This paper explores the profitability of portfolio-based momentum strategies. The data consists of all NYSE, AMEX, and NASDAQ stocks on the CRSP database. The analysis considers the period July 1963 to December 2002 and the tests are performed on portfolios formed on industry, size and book-to-market. The departure from earlier studies lies in the way we test for profitability. To avoid the ser...

Suppose there is a given data set and there are a huge number of hypotheses [1] about this data set [2]. If the data is totally random, then say all the hypotheses are actually false. However, owing to the sheer number of hypotheses on a limited data set, it is possible to see some very highly correlated [3] data that are statistically significant [4]. In such cases, data dredging is said to ha...

Fecal coliform concentrations increased significantly (F test) in the immediate vicinity of a maintenance dredging operation in the Mississippi River navigation channel. Increased counts were attributed to the disturbance and relocation of bottom sediments by dredging and a concomitant release of sediment-bound fecal coliforms.

bution and early-diagenesis in salt marsh sediments from the Medway Estuary, Kent, UK. Estuarine Coastal and Shelf Science 57 (1–2), 43–54. Spencer, K.L., Dewhurst, R.E., Penna, P., 2005. Potential impacts of water injection dredging on water quality and ecotoxicity in Limehouse Basin. Chemosphere. Sullivan, N., 2000. The use of agitation dredging, water injection dredging and sidecasting: resu...

HIV's ability to establish latent reservoirs of reactivation-competent virus is the major barrier to cure. "Shock and kill" methods consisting of latency-reversing agents (LRAs) followed by elimination of reactivating cells through cytopathic effects are under active development. However, the clinical efficacy of LRAs remains to be established. Moreover, recent studies indicate that reservoirs ...

The proper management of oily sludge from petroleum products storage tanks is necessary because inappropriate methods for dredging of tanks may result in high costs and increased environmental pollution. The purpose of the current study is to rank the strategies outlined by strengths, weaknesses, opportunities and threats analysis using data envelopment analysis model, which provides enriched i...

A three dimensional parallel implementation of Multiscale Mixed Methods based on non-overlapping domain decomposition techniques is proposed for multi-core computers and its computational performance assessed by means numerical experiments. As a prototypical method, from which many others can be derived, the Robin Coupled Method chosen explained in detail. Numerical results problems ranging mil...