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Using morning meeting, an evidence-based practice that is part of the responsive classroom (RC) approach, the authors (two teacher educators [TEs]) created opportunities for teacher candidates (TCs) to experience representations, decompositions and approximations of practice in multiple iterations of an elementary social studies methods course.

The authors detail how TEs can expose TCs to social studies content (e.g. the National Council for the Social Studies themes) that can be incorporated into structured, daily classroom routines, such as morning meeting.

The authors include TE-created morning meeting facilitation guides with components such as a morning message, greeting, share, group activity and theme justification. Furthermore, the authors outline TCs' reflections on planning and implementing a morning meeting with a partner in addition to their own reflections on the TCs' feedback.

This work has implications related to TEs and TCs in elementary social studies methods courses as well as current and future students in elementary classrooms.

Place-based, social studies teaching and learning has the potential to foster engaged citizens connected and committed to improving their communities. This study explored the research question, “In what ways do classroom and field-based experiences prepare teacher candidates (TCs) to make connections between place-based education and elementary social studies education?”

This qualitative case study examined how elementary TCs learned about, researched, curated and created place-based social studies educational resources related to community sites. Data collection included TCs’ Pre- and Post-Course Reflections as well as Self-Evaluations, which were analyzed using an inductive approach and multiple rounds of concept coding. Several themes emerged through data analysis.

The authors organized their findings around three themes: connections (i.e. place becomes personal), immersion (i.e. learning about place to learning in place) and bridge building (i.e. local as classroom). The classroom and field-based experiences in the elementary social studies methods course informed the ways in which TCs learned about and connected to the concept of place, experienced place in a specific place (i.e. downtown Statesboro, Georgia), and reflected upon the myriad ways that they could utilize place in their future elementary social studies classrooms.

TCs (as well as in-service teachers and teacher educators) must become more informed, connected and committed to places within their local communities in order to consider them as resources for elementary social studies teaching and learning.

The anomalous patterns in foreign exchange markets have received relatively little attention in the literature. This paper empirically investigates the Day-of-the-Week effect in the yen-dollar currency market for three decades and confirms that such effect did exist for the period 1973–1989, but it disappears for the 1990s. The results remain unchanged when the business condition effect, the January effect, the holiday effect, and the first and last day of the month effect are controlled. The results suggest that financial deregulation in Japan has made foreign currency markets more efficient in recent years.

This study aims to examine the presence of the day-of-the-week (DOW), January and turn-of-month (TOM) effect in 20 currency pairs against the US dollar, from January, 1995 to December, 2014.

Ordinary least square with GARCH (1,1) framework is used to examine the presence of DOW, January and TOM effect to test the efficiency of the currency markets. The sample period is later divided into two sub-periods of equal length, that is, from 1995 to 2004 and 2005 to 2014, to explore the time-varying behavior of the calendar anomalies. Further, the authors also use the non-parametric technique, the Kruskal–Wallis test, to provide robustness check for the results.

For the DOW effect, the results indicate that the returns on Monday and Wednesday are negative and lower than the returns on Thursday and Friday which show positive and higher returns. The returns of all the currencies are higher (lower) in January (TOM trading days) and lower (higher) during rest of the year (non-TOM trading days). However, these calendar anomalies seem to have disappeared for almost all currencies during 2005 to 2014 and indicate that the markets have achieved a higher degree of efficiency in the later part of the sample.

The results have important implications for both traders and investors. The findings suggest that the investors might not be able to earn excess profits by timing their positions in some particular currencies taking the advantage of DOW, January or TOM effect, which in turn indicates that the currency markets have become more efficient with time. The results might be appealing to the practitioners as well in a way that they can consider the state of financial market for financial decision-making.

The findings of lower returns on Monday and Wednesday and high returns during Thursday and Friday for all the currencies indicate that the foreign investors can take the advantage by going short on Monday and Wednesday and long on Thursday and Friday. Similarly, the returns of all the currencies are higher (lower) in January (TOM trading days) and lower (higher) during rest of the year (non-TOM trading days). During this period, investors in the currency markets could benefit themselves by taking long (short) positions in January (TOM trading days) and short (long) positions during rest of the year (non-TOM trading days).

The author provides a pioneer study on the presence of calendar anomalies (DOW, TOM and the January effect) across a wide range of currencies using 20 years of data from January 1995 to December 2014. To the best of the author’s knowledge, no study has examined the presence of January effect in the currency market; therefore, the author provides the first study in which January effect in a number of currencies is investigated.

Prior studies have shown that physician-led hospitals have several advantages over non-physician-led hospitals. This study seeks to test whether these advantages also extend to periods of extreme disruptions such as the COVID-19 pandemic, which affect bed availability and hospital utilization.

The authors utilize a bounded Tobit estimation to identify differences in patient satisfaction rates and in-hospital utilization rates of top-rated hospitals in the United States.

Among top-rated US hospitals, those that are physician-led achieve higher patient satisfaction ratings and are more likely to have higher utilization rates.

While the COVID-19 pandemic generated greater demand for inpatient beds, physician-led hospitals improved their hospitals’ capacity utilization as compared with those led by non-physician leaders. A longitudinal study to show the change over the years and whether physician Chief Executive Officers (CEOs) are more likely to improve their hospitals’ ratings than non-physician CEOs is highly recommended.

Recruiting and retaining physicians to lead hospitals, especially during disruptions, improve hospital’s operating efficiency and enhance patient satisfaction.

The paper reviews prior research on physician leadership and adds further insights into the crisis leadership literature. The authors provide evidence based on quantitative data analysis that during the COVID-19 pandemic, physician-led top-rated US hospitals experienced an improvement in operating efficiency.

The purpose of this paper is to examine the presence of the day-of-the-week (DOW) and January effect in the Indian currency market for selected currency pairs; USD-(Indian rupee) INR, EUR-INR, GBP-INR and JPY-INR, from January, 1999 to December, 2014.

Ordinary least square regression analysis is used to examine the presence of DOW and January effect to test the efficiency of the Indian currency market. The sample period is later divided into two sub-periods, that is, pre- and post-2008 to capture the behavior of returns before and after the 2008 financial crisis. Further, the authors also use the non-parametric technique, the Kruskal-Wallis test, to provide robustness check for the results.

The results indicate that the returns during Monday to Wednesday are positive and higher than the returns on Thursday and Friday which show negative returns. The returns during January are found to be higher than the returns during rest of the year. Further, all currencies exhibit significant DOW and January effects in pre-crisis period, however, post-crisis; these effects disappear for all currencies indicating that the markets have become more efficient in the later time. The findings can be further attributed to the increased intervention in the forex markets by the Reserve Bank of India after the crisis.

The results have important implications for both traders and investors. The findings suggest that the investors might not be able to earn excess profits by timing their positions in some particular currencies taking the advantage of DOW or January effect which in turn indicates that the currency markets have become more efficient with time. The results are in conformity with those reported for the developed markets. The results might be appealing to the practitioners as well in a way that they can consider the state of financial market for financial decision making.

The authors provide the first study to examine the calendar anomalies (DOW and January effect) across a range of emerging currencies using 16 years of data from January, 1999 to December, 2014. To the best of the authors’ knowledge, no study has yet examined these calendar anomalies in the currency markets using data which covers two important periods, pre-2008 and post-2008.