Hong Kong Polytechnic University

About: Hong Kong Polytechnic University is a education organization based out in Hong Kong, China. It is known for research contribution in the topics: Computer science & Tourism. The organization has 29633 authors who have published 72136 publications receiving 1956312 citations. The organization is also known as: HKPU & PolyU.

Comparisons of natural and recycled aggregate concretes prepared with the addition of different mineral admixtures

Abstract: This paper presents the results of a laboratory study on the performance of natural and recycled aggregate concrete prepared with the incorporation of different mineral admixtures including silica fumes (SF), metakaolin (MK), fly ash (FA) and Ground granulated blast slag (GGBS). The compressive and splitting tensile strength, drying shrinkage, chloride ion penetration and ultrasonic pulse velocity (UPV) of the concrete mixtures were determined. The test results, in general, showed that the incorporation of mineral admixtures improved the properties of the recycled aggregate concretes. SF and MK contributed to both the short and long-term properties of the concrete, whereas FA and GGBS showed their beneficial effect only after a relatively long curing time. As far as the compressive strength is concerned, the replacement of cement by 10% of SF or 15% of MK improved both mechanical and durability performance, while the replacement of cement by 35% FA or 55% GGBS decreased the compressive strength, but improved the durability properties of the recycled aggregate concretes. Moreover, the results show that the contributions of the mineral admixtures to performance improvement of the recycled aggregate concrete are higher than that to the natural aggregate concrete.

Stock market linkages: Evidence from Latin America

Abstract: This study investigates the dynamic interdependence of the major stock markets in Latin America. Using data from 1995 to 2000, we examine the stock market indexes of Argentina, Brazil, Chile, Colombia, Mexico and Venezuela. The index level series are non-stationary and so we employ cointegration analysis and error correction vector autoregressions (VAR) techniques to model the interdependencies. We find that there is one cointegrating vector which appears to explain the dependencies in prices. The results are robust to sensitivity tests based on translating indexes to US dollars (i.e., a common currency for all the markets) and to partitioning the sample into periods before and after the Asian and Russian financial crises of 1997 and 1998, respectively. Our results suggest that the potential for diversifying risk by investing in different Latin American markets is limited.