A modification of the microplate method for reverse ABO typing of bloodstains and additional validation studies

The results of additional validation studies of a sensitive microplate hemagglutination assay for ABO reverse grouping of bloodstains are presented. The results of the validation study demonstrate the reliability of the microplate assay for use in routine serological casework. Based on these studies, the microplate assay has now replaced the Lattes crust test for ABO reverse grouping of bloodstains in the FBI Laboratory.     

Men and women's attributions of blame for domestic violence

Attributions of blame for the first and latest episodes of violence were assessed in a sample of 139 couples who were referred to a mandatory domestic violence treatment program in the military. Use of a methodology which allows for reports of nonmutually exclusive categories of attribution from both members of the dyad revealed more complex patterns of attributions than reflected in the existing literature. In addition, there were low rates of agreement within couples as to who was to blame for the violence. Although both men and women exhibited a high frequency of blaming their partner for both episodes of violence, men were significantly more likely to blame themselves for the latest than for the first episode. Attributions of blame were related to contextual variables in both men and women. Sex specific relationships emerged. These results were discussed with specific reference to predictions derived from attribution theory and their clinical implications.     

Evolving Market Efficiency with an Application to Some Bulgarian Shares

With new technically advanced methods and computers at our disposal, the efficient market hypothesis is once again being debated. At the same time, we are witnessing an unprecedented growth in both existing and new financial markets. These new markets are often in economies which have just recently embraced free market economics; we term these stock markets infant markets. Such stock markets are obviously not efficient in allocating the supply of savings to productive capital. We do not test whether or not these infant markets are informationally efficient, but instead examine whether and how they are becoming more efficient. We propose modelling the excess returns of individual securities using a multi-factor model with time-varying coefficients and generalised auto-regressive conditional heteroskedastic (GARCH) errors. If the markets are becoming more informationally efficient or the agents are learning, we would expect this to manifest itself as the time-varying coefficients becoming more stable as time increases. We test our model using data on four Bulgarian shares. First, we estimate an AR(2) model and a GARCH-M(1,1) model for the shares. Then, we estimated our AR(2) model with time varying coefficients and GARCH type errors. We find varying levels of efficiency and varying speeds of movement towards efficiency within our sample of four shares.