Campus Security Capers
By: Bob Harri, Director of Campus Safety and Security
December 1, 2011
In the early morning of Nov. 19 graffiti was discovered on the walls on multiple floors in Dieseth. The writing, done in chalk, was wiped off by custodial staff. We do not know at this point who is responsible but an investigation is on-going. Anyone with information on this or any other crime on campus is asked to contact Security.
On Aug. 25 music department staff noticed some type of oily liquid inside one of the brand new pianos in the practice room in the lower level of Baker Commons. We do not know what the liquid is, how it got inside the piano or if it will result in any permanent damage to the instrument. If the liquid results in the piano losing its ability to hold a tune, the instrument will become a large decoration that at one time was worth $4200. I would not want to string anyone along by promising we will figure out what took place but we are trying. The right piece of information is key to this investigation so we ask anyone with knowledge of what happened to contact Security. Stay tuned for further developments.
Safety Tip
While Luther and the surrounding area of Decorah are relatively safe places it is important that we all practice good personal safety habits. It is best not to walk alone, especially at night. Walk with a trusted friend or call Security for an escort. If you choose to walk alone, or with others, stay in well lit areas and avoid taking shortcuts that take you into isolated areas.
Xu XuChu (2003) on the S&P
Xu XuChu (2003) on the S&P 500 index futures, Britain ft-series SE100 index futures, South Korea KOSPI200 index futures, Taiwan stock index futures and the weighted sample material of empirical analysis, show index futures market and cash market corresponding maturity and volatility of the underlying index by relevant design is reasonable, the market whether the organization and many other factors determine the effective; Stock index futures products maturity and the volatility of the stock index futures there are negative correlation. Citic securities financial engineering and beats by dr dre solo hd derivative research group (2007) from experience data and mechanism of S&P 500 two American index, Japan's nikkei 225 index, South Korea KOSPI200 index, Toronto, Canada, the German DAX index, index of French CAV40 index, the MSCI Taiwan index and Hong monster turbine pro copper Kong justin bieber justbeats in HIS index futures out three months before and after the volatility and obtained a different conclusion in the stock index futures before launch, market volatility to reach the short-term peak, but in the stock index futures after launch, the spot market volatility reduced gradually, back to the original level.
First, the stability for the stock market, improve the liquidity. This is the stock index futures in the securities market the main effect. Since the 90 s, although the negotiable securities of our country market has achieved great development, the market quality enhances unceasingly. However, China's securities market is still in a transition phase, the market is not mature, share price rises and falls found in large phenomenon, one of the black herve leger dress main reasons of China's stock market is one of the lack of hedge balance white herve leger dress mechanism. Long-term since, our country ibeats by dre market only allowed to do much, not allowed black herve leger dress to do empty. And out of stock index futures, make the empty possible. So, do much to do with the empty have the equality of opportunity to express the market expectations, increased market balance restraining forces, promote the formation of the market price NaLianXing mechanism, to speed up the stock price to return to its value. Such as when stock prices higher than its value, investors can do to get through empty excess profits, and to keep the price drop back to its value level; When stock prices lower than its value, investors can do much to gain by excess profits, and to keep the price rise to the level of value, to keep the price reflect the value.
Second, widens the securities market breadth. Out of stock index futures, rich investors of investment tools, that investors can use more investment vehicle for arbitrage and value. At the same time, along with the launch of stock index futures, stock index futures and related products have also produce, thus increasing the securities market products. And, because of stock index futures in the highly leveraged sex and allow do empty, will attract a lot of institutional investors and risk preference into the market, at the same time, it will attract a lot of QFII into the domestic market. The increase of investment tools as well as many investors to enter, will be greatly broaden the domestic stock market breadth.
In addition, there is a
In addition, there is a part beats by dr dre solo hd white herve leger dress of the study proves the stock index futures increase or decrease the spot market volatility. Damodaran (1990) the S&P 500 index futures, found that the fluctuation of the component increase with the rising black herve leger dress of. Lockwood and Lin (1990) on the dow Jones industrial index of the study show that, stock market gains the coefficient of variation of rising. Antoniou and Holme (1995) on the FT-SE100 index research shows that, the stock index futures trading increase the share price volatility, but improve the spot market reaction speed and quality of information. Bessembinder and Seguin (1992) 1978-1989, analyzes the S&P 500 index futures launch of the situation before and after, and found that the introduction of the futures market in stock market volatility reduced. Robinson (1999) for 1980-1997 FT-SE100 index of the spot market research showed that the futures market in stock market volatility after decrease. Antoniouetal (1999) to the German DAX index and futures research shows that, the stock index futures reduce the volatility of the stock black herve leger dress market. Kuserk and Cocke (2002) to the U.S. stock market the empirical research shows that, carry out stock index futures trading, due to attract a lot of ibeats by dre arbitrage, and the hedgers entering the market, the stock market size and liquidity has greatly raised, and the stock index futures market and cash market trading volume of its foundation is two-way promote the situation. Damodaran (2007) on the S&P 500 index YangBenGu of the empirical research shows that, and carry out stock index futures trading after five years, the market value of YangBenGu index increased by the YangBenGu of more than two times. This shows that the launch of stock index futures will promote the component index trading activity, improve the liquidity of individual stocks. Jegadeesh and Subrahmanyam (2009) to study the S&P 500 index futures on the spot market liquidity to spread the judge index as liquidity. They think, when have the information the investors to trade futures market, market maker in information disadvantage, so the stock price expand, liquidity is poorer
In conclusion, foreign scholars is the main point of: stock index futures out to the spot market liquidity in the effect of positive and negative two aspects. Reverse effect from view, stock index futures and spot stocks have between substitution effect, leading justin bieber justbeats to the launch of stock index futures may reduce the spot market liquidity; And from a positive influence on view, out of stock index futures, stock market trading will promote the active and reasonable price fluctuations, arbitrage and hedging incremental capital listed by demand, may improve the spot market liquidity. Out of stock index futures monster turbine pro copper for the spot market liquidity is the effect of both the positive and negative aspects of the comprehensive results. From the whole consideration, and in the long run out of stock index futures will promote the spot market trading active, stability and effective price discovery, make the stock market more healthy development.
Above about of stock index futures research can show that stock index futures may influence in the short term to the volatility of the stock market, but in the long run, such effects are not so obvious. Of course, our country of stock-index futures time only half a year, plus China's capital market and not very mature, out of stock index futures may be limited time to the volatility of the stock market has a great influence, to the question further studies are needed.
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