The behaviour of stock prices on the Colombo Stock Exchange (CSE) is examined with a
view to determine its consistency with the weak form of the Efficient Markets Hypothesis (EMH). …

A Monte Carlo simulation model is developed to help an investor decide between a lump-sum
investment strategy and a dollar-cost averaging (DCA) investment strategy. Simulation …

This paper empirically tested two hypotheses in order to evaluate the validity and applicability
of the APT to the UK stock market using monthly individual price data from the LSE. …

We examine long‐run relations implied by covered interest parity (CIP) in possibly
cointegrated and nonstationary data series. Empirical evidence suggests that, ignoring market …

The Arbitrage Pricing Theory (apt) offers a testable alternative to the mean‐variance based
asset pricing models whose validity and testability have been questioned in the literature. …

… Abeysekera and Mahajan [1; 2] report similar findings from their tests of APT in the UK and
Canada. Hence, this study's failure to reject the null hypothesis that the risk premia are equal …

This article discusses the so-called lock-in effect as viewed by an investor in the stock market.
It present formulas, based on fairly general assumptions, for determining the breakeven …

An endophytic fungus producing camptothecin (CPT) was isolated from the leaf of Nothapodytes
nimmoniana (Sri Lanka), and culture conditions were optimised to enhance the yield of …

The authors focus on the issue of rebalancing taxable portfolios and overcoming the capital
gains lock-in effect. They propose an integer linear program, developed to maximize the …

… the cow was infected with Babesia sp. Mymensingh, which was recently reported from a
healthy cow in Bangladesh. We then developed a novel Babesia sp. Mymensingh-specific PCR …