that students should submit by around 3 p.m. to avoid the possibility of late submissions due to technical reasons. See Canvas, module handbook for
further details).- You are expected to refer to and use academic journal articles for any section above. – You may have sections in your assignment. e.g., section 1 introduction; section 2 background about APT; section 3 Diagnostics tests,…. etc. Then, the last
section can be conclusion.

IMPORTANT: EXTERNAL DATA FOR ANALYSIS NEEDS TO BE SENDED SEPERATELY

The model below is for an APT (arbitrage pricing theory)-type multiple regression analysis and it investigates what influences the rate of return on a company’s shares.
ERCOMPANYt = ?+?1ERSFTSEt+ ?2TERMt + ?3EXCHANGEt+ ?4INFLATIONt + ?5DMONEYt+ ?6OILt +?t (1) The dependent variable (ERCOMPANY) is the company’s excess return based on its
share price {labelled as COMPANY in the Excel data spreadsheet}. Note that you are expected to construct this variable yourself, knowing that excess return means the additional return on top of risk-free rate proxy, i.e., TBILLSHORT as explained below.
The explanatory variables are: I. ERSFTSE: excess rate of return based on the FTSE ALL SHARE index in
London Stock Exchange {labelled as FTSE in the Excel data spreadsheet}. II. TERM: The difference between annual returns on 20-year government bonds and 3-month treasury bills {labelled as TBILLLONG and TBILLSHORT,
respectively, in the Excel data spreadsheet}.
III. EXCHANGE: exchange rate between US dollar and UK sterling {labelled as
EXCHANGE in the Excel data spreadsheet}.IV. INFLATION: inflation rate based on producer price index {labelled as PPI in the
Excel data spreadsheet}. V. MONEY: narrow definition of money supply, i.e., M1, in billion £ {labelled as MONEY in the Excel data spreadsheet}. VI. OIL: crude oil price in $US (labelled as OILPRICE in the Excel data
spreadsheet}.

In order to employ a set of regression analyses, the dataset is provided in Canvas (file name: Data for Assignment 2016.xlsx). The dataset is real data, with monthlyfrequency for the period September 1986 to August 2013. The explanatory variables on the right hand side are the same for all students. However, each student is allocated a different company; hence, the dependent variable of each assignment will be different. Check your student number to find out which company is allocated to you in the ‘company share price’ spreadsheet. Then, copy/paste the share price of the company allocated to you in column B of the spreadsheet named ‘Macroeconomic data’ in the same file.

APT assumes that it is the unexpected changes in financial and macroeconomic factors that exert influence on company returns. Therefore, before analysing data with regressions, you are advised to read the core textbook and module notes to identify how to use the raw data to transform series into variables that will eventually be included in the regression model.

Required:
1. Conduct the OLS regression analysis and comment on the results. Do the
estimates give any direct or indirect support to the APT?
(25 marks)
2. Refer to the OLS assumptions and conduct the diagnostic tests with respect to heteroscedasticity, normality, and autocorrelation. If there is any violation of the OLS assumptions, what can be done as remedies to these misspecifications? Namely, explain how to address regression models that fail these diagnostic tests in your analysis. (35 marks) 3. Is the functional form of the model actually linear as suggested by equation (1) and does it suffer from the multicollinearity problem? Provide the necessary tests.
(15 marks)
4. Test for the parameters’ stability by considering two or more sub-samples, e.g., the time between September 1986 and December 1999; and the time between January 2000 and August 2013. You can think of other periods such as the 2007-08 financial crisis. (15 marks) 5. Are there any other diagnostic tests that you might have considered? Provide them if the answer is ‘yes’.(10 marks)

NOTES:
– Word limit: 2,500 to 3,000 words (excluding references and appendices)
– Submission deadline: 15 December 2016, by 4 p.m. (It is suggested that students should submit by around 3 p.m. to avoid the possibility of late submissions due to technical reasons. See Canvas, module handbook for
further details).- You are expected to refer to and use academic journal articles for any section above. – You may have sections in your assignment. e.g., section 1 introduction; section 2 background about APT; section 3 Diagnostics tests,…. etc. Then, the last
section can be conclusion.

IMPORTANT: EXTERNAL DATA FOR ANALYSIS NEEDS TO BE SENDED SEPERATELY

ssignment Overview

For this assignment, you will create a chart to summarize and respond to chapters of Philosophy for Dummies. This chart will assist you in better understanding the material by practicing discriminatory and critical thinking.

Assignment Instructions

Read Philosophy for Dummies, by Morris
Chapter 4: Belief, Truth, and Knowledge
Chapter 5: The Challenge of Skepticism
Chapter 6: The Amazing Reality Basic Beliefs
Summarize chapters 4, 5 and 6 by constructing a two column table for each chapter (one page per chapter).
The left-hand column should be a summary of chapters 4, 5, and 6.
The summaries should include Morris’s main points, support for main points (in the form of citations) from the text, and Morris’s position on what he is writing about.
The right-hand column is your response to the chapter.
Your responses are to include at least two citations from other sources that support your comments.
Responses are to include passages you don’t understand for which you would like further clarification.
Assignment Requirements

3-page paper (not including cover page and references)
6 references (Two for each chapter; two references from other sources)
APA style formatting (Title page, in-text citation, reference page)

The model below is for an APT (arbitrage pricing theory)-type multiple regression analysis and it investigates what influences the rate of return on a company’s shares.
ERCOMPANYt = ?+?1ERSFTSEt+ ?2TERMt + ?3EXCHANGEt+ ?4INFLATIONt + ?5DMONEYt+ ?6OILt +?t (1) The dependent variable (ERCOMPANY) is the company’s excess return based on its
share price {labelled as COMPANY in the Excel data spreadsheet}. Note that you are expected to construct this variable yourself, knowing that excess return means the additional return on top of risk-free rate proxy, i.e., TBILLSHORT as explained below.
The explanatory variables are: I. ERSFTSE: excess rate of return based on the FTSE ALL SHARE index in
London Stock Exchange {labelled as FTSE in the Excel data spreadsheet}. II. TERM: The difference between annual returns on 20-year government bonds and 3-month treasury bills {labelled as TBILLLONG and TBILLSHORT,
respectively, in the Excel data spreadsheet}.
III. EXCHANGE: exchange rate between US dollar and UK sterling {labelled as
EXCHANGE in the Excel data spreadsheet}.IV. INFLATION: inflation rate based on producer price index {labelled as PPI in the
Excel data spreadsheet}. V. MONEY: narrow definition of money supply, i.e., M1, in billion £ {labelled as MONEY in the Excel data spreadsheet}. VI. OIL: crude oil price in $US (labelled as OILPRICE in the Excel data
spreadsheet}.

In order to employ a set of regression analyses, the dataset is provided in Canvas (file name: Data for Assignment 2016.xlsx). The dataset is real data, with monthlyfrequency for the period September 1986 to August 2013. The explanatory variables on the right hand side are the same for all students. However, each student is allocated a different company; hence, the dependent variable of each assignment will be different. Check your student number to find out which company is allocated to you in the ‘company share price’ spreadsheet. Then, copy/paste the share price of the company allocated to you in column B of the spreadsheet named ‘Macroeconomic data’ in the same file.

APT assumes that it is the unexpected changes in financial and macroeconomic factors that exert influence on company returns. Therefore, before analysing data with regressions, you are advised to read the core textbook and module notes to identify how to use the raw data to transform series into variables that will eventually be included in the regression model.

Required:
1. Conduct the OLS regression analysis and comment on the results. Do the
estimates give any direct or indirect support to the APT?
(25 marks)
2. Refer to the OLS assumptions and conduct the diagnostic tests with respect to heteroscedasticity, normality, and autocorrelation. If there is any violation of the OLS assumptions, what can be done as remedies to these misspecifications? Namely, explain how to address regression models that fail these diagnostic tests in your analysis. (35 marks) 3. Is the functional form of the model actually linear as suggested by equation (1) and does it suffer from the multicollinearity problem? Provide the necessary tests.
(15 marks)
4. Test for the parameters’ stability by considering two or more sub-samples, e.g., the time between September 1986 and December 1999; and the time between January 2000 and August 2013. You can think of other periods such as the 2007-08 financial crisis. (15 marks) 5. Are there any other diagnostic tests that you might have considered? Provide them if the answer is ‘yes’.(10 marks)

NOTES:
– Word limit: 2,500 to 3,000 words (excluding references and appendices)
– Submission deadline: 15 December 2016, by 4 p.m. (It is suggested that students should submit by around 3 p.m. to avoid the possibility of late submissions due to technical reasons. See Canvas, module handbook for
further details).- You are expected to refer to and use academic journal articles for any section above. – You may have sections in your assignment. e.g., section 1 introduction; section 2 background about APT; section 3 Diagnostics tests,…. etc. Then, the last
section can be conclusion.

ssignment Overview

For this assignment, you will create a chart to summarize and respond to chapters of Philosophy for Dummies. This chart will assist you in better understanding the material by practicing discriminatory and critical thinking.

Assignment Instructions

Read Philosophy for Dummies, by Morris
Chapter 4: Belief, Truth, and Knowledge
Chapter 5: The Challenge of Skepticism
Chapter 6: The Amazing Reality Basic Beliefs
Summarize chapters 4, 5 and 6 by constructing a two column table for each chapter (one page per chapter).
The left-hand column should be a summary of chapters 4, 5, and 6.
The summaries should include Morris’s main points, support for main points (in the form of citations) from the text, and Morris’s position on what he is writing about.
The right-hand column is your response to the chapter.
Your responses are to include at least two citations from other sources that support your comments.
Responses are to include passages you don’t understand for which you would like further clarification.
Assignment Requirements

3-page paper (not including cover page and references)
6 references (Two for each chapter; two references from other sources)
APA style formatting (Title page, in-text citation, reference page)

III. Risk and Return
•
To understand the risk profile of the company, estimate risk parameters and the hurdle
rates for the firm, try answering the following questions:
1.
Estimati
ng Historical Risk Parameters (Top Down Betas)
Run a regression of returns on your firm’s stock against returns on a market index, preferably
using monthly data and 5 years of observations (or)
If you have access to Bloomberg, go into the beta calculat
ion page and print off the page (after
setting return intervals to monthly and using 5 years of data)
•
What is the intercept of the regression? What does it tell you about the performance of
this company’s stock during the period of the regression?
•
What
is the slope of the regression?
–
What does it tell you about the risk of the stock?
–
How precise is this estimate of risk? (Provide a range for the estimate.)
•
What portion of this firm’s risk can be attributed to market factors? What portion to
firm
–
specific factors? Why is this important?
•
How much of the risk for this firm is due to business factors? How much of it is due to
financial leverage?
1.
Comparing to Sector Betas (Bottom up Betas)
•
Break down your firm by business components, and estimate a business beta for
each component
•
Attach reasonable weights to each component and estimate an unlevered beta for
the business.
•
Using the current leverage of the company, estimate a levered beta f
or each
component.
2.
Choosing Between Betas
•
Which of the betas that you have estimated for the firm (top down or bottom up)
would you view as more reliable? Why?
•
Using the beta that you have chosen, estimate the expected return on an equity
investment i
n this company to
*
a short term investor
*
a long term investor
•
As a manager in this firm, how would you use this expected return?
3.
Estimating Default Risk and Cost of Debt
If your company is rated,
•
What is the most recent rating for the firm?
•
What is the default spread and interest rate associated with this rating?
•
If your company has bonds outstanding, estimate the yield to maturity on a long
term bond? Why might this be different from the rate es
timated in the last step?
•
What is the company’s marginal tax rate?
If your company is not rated,
•
Does it have any recent borrowings? If yes, what interest rate did the
company pay on these borrowing?
•
Can you estimate a synthetic rating? I
f yes, what interest rate would
correspond to this rating?)
4.
Estimating Cost of Capital
Weights for Debt and Equity
•
What is the market value of equity?
•
Estimate a market value for debt. (To do this you might have to collect
information on the average maturity of the debt, the interest expenses in the
most recent period and the book value of the debt)
•
What are the weights of debt and equity?
C
ost of Capital
•
What is the cost of capital for the firm?

–COMPANIES ARE—
Abudhabi National Energy Company (Taqa)
Dubai Financial Market

1.You can decide the Essay title, Research Question , Essay type e.g Cause and effect, Definition, Comparison and contrast, Expository, Process, Classification – Division? , Purpose and reader.

2. The paper should three main points and a good thesis statement(please underline it)

3. The paper should include the four essay that I will upload. Must use these essays as references and include in the paper.

4. It is very important to paraphrase the following sentences well, then underline and use it in the essay.

Working holiday:

“But the nature of working holidays is different from that of short-term travel; working holiday programs involve different work content and relevant issues of cultural adaption, where consumers are often engaged in a more complicated decision-making processes.” (p. 96)

From: Yu-Ting Huang and Chin-Shang Hsu, (2013) “ A Confirmation of the Behavioral Intention of College Students in Recreational Sports Related Departments in Taiwan towards Overseas Working Holidays Based on the Theory of Planned Behavior”, The Journal of Human Resource and Adult Learning, 9 (2): 95-104