Research Paper Topics For High School Seniors At Pittsburgh

<h1>Research Paper Topics For High School Seniors At Pittsburgh</h1><p>When it comes to looking into the exploration paper themes for secondary school seniors at Pittsburgh, PA, one should put forth the attempt. They should have a solid foundation in English Literature, History, Math, Science and Philosophy so as to do well in their school level classes. They additionally need to have a sharp mind and have the option to reason through issues and to think creatively.</p><p></p><p>When searching for investigate paper points for secondary school seniors at Pittsburgh, they should discover what is required in their coursework, just as what classes are advertised. They should likewise discover the measure of work that the class has contrasted with what is anticipated from them.</p><p></p><p>The inquire about paper points for secondary school seniors at Pittsburgh can be gotten from the branch of knowledge that their class i s in. The quantity of required perusing must likewise be thought of and furthermore the subject that is being educated. On the off chance that the subject has a great deal of perusing, they should accomplish additionally perusing to get a passing mark on their paper.</p><p></p><p>So, explore paper themes for secondary school seniors at Pittsburgh incorporate those with history, for example, American History, the Civil War, America, history of government, United States history, religion and different subjects. Different subjects might be religion and different ways of thinking, craftsmanship, science, and technology.</p><p></p><p>For any doctoral level college or college, look into paper themes for secondary school seniors at Pittsburgh would incorporate measurements, analytics, financial matters, and PCs. Innovation may be concentrated just as composing and talking abilities. There may likewise be some perusing aptitudes required, howe ver it relies upon the subject.</p><p></p><p>Students should be set up for an assortment of subjects that will be required. There might be explore papers on themes, for example, creatures, materials utilized, nourishment and living. Different subjects incorporate innovativeness, laws, sexuality, fiction, science, brain science, innovation, music, instruction, brain science, government, science, religion, language, social investigations, geology, ethics, legislative issues, worldwide undertakings, present day workmanship, travel, plant science, normal history, design, and numerous more.</p><p></p><p>Students who are not keen on being speakers will find that they may make some troublesome memories getting by in these courses. Research paper themes for secondary school seniors at Pittsburgh will permit understudies to exceed expectations in their scholastic classes and graduate from secondary school arranged for life.</p>

Essay Writing Topics For Year Six

<h1>Essay Writing Topics For Year Six</h1><p>There are a few paper composing subjects for year six. While the theme for earlier years is a simple one to compose on, this year the point will be very unique. In this way, it is significant that you comprehend the various kinds of points that you can use.</p><p></p><p>Essay composing subjects for a considerable length of time six should include both the talk and the undertaking sort of exposition. So as to pick the best paper composing subjects for quite a long time six, you should consider the task kind of exposition. Normally, an article is either an inside and out or an outline of a subject. So as to make your undertaking subject additionally intriguing, you ought to compose a theme that joins the two points into one, if possible.</p><p></p><p>Year six is one of the most significant years for your school selection test. This is the reason you should set yourself up alri ght with the goal that you don't bomb your semester. When all is said in done, expositions are generally evaluated dependent on two zones. The initial segment is the nature of the paper and the subsequent part is the exposition's capacity to enable your school to discover you a meeting. On the off chance that you need to score high on your exposition, at that point you should set yourself up well with the goal that you can without much of a stretch compose an article of great quality.</p><p></p><p>One of the most significant things that you should investigate before you start composing your paper is the thing that subject to expound on. You should realize how to utilize your accessible time carefully so as to guarantee that you don't invest an excessive amount of energy in inquiring about the subject. The subject is the region that must contain all the data that you might want to remember for your exposition. Be that as it may, you can expound on the subject anyway you need. It isn't required that you need to offer the whole response. Actually, you ought not determine the quantity of answers.</p><p></p><p>When you compose an article, there are a couple of key subjects that you can consider. On the off chance that you expect to consider a specific subject, at that point you should focus more on the zone of study and less on the theme. Be that as it may, on the off chance that you need to cover all the significant subjects, at that point you ought to consider remembering the entire subject for the primary portion of the article. At that point, you ought to allude to the key subjects on the last 50% of the paper. Along these lines, you will have the option to cover the central matters and make them more clear.</p><p></p><p>Besides the measure of data that you incorporate, the point is additionally one of the most significant components that you ought to consider. Since you don't need to stres s over knowing a particular subjects, you ought to likewise think about creation your point as unique as could reasonably be expected. While there are explicit scholarly subjects that you should incorporate, you ought to likewise consider the themes that you might want to expound on in the event that you are composing for a school report. For whatever length of time that the subject is important to your perusers, at that point it is alright to incorporate it.</p><p></p><p>When you make up your theme, it is significant that you hear the thoughts of individuals near you. This will give you a superior thought of what the subject is. In spite of the fact that this may appear to be a pointless advance, it will really help you recorded as a hard copy your article. Your schoolmates may not generally be happy to furnish you with their conclusions, so it is ideal to hear their thoughts first. This will make you consider different points before you settle on your topic .</p>

Sell Research Papers For Money - The Secret Ways To Make Money Online

Sell Research Papers For Money - The Secret Ways To Make Money OnlineIf you are tired of being a work at home mom, then you may want to consider selling research papers for money. There are many ways that you can sell these papers for money online.The most obvious way is to let someone else buy them from you. You could sell the research papers for cash or give them away for free. You could also sell them online for a small fee, or you could even give them away for free if you can afford to do so.The more lucrative option of course is to sell your papers online for a hefty profit. This is easy if you can find someone who is willing to pay you handsomely for your papers.Selling your research papers is one of the easiest ways to make money on the internet today. A huge number of websites have sprung up which allow you to sell your papers for a huge profit.Once you have sold your research papers for money online, the money will be yours to keep. You can keep the profit, you can reinvest it into more papers, and you can continue to sell them over again until you have amassed enough money to retire.There are numerous websites that allow you to sell your research papers for money. These websites have a huge customer base, and the process is quite simple. All you need to do is to search online for the papers you are interested in and find a website that allows you to list them.There are certain sites that you must register with in order to sell your research papers for money. You must also make sure that you include the appropriate keywords in your titles in order to get the best results. You must also avoid making misleading claims when you list your papers, such assaying that you have sold a lot of your papers, and you don't actually have a lot of them.Remember that you can sell your research papers for money if you put in the time and effort. You can make money by listing your papers on any site that accepts research papers for money. You can also sell them online f or a small fee and then reinvest the money in more papers.

What is Meant by Market Effciency - Free Essay Example

Market efficiency has been a topic of interest and debate central amongst financial economists for more than five decades. Indeed, two of the recipients of the Nobel Memorial Prize in Economic Sciences in 2013, Eugene Fama and Robert Shiller, have debated about the efficiency of markets since the 1980s. Concerns about market efficiency were catapulted to prominence most recently by the financial crisis of 2007-8. Efficient capital markets are foundational to economic theories that posit the allocative efficiency of free markets, which requires informationally efficient capital allocation markets, such as those for equity and fixed income trading. An extended line of research has uncovered evidence of various anomalies which seem to challenge notions of market efficiency, and has also attempted to explain the causes of one such anomaly, the so-called size effect. Though there appears to be substantial evidence that the size effect is real and persistent, violating the efficiency market hypothesis, no substantial evidence supports the size effect as violating market efficiency. Market Efficiency Refers to the efficiency with which markets allocate savings amongst competing investments. In an allocationally efficient market, scarce savings are optimally allocated to productive investments in a way that benefits everyone (Copeland, et al., 2005, p. 353). To provide optimal investment allocation, capital prices must provide market participants with accurate signals, and therefore prices must fully and instantaneously reflect all available relevant information (Copeland, et al., 2005). In advanced economies, secondary stock markets play an indirect role in capital allocation by revealing investment opportunities and information about managers past investment decisions (Dow Gorton, 1997). For secondary stock markets, and other formal capital markets, to efficiently and effectively fulfill these two roles, securities prices must be good indicators of value (Fama, 1976, p. 133). Therefore, allocative market efficiency requires capital market prices to be informational effic ient. Informational efficiency implies no-arbitrage pricing of tradeable securities and entails several defining characteristics that form the basis of the efficiency market hypothesis. Generally, A market is efficient with respect to information set ÃŽËÅ"_t if it is impossible to make economic profits by trading on the basis of information set ÃŽËÅ"_t (Jensen, 1978, p. 98), where economic profits are defined as risk-adjusted returns minus trading and other costs. If security prices reflect all available relevant information, such as P/E ratios and past return variances, then it would be impossible to to use such information to profitably trade these securites. Therefore tests of the possibility of using publicly available information to earn economic profits constitute tests of infomational effiency. Tests of informational market efficiency generally take three forms, and comprise the elements of the efficient market hypothesis. Fama (1969) defined the three forms of ma rket efficiency as the weak, semi-strong and strong form, with each form characterised by the nature of the information central to its application. Weak form efficiency tests are tests of the viability of using past price history of the market to predict future returns (which is a necessary, but not sufficient, condition for trading for economic profits). The semi-strong form of the efficienct market hypothesis tests whether all publicly available information could be used by traders to earn economic profits. And finally, the strong form of market effiency tests the viability of using all information, public as well as private, to generate economic profits. In the literature and amongst practicioners, it is the semi-strong form which represents the accepted paradigm and is what is generally meant by unqualified references in the literature to the Efficient Market Hypothesis' (Jensen, 1978, p. 99). And though some references to market efficiency allude to the allocative efficiency of markets, the term market efficiency usually refers to informational efficiency as operationally defined by Famas efficiency market hypothesis, specifically the semi-strong formulation. Since its formulation in the late 1960s, researchers have conducted thousands of tests of the efficiency market hypothesis and have found various anomalies, such as the size effect, which appear to violate the market efficiency. Banz (1981) examined NYSE-listed common stock returns between 1936 and 1975 and found stocks with the smallest market capitalisaation earned a risk-adjusted return 0.40% per month higher than the remaining firms in his sample, which was the first evidence that the size effect posed a challenge to semi-strong form efficiency. Analysing a sample of 566 NYSE and AMEX stocks over the 1963à ¢Ã¢â€š ¬Ã¢â‚¬Å"1977 period, Reinganum (1981) found that portfolios constructed based on size exhibited predicatability of future returns, with the smallest sized portfolio outperforming the largest decile by 1.77% per month. Keim (1983), testing NYSE and AMEX stocks over the 1963-1979 period, reported a size premium of approximately 2.5% per month. Lamoureux Sanger (1989) found a size premium for NASDAQ stocks (2.0% per month) and for NYSE/AMEX stocks (1.7% per month) over the 1973 to 1985 period. Fama French (1992, p.438) concluded, The size effect (smaller stocks have higher average returns) is robust in the 1963-1990 returns on NYSE, AMEX, and NASDAQ stocks. Though evidence continued to mount of a size effect, which entails that average stock returns of firms with small market capitalisation were significantly higher than the average returns for large capitalisation firms, Fama and Frenchs paper preceded decades of research regarding explanations for the size effect and its possible implications. Over the years researchers have offered a variety of empirical explanations, some of them mutually exclusive, for the size effect. Robert Merton (1987) argued that sm aller firms have smaller investor bases and are less likely than larger firms to enjoy an institutional following amongst investors, making smaller firms less liquid and cheaper, which resulted in greater risk-adjusted returns. Chan Chen (1991) asserted that smaller firms are more likely than large firms to either be distressed or only marginally profitable, and therefore small firms prices are more responsive to changing business conditions, which loaded the size effect. Fama French (1993, p.5) formed 25 portfolios of securities based on size and book-to-market and found that these portfolios constructed to mimic risk factors related to size and BE/ME capture strong common variation in returns, no matter what else is in the time-series regressions. This is evidence that size and book-to-market equity indeed proxy for sensitivity to common risk factors in stock returns. Verifying their argument that the size effect was a proxy for common risk factors, Fama French (1995) found evi dence that firm size loaded profitability risk into the cross-section of stock returns. These, and other, empirical findings shed light on possible reasons for the size effect, but a consensus explanation never developed around a single cause. In contrast to the empirical and economic explanations for the size effect, some researchers questioned whether the size effect existed at all. Shumway Warther (1999) argued that the small firm effect is essentially a statistical illusion, related not to actual share prices but to market microstructure issues which inhibit proper measurement of price movements. They examined prices of NASDAQ-listed firms from 1972 to 1995, a period previous research associated with significant size effect, and found that after considering delisting bias (by accounting for delisted firms final price movements before removal from the sample), the size effect disappeared completely. Wang (2000) argued along similar lines, contending the size effect resulted f rom survivorship bias. He argued that small stocks are relatively more volatile and therefore more likely than large firms to be delisted due to bankruptcy or failing to meet listing requirements. These delisted stocks are often excluded from the samples studied for the size effect, which would bias the returns of small stocks upwards. Wang (2000) used simulation experiments to test for the likelihood of the small firm effect under such circumstances and concluded that the effect was spurious. Examining all of the above explanations and others, Dijk (2011, p. 3272) concludes, The empirical evidence for the size effect is consistent at first sight, but fragile at closer inspection. I believe that more empirical research is needed to establish the validity of the size effect. Though the causes of the size effect are interesting and remain an important topic of debate, more important are the possible implications of the size anomaly for the efficiency market hypothesis. The size ano maly appears to present a violation of efficient markets, especially to those observers who wrongfully presume that market efficiency implies stock prices must follow a random walk; however, no researcher has yet to show that information related to firm size can be leveraged by traders to earn economic profits. Recalling Jensens (1978) definition of informational efficiency, the size effect violates market efficiency only if such information could be used to generate risk-adjusted abnormal returns. Though the size effect may indicate that stock returns are predictable, if transaction costs are very high, predictability is no longer ruled out by arbitrage, since it would be too expensive to take advantage of even a large, predictable component in returns (Timmermann Granger, 2004, p. 19). Therefore return predictability invalidates market efficiency when it produces risk-adjusted returns that subsume transaction costs. According to Stoll and Whaley (1983), who test whether the size anomaly can be exploited to earn risk-adjusted returns greater than transactions costs, find it is not possible for the sample of NYSE-listed firms examined over the 1960 to 1979 period. This is due in part to the relatively insignificance of small firms in relation to the market as a whole. As noted by Fama (1991, p. 1589), the bottom quintile [of stocks] is only 1.5% of the combined value of NYSE, AMEX, and NASDAQ stocks. In contrast, the largest quintile has 389 stocks (7.6% of the total), but it is 77.2% of market wealth. So, even if the size effect is granted perfect validity, it does not necessarily negate the efficient market hypothesis. A final set of reasons ameliorating concerns about the size effects threat to market efficiency is related to model specification. Abstracting from the specific arguments related to size effects, consideration of the joint hypothesis problem dampens concerns that size effects could be determined to violate market efficiency. Roll (1976) no ted that the pricing models used to test market efficiency were also necessarily testing the validity of the specification of the market model (specifically, the validity of the market model proxy), which means that researchers models were necessarily underspecified. Violations seemingly attributable to the size effect, or any other apparent anomaly, can always be attributed to mispecification of the market model or mismeasurement of the market proxy, making it impossible to definitively infer anamolous behavior as evidence of market efficiency. Additionally, this time pointed out by Fama (1991, pp. 1588-9), small-stock returnsà ¢Ã¢â€š ¬Ã‚ ¦are sensitive to small changes (imposed by rational trading) in the way small-stock portfolios are defined. This suggests that, until we know more about the pricing (and economic fundamentals) of small stocks, inferences should be cautious for the many anomalies where small stocks play a large roleà ¢Ã¢â€š ¬Ã‚ ¦. Therefore, though there seems t o be robust evidence for a size effect, transaction costs overwhelm risk-adjusted returns and model specification concerns generally blunt notions that size effects can be shown to disprove market efficiency. The global financial crisis of 2007-8 renewed prominent calls for dispensation of the notion of efficient markets, as the allocative efficiency of markets seemed in doubt after so much capital appeared to be wasted on ill-advised investments. But efficient market allocation of investments relies not on ex post views of past downturns, but on ex ante decisions about future investment opportunities. Efficient markets imply that all relevant information is impounded in current asset prices, maximising market participants ability to allocate investment, which necessarily implies that the future is unpredictableà ¢Ã¢â€š ¬Ã¢â‚¬ market efficiency prohibited the ability to forecast the financial crisis, as the model predicts. Alternatively, a long line of research has examined the possibility that anomalies, such as the size effect, disprove market efficiency. The size effect, however, though an interesting puzzle regarding the cross-section of stock returns, does not disprove market efficiency. References Banz, R., 1981. The relationship between return and market value of common stocks. Journal of Financial Economics, 9(1), pp. 3-18. Chan, K. Chen, N., 1991. Structural and Return Characteristics of Small and Large Firms. The Journal of Finance, 46(4), pp. 1467-84. Copeland, T., Watson, J. Shastri, K., 2005. Financial Theory and Corporate Policy. Fourth ed. London: Pearson. Dijk, M. A. v., 2011. Is size dead? A review of the size effect in equity returns. Journal of Banking Finance, 35(12), pp. 3263-74. Dow, J. Gorton, G., 1997. Stock Market Efficiency and Economic Efficiency: Is There a Connection?. The Journal of Finance, 52(3), pp. 1087-1129. Fama, E., 1969. Efficient Capital Markets: A Review of Theory and Empirical Work. The Journal of Finance, 25(2), pp. 383-417. Fama, E., 1976. Foundations of Finance. New York: Basic Books. Fama, E., 1991. Efficient Capital Markets: II. The Journal of Finance, 46(5), pp. 1575-1617. Fama, E. F. French, K. R., 1992. The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), pp. 427-465. Fama, E. F. French, K. R., 1993. Common risk factors in the returns on stocks and Bonds. Journal of Financial Economics, 33(1), pp. 3-65. Fama, E. F. French, K. R., 1995. Size and Book-to-Market Factors in Earnings and Returns. The Journal of Finance, 50(1), pp. 131-155. Jensen, M., 1978. Some Anomalous Evidence Regarding Market Efficiency. Journal of Financial Economics, 6(2/3), pp. 95-101. Keim, D. B., 1983. Size-related anomalies and stock return seasonality: Further empirical evidence. Journal of Financial Economics, 12(1), pp. 13-32. Lamoureux, C. G. Sanger, G. C., 1989. Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market. The Journal of Finance, 44(5), pp. 1219-1245. Merton, R., 1987. A Simple Model of Capital Market Equilibrium with Incomplete Information. The Journal of Finance, 42(3), pp. 483-510. Reinganum, M. R., 1981. Misspecification of capital asset pricing: Empirical anomalies based on earnings yields and market values. Journal of Financial Economics, 9(1), pp. 19-46. Shumway, T. Warther, V. A., 1999. The Delisting Bias in CRSPs Nasdaq Data and Its Implications for the Size Effect. The Journal of Finance, 54(6), pp. 2361-79. Timmermann, A. Granger, C. W., 2004. Efficient market hypothesis and forecasting. International Journal of Forecasting, 20 (1), pp. 15-27. Wang, X., 2000. Size effect, book-to-market effect, and survival. Journal of Multinational Financial Management, 10(3-4), pp. 257-73.