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"This book centres on Roger Barlow: merchant, explorer, ally of Sebastian Cabot, supporter of Thomas Cromwells vision for Wales, proponent of expanding English trading routes, and the first Englishman to write a detailed eyewitness account of America (included in A Brief Summe of Geographie). It investigates the early lives of both men and the family-based guild networks that brought Barlow from Colchester to London, Morocco, and on to Seville where Cabot was Pilot Major. There, Barlow joined other English merchants in supporting voyages and supplying Castiles Atlantic settlements. From 1526 to 1528 Barlow joined Cabot in an exploration of the upper reaches of the Rio de la Plata river system, becoming the first Englishman to set foot in Argentina, Uruguay, Paraguay, and Brazil. When both men returned to the British Isles, Barlow around 1531 and Cabot in 1548, they had trading, navigational, and exploratory knowledge that made them truly unique. In tracing Barlow and Cabots circle from the mid-fifteenth-century Mediterranean to the burgeoning Iberian Atlantic of the sixteenth century, and then back to Reformation England and Wales and to a merchant elite just beginning to look at extending its trading reach into the Atlantic and beyond, the book constitutes a critical contribution to the emerging fields of Atlantic and global history. It examines how shared knowledge as well as the accumulation of capital in international trading networks prior to 1560 influenced emerging ideas of trade, discovery, settlement, colonization, and race in Britain."

"The essays in this volume are not intended to outline the initial stages of spread of Buddhist doctrines to various parts of Asia. Nor are they meant to be introductory narratives of Buddhism in different regions of Asia. Rather the essays deal with complex issues related to Buddhism, in the process by which the doctrines, in their varied forms and manifestations. Many of the essays are detailed exposition of these evolving phases of Buddhist history in Asia, from the early common era to the twentieth century. "

"[ABSTRAKPenelitian ini bertujuan untuk menguji apakah strategi pemilihan aset dalam portofolio yang didasarkan pada informasi pertumbuhan pendapatan historis (4Q, 8Q, dan 12Q terakhir) mampu menghasilkan abnormal return atau tidak. Setiap portofolio yang dibentuk kemudian di-hold dengan masa kepemilikkan 1M, 3M, 6M, 9M, dan 12M. Gross return dari setiap portofolio kemudian dievaluasi dengan model fama-french three factors, carhart four factors, dan fama-french five factors. Hasilnya, diperoleh nilai abnormal return yang negatif dan konsisten dari saham-saham yang mencatatkan pertumbuhan pendapatan rendah pada ketiga periode pengamatan dan terkoreksi dalam 9M hingga 12M. Sedangkan saham yang mencatatkan pertumbuhan pendapatan tinggi hanya mencatatkan nilai abnormal return yang negatif dari periode pengamatan jangka menengah (8Q) dan terkoreksi dalam 1M hingga 12M.

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ABSTRACTThis paper aimed to test whether stock selection strategy based on revenue growth announcement information (last 4Q, 8Q, and 12Q) could generate abnormal return or not. Holding periods for every formed portfolio are 1M, 3M, 6M, 9M, and 12M. Each portfolio gross return then evaluated with fama-french three factors model, carhart four factors model, and fama-french five factors model. Results show that negative alpha consistently generated from stocks with low revenue growth from three observation period then corrected in 9M to 12M holding period. While stocks with high revenue growth had generated same result but only from medium term observation period then corrected in 1M to 12M holding period.;This paper aimed to test whether stock selection strategy based on revenue growth announcement information (last 4Q, 8Q, and 12Q) could generate abnormal return or not. Holding periods for every formed portfolio are 1M, 3M, 6M, 9M, and 12M. Each portfolio gross return then evaluated with fama-french three factors model, carhart four factors model, and fama-french five factors model. Results show that negative alpha consistently generated from stocks with low revenue growth from three observation period then corrected in 9M to 12M holding period. While stocks with high revenue growth had generated same result but only from medium term observation period then corrected in 1M to 12M holding period.;This paper aimed to test whether stock selection strategy based on revenue growth announcement information (last 4Q, 8Q, and 12Q) could generate abnormal return or not. Holding periods for every formed portfolio are 1M, 3M, 6M, 9M, and 12M. Each portfolio gross return then evaluated with fama-french three factors model, carhart four factors model, and fama-french five factors model. Results show that negative alpha consistently generated from stocks with low revenue growth from three observation period then corrected in 9M to 12M holding period. While stocks with high revenue growth had generated same result but only from medium term observation period then corrected in 1M to 12M holding period.;This paper aimed to test whether stock selection strategy based on revenue growth announcement information (last 4Q, 8Q, and 12Q) could generate abnormal return or not. Holding periods for every formed portfolio are 1M, 3M, 6M, 9M, and 12M. Each portfolio gross return then evaluated with fama-french three factors model, carhart four factors model, and fama-french five factors model. Results show that negative alpha consistently generated from stocks with low revenue growth from three observation period then corrected in 9M to 12M holding period. While stocks with high revenue growth had generated same result but only from medium term observation period then corrected in 1M to 12M holding period., This paper aimed to test whether stock selection strategy based on revenue growth announcement information (last 4Q, 8Q, and 12Q) could generate abnormal return or not. Holding periods for every formed portfolio are 1M, 3M, 6M, 9M, and 12M. Each portfolio gross return then evaluated with fama-french three factors model, carhart four factors model, and fama-french five factors model. Results show that negative alpha consistently generated from stocks with low revenue growth from three observation period then corrected in 9M to 12M holding period. While stocks with high revenue growth had generated same result but only from medium term observation period then corrected in 1M to 12M holding period.]"