This study estimates liquidity premiums using the recently developed Liu (2006) measure within a multifactor capital asset pricing model (CAPM) including size premiums and a time varying parameter model for the West African emerging market of Nigeria. The evidence suggests that liquidity factors are relevant only for financial and basic materials sector stocks while size factor is more generall...

Coupled training of dimensionality reduction and classification is proposed previously to improve the prediction performance for single-label problems. Following this line of research, in this paper, we introduce a novel Bayesian supervised multilabel learning method that combines linear dimensionality reduction with linear binary classification. We present a deterministic variational approxima...

This paper describes our TTI-COIN system that participated in SemEval-2017 Task 10. We investigated appropriate embeddings to adapt a neural end-to-end entity and relation extraction system LSTMER to this task. We participated in the full task setting of the entity segmentation, entity classification and relation classification (scenario 1) and the setting of relation classification only (scena...

This paper describes the submission of team IIP in SemEval-2016 Task 4 Subtask A. The presented system is a novel weighted sum ensemble approach for sentiment analysis of short informal texts. The ensemble combines member classifiers that output classification confidence metrics. For the ensemble classification decision the members are combined by weights. In the presented approach the weights ...

The fluctuating exchange rate and massive debt burden of Nigeria necessitates a thorough investigation trends in her foreign levels, its underlying causes, implications for economic growth. This study, therefore, investigated the impact rising external on with annual data from 1980 to 2021. motivation this study was premised inculcating government spending inflation into traditional analysis vo...

Concentrations and speciation of Pb, Cu, Cr, Cd, As, Ni in sediment from New Calabar River, Nigeria were assayed. the trace metals determined using UNICAM solar 969 AAS. Speciation was done five steps sequential extractions. Results revealed that for wet dry seasons, concentrations (mg/kg) ranged 1.1E-2±1.0E-3 As to 5.17±0.04 majority bound residual fraction (F5), while Cu mostly exchangeable (...

abstract the aim of this study is of the effect of structural changes in higher education on changes of output in sistan and baluchestan province using structural decomposition analysis (sda). the input-output tables of this region for the period 2006-2011 have been employed as the database of the model. the structural changes were decomposed into two factors: changes in share of specific secto...

abstract in this paper, income per capita convergence hypothesis is tested in selected oic countries. for this purpose, we use the time series model and univariate kpss stationary test with multiple structural breaks (carrion-i-silvestre et al. (2005)) over the period 1950-2008. the results show that most oic countries could not catch up toward usa. although because of some positive term of tra...

Article history: Received 29 March 2013 Available online 10 February 2014 JEL classification: C72 D83 D85