Academic literature on the topic 'Tamonʼin'

Pasangan suami istri yang sulit atau tidak bisa memiliki keturunan, masyarakat percaya bahwa apabila datang ke Bujuk tamoni dengan kuasa tuhan atau izin tuhan dan melakukan beberapa rentetan ritual khusus yang harus dilakukan, maka pasangan suami istri tersebut bisa memiliki keturunan dalam jangka waktu yang tidak lama. Tujuan utama dalam penelitian ini adalah untuk mengetahui bagaimana konstruksi sosial masyarakat tentang ritual untuk mendapatkan keturunan melalui bujuk tamoni di Desa Batuan, Kecamatan Batuan, Kabupaten Sumenep. Metode yang digunakan dalam penelitian ini adalah metode penelitian kualitatif dengan menggunakan pendekatan studi kasus. Hasil dari penelitian ini menunjukkan bahwa pasangan suami istri yang sulit mendapatkan anak mempercayai bahwa apabila bernazar di kuburan bujuk tamoni akan mendapatkan keturunan sehingga hal ini menjadi sebuah konstruksi sosial dari masyarakat batuan, kecamatan batuan, kabupaten sumenep yang diciptakan sendiri oleh masyarakat melalui interaksi individu dengan individu lainnya dalam kehidupan sehari-hari mereka.

Unexpected populations of Hymenophyllaceae ferns were observed and collected at low to middle elevations as epilithic in wet ravines within the semi-dry forest in La Réunion Island. These populations would represent lowland ecotypes of the montane Crepidomanes inopinatum, which is usually restricted to humid rainforests at higher elevations. Because of this unexpected habitat and the dwarfed size of the specimens by comparison to typical populations, we thus describe a new variety for the island.

Abstract In this note we revisit the empirical results in Bianchi, Büchner, and Tamoni (2020) after correcting for using information not available at the time the forecast was made. Although we note a decrease in out-of-sample $R^2$, the revised analysis confirms that bond excess return predictability from neural networks remains statistically and economically significant.

The Federal Reserve holds two main sets of monetary policy meetings, the “Federal Open Market Committee” (FOMC) and the “Board Meetings”, which gather with sixweek and two week cadence respectively. Cieslak, Morse, and Vissing-Jorgensen (2019) show that the cadence of these meetings is associated with cycles of corresponding frequencies in stock markets. These can be fruitfully exploited through a portfolio strategy that invests in the whole market at alternate weeks (the even-week strategy). This simple investment rule is based on the cycles identified empirically but, so far, lacks a theoretical foundation. In this paper, we provide a rigorous framework to detect cycles in the stock market, and to determine optimal portfolio choices which profit from such cycles. We use the filtering approach for stationary time series of Ortu, Severino, Tamoni, and Tebaldi (2020) to isolate uncorrelated components of stock returns that are precisely associated with two- and six-week cycles. Then, we replicate these components using tradable assets from the U.S. market, and design an optimal portfolio strategy that maximizes the investor’s wealth and outperforms the even-week strategy.