Comments on: Review: The Plagiarism Checker http://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/ Content Theft, Plagiarism, Copyright Infringement Sat, 20 Mar 2010 01:12:29 +0000 http://wordpress.org/?v=abc hourly 1 By: Rose Offnerhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-129730 Rose Offner Wed, 03 Mar 2010 16:12:18 +0000 http://www.plagiarismtoday.com/?p=2283#comment-129730 Hi Jonathan, great work and writing, I appreciate your evaluations and the comparisons which are very helpful. I had a different experience testing out the dustballs site. I typed a paper I was drafting since it was on my desktop and it foudn two examples of plagarisim, cited, both were the citations I used. both sources on google and brought them right up. on had only a three or four words from a power point on metacognition. It was really great. What I liked was I had made an error and listed the wrong authror and there it was it clicked the link and there were my sources.I will try out copyscape. I want a site that students could use to become more conscious. THanks for the great work, I look foward to reading more. Hi Jonathan, great work and writing, I appreciate your evaluations and the comparisons which are very helpful. I had a different experience testing out the dustballs site. I typed a paper I was drafting since it was on my desktop and it foudn two examples of plagarisim, cited, both were the citations I used. both sources on google and brought them right up. on had only a three or four words from a power point on metacognition. It was really great. What I liked was I had made an error and listed the wrong authror and there it was it clicked the link and there were my sources.I will try out copyscape. I want a site that students could use to become more conscious. THanks for the great work, I look foward to reading more.

]]> By: waqas77http://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-127012 waqas77 Wed, 22 Jul 2009 11:29:50 +0000 http://www.plagiarismtoday.com/?p=2283#comment-127012 The articles describes the Calendar are cyclical anomalies in returns, where the cycle is based on the calendar. The most important calendar anomalies are the January effect, the turn of the month effect and the weekend effect. The quality of studies finding evidence of different market anomalies are too overwhelming to simply ignore and just write off as temporary miss pricings according to efficient market theory.<br>The analysis has been conducted to evaluate that investor have to be critical not to over interpret results with the risk of neglecting and under estimating the importance of such a basic concept as portfolio diversification. <br>This journal shows the significance of calendar trading rules is much weaker when it is assessed in the context of global rules that could reasonably have been evaluated. Evidence provided that daily abnormal returns in January have large means relative to remaining eleven month and small firms experience large returns in January and exceptionally large returns during the first few trading days of January and it is also closely associated to the tax loss selling induced by negative returns over the previous years.<br>Where as, the week end effect refers to tendency of stocks to exhibit relatively large returns on Fridays compared to those of Monday. Monday effect is associated to the regularities in trading pattern of individual and institutional investor related to the day of the week. We find a relative increase in trading activity by individual on Mondays, in addition, there is no tendency to increase the number of sell transactions relative to buy transaction, which might be due to information which individuals collects over the week end.<br>Last it’s the month end effect, that existence of positive returns only in the first half of the month, and more specifically where the last day of one month and the first three of the next month are particularly high. Which primarily due to higher month end cash flows such as salaries, dividend and interest payments.<br>The journal acknowledge that there might exit short term anomalies but that these will in a longer perspective be cancelled out so that the market can go back to being perfect efficient. There is no gurantee that markets will be perfect efficient in the short run however as an investor specialized Technical analysis uses from past patterns of price and the volume of trading as the basis for predicting future prices in detecting anomalies and arbitrage opportunities will not be able to attract any abnormal returns due to irregular nature of these anomalies. The random-walk evidence suggests that prices of securities are affected by news. Favorable news will push up the price and vice versa. It is therefore appropriate to question the value of technical analysis as a means of choosing security investments. <br>Fundamentals analysis involves using market information to determine the essential value of securities in order to identify those securities that are undervalued. However semi strong form market efficiency suggests that fundamentals analysis cannot be used to outperform the market. In an efficient market, equity research and valuation would be a costly task that provided no benefits. The odds of finding an undervalued stock should be random (50/50). Most of the time, the benefits from information collection and equity research would not cover the costs of doing the research.<br>For optimal investment strategies, investors are suggested should follow a passive investment strategy, which makes no attempt to beat the market. Investors should not select securities randomly according to their risk aversion or the tax positions. This dose not means that there is no portfolio management. In an efficient market, it would be superior strategy to have a randomly diversifying across securities, carrying little or no information cost and minimal execution costs in order to optimize the returns. <br> The basic question related to market anomalies in whether an identified anomaly is evidence of a stable and long run phenomenon which an investment strategy could be based on or if it is just as the names suggest a short term unique miss pricing. The articles describes the Calendar are cyclical anomalies in returns, where the cycle is based on the calendar. The most important calendar anomalies are the January effect, the turn of the month effect and the weekend effect. The quality of studies finding evidence of different market anomalies are too overwhelming to simply ignore and just write off as temporary miss pricings according to efficient market theory.
The analysis has been conducted to evaluate that investor have to be critical not to over interpret results with the risk of neglecting and under estimating the importance of such a basic concept as portfolio diversification.
This journal shows the significance of calendar trading rules is much weaker when it is assessed in the context of global rules that could reasonably have been evaluated. Evidence provided that daily abnormal returns in January have large means relative to remaining eleven month and small firms experience large returns in January and exceptionally large returns during the first few trading days of January and it is also closely associated to the tax loss selling induced by negative returns over the previous years.
Where as, the week end effect refers to tendency of stocks to exhibit relatively large returns on Fridays compared to those of Monday. Monday effect is associated to the regularities in trading pattern of individual and institutional investor related to the day of the week. We find a relative increase in trading activity by individual on Mondays, in addition, there is no tendency to increase the number of sell transactions relative to buy transaction, which might be due to information which individuals collects over the week end.
Last it’s the month end effect, that existence of positive returns only in the first half of the month, and more specifically where the last day of one month and the first three of the next month are particularly high. Which primarily due to higher month end cash flows such as salaries, dividend and interest payments.
The journal acknowledge that there might exit short term anomalies but that these will in a longer perspective be cancelled out so that the market can go back to being perfect efficient. There is no gurantee that markets will be perfect efficient in the short run however as an investor specialized Technical analysis uses from past patterns of price and the volume of trading as the basis for predicting future prices in detecting anomalies and arbitrage opportunities will not be able to attract any abnormal returns due to irregular nature of these anomalies. The random-walk evidence suggests that prices of securities are affected by news. Favorable news will push up the price and vice versa. It is therefore appropriate to question the value of technical analysis as a means of choosing security investments.
Fundamentals analysis involves using market information to determine the essential value of securities in order to identify those securities that are undervalued. However semi strong form market efficiency suggests that fundamentals analysis cannot be used to outperform the market. In an efficient market, equity research and valuation would be a costly task that provided no benefits. The odds of finding an undervalued stock should be random (50/50). Most of the time, the benefits from information collection and equity research would not cover the costs of doing the research.
For optimal investment strategies, investors are suggested should follow a passive investment strategy, which makes no attempt to beat the market. Investors should not select securities randomly according to their risk aversion or the tax positions. This dose not means that there is no portfolio management. In an efficient market, it would be superior strategy to have a randomly diversifying across securities, carrying little or no information cost and minimal execution costs in order to optimize the returns.
The basic question related to market anomalies in whether an identified anomaly is evidence of a stable and long run phenomenon which an investment strategy could be based on or if it is just as the names suggest a short term unique miss pricing.

]]> By: 10 Dollar Articles Plagiarism Checker | PlagiarismTodayhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124676 10 Dollar Articles Plagiarism Checker | PlagiarismToday Tue, 10 Feb 2009 18:14:07 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124676 [...] plagiarism checkers using Google and other search engines. Most of these plagiarism checkers, such as the “Dustball” checker, fail to produce adequate [...] [...] plagiarism checkers using Google and other search engines. Most of these plagiarism checkers, such as the “Dustball” checker, fail to produce adequate [...]

]]> By: Avoid problems with a plagiarism detector | Thoughts from a tech specialist...http://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124193 Avoid problems with a plagiarism detector | Thoughts from a tech specialist... Fri, 09 Jan 2009 15:03:25 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124193 [...] Review: The Plagiarism Checker [...] [...] Review: The Plagiarism Checker [...]

]]> By: Jonathan Baileyhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124051 Jonathan Bailey Thu, 18 Dec 2008 02:41:37 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124051 The best thing that I can tell you to do is to call them and ask them what is going on. They have their numbers here: <a href="http://www.copyright.gov/help/" target="_blank">http://www.copyright.gov/help/</a> I'm the first to agree that the USCO is a bag of hurt and doesn't function even remotely as it should, but I sadly can't help shed any light on this matter. The few times I've done it I've only had one major issue and that was caused by their radiation equipment destroying CDs I sent in. My advice is to get in touch with them either via email or phone and see what they can do. They do respond, at least the few times I've contacted them. The best thing that I can tell you to do is to call them and ask them what is going on. They have their numbers here: http://www.copyright.gov/help/

I'm the first to agree that the USCO is a bag of hurt and doesn't function even remotely as it should, but I sadly can't help shed any light on this matter. The few times I've done it I've only had one major issue and that was caused by their radiation equipment destroying CDs I sent in.

My advice is to get in touch with them either via email or phone and see what they can do. They do respond, at least the few times I've contacted them.

]]> By: CopyrightLaw (CopyrightLaw)http://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124342 CopyrightLaw (CopyrightLaw) Wed, 17 Dec 2008 11:22:17 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124342 “Review: The Plagiarism Checker” http://tinyurl.com/5j9gom “Review: The Plagiarism Checker” http://tinyurl.com/5j9gom

]]> By: Romanhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124046 Roman Wed, 17 Dec 2008 05:53:42 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124046 I applied for copyright certificates for 3 of my works (greeting cards). The first work was submitted to US Copyright Office on December 10, 2007. The second & third were submitted at the end of May, 2008. It normally takes 4 months to issue a copyright certificate. However, I still haven't gotten any responses. What do I do? Any suggestions? Is this the way a Federal Agency supposed to operate? I mean, just because the office receives 10,000 works (in one day) from copyright applicants, does not grant the office the right to mess me up! Does it? Anyone else have a similar situation? I applied for copyright certificates for 3 of my works (greeting cards). The first work was submitted to US Copyright Office on December 10, 2007. The second & third were submitted at the end of May, 2008. It normally takes 4 months to issue a copyright certificate. However, I still haven't gotten any responses. What do I do? Any suggestions? Is this the way a Federal Agency supposed to operate? I mean, just because the office receives 10,000 works (in one day) from copyright applicants, does not grant the office the right to mess me up! Does it? Anyone else have a similar situation?

]]> By: Amyhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124033 Amy Tue, 16 Dec 2008 20:37:12 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124033 I came to the same conclusions when I sampled it. Thank you for this detailed write-up. I am always looking for great plagiarism tools that don't violate FERPA (Turnitin, IMHO). I came to the same conclusions when I sampled it. Thank you for this detailed write-up. I am always looking for great plagiarism tools that don’t violate FERPA (Turnitin, IMHO).

]]> By: Debora Weber-Wulffhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124032 Debora Weber-Wulff Tue, 16 Dec 2008 20:30:26 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124032 Hi Jonathan,just ran a few of our tests through. A 100% plagiarism raised two concerns (both correct), but only because this 52 or so letter slice did not contain any Umlauts....When you do get a hit, you still have to leaf through the possible source to look for the place the plagiarism was taken from. Copyscape does a nicer job of markup.It does not find multiple sources and misses some of the more esoteric ones completely. Not a good workflow fit, and searching with Google is faster. Hi Jonathan,

just ran a few of our tests through. A 100% plagiarism raised two concerns (both correct), but only because this 52 or so letter slice did not contain any Umlauts….

When you do get a hit, you still have to leaf through the possible source to look for the place the plagiarism was taken from. Copyscape does a nicer job of markup.

It does not find multiple sources and misses some of the more esoteric ones completely. Not a good workflow fit, and searching with Google is faster.

]]> By: Jonathan Baileyhttp://www.plagiarismtoday.com/2008/12/16/review-the-plagiarism-checker/comment-page-1/#comment-124035 Jonathan Bailey Tue, 16 Dec 2008 10:10:13 +0000 http://www.plagiarismtoday.com/?p=2283#comment-124035 I had suspected it from the moment I laid eyes on it but still wanted to test it out thoroughly before I tossed it aside, I'd hate to pass over the greatest plagiarism checking tool just because of an intuition. Sadly, it appears I saw right. I had suspected it from the moment I laid eyes on it but still wanted to test it out thoroughly before I tossed it aside, I'd hate to pass over the greatest plagiarism checking tool just because of an intuition. Sadly, it appears I saw right.

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