Example sentences of "for [art] period from " in BNC.

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1 Schools have shown increasing interest in it , helped by such excellent organisations as the Institute for Contemporary British History , but there is limited room in the curriculum for the twentieth century , let alone for the period from when the text books end and memory begins .
2 For the period from 1975–82 , the annual rate of population increase was 2.9 for Africa , 1.4 for East Asia , 2.2 for South Asia , 1.5 for Oceania and 2.5 for Latin America .
3 Instead I found no entries at all for the period from March to the end of that year .
4 Official figures for the period from the beginning of 1982 to October 1986 ( Danas , 11 November 1986 ) report 118 rapes in Kosovo , of which 16 were by ‘ Albanian irredentists ’ on Serbian or Montenegrin women , 5 were by Serbs or Montenegrins on women of their own community , and 97 were by Albanians on Albanians .
5 The rate of interest will be determined by Midland Life and will be paid for the period from the date of receipt of your money by Midland Life to the date it is returned to you .
6 But the scholars agree that reliable sources are missing for the period from his arrival in Paris in 1906 until the war , and that what there is is superficial and contradictory .
7 For the period 1757–1822 it has been calculated that the aggregate drain was approximately £250 million , while it has been pointed out that for the period from the 1850s to the First World War surpluses from the Indian economy were crucial in allowing Britain to balance its deficits with Europe and the USA ( Bagchi , 1982 , pp. 81 , 88 ) .
8 profit or loss of the undertaking acquired for the period from the beginning of the financial year up to the date of the acquisition and for the previous financial year .
9 The Authority granted a licence to Mr Freddy Laker for the period from 1973 to 1982 to operate a cheap passenger service known as ‘ Skytrain' between the United Kingdom and the USA .
10 Kipnis and Tsang ( 1984b ) analysed the S&P500 index for the period from April 1982 to January 1983 and , after allowing for transaction costs , found a considerable number of departures from the no-arbitrage condition , with both over- and underpricing being present .
11 A subsequent study by Cornell ( 1985a ) analysed the values of ten S&P500 contracts for the period from April 1982 to September 1983 , and found no general pattern of underpricing .
12 Figlewski ( 1984b ) used data on the S&P500 index for the period from June 1982 to September 1983 .
13 Billingsley and Chance ( 1988 ) analysed weekly data for the period from April 1982 to January 1986 for the S&P500 index .
14 He also found that , for the period from May 1982 to May 1986 , there was underpricing .
15 Klemkosky and Lee ( 1991 ) studied transactions data on the S&P500 for the period from 1983 to 1987 .
16 Chung ( 1991 ) analysed transactions data for the MMI future and its 20 constituent shares for the period from June 1984 to August 1986 .
17 Cakici , Harpaz and Yagil ( 1990 ) used daily closing prices for the VLCI for the period from 1982 to 1987 to test the Eytan and Harpaz ( 1986 ) no-arbitrage condition for geometric index futures .
18 Using daily data for the FT-SE 100 for the period from June 1984 to June 1988 , Yadav and Pope ( 1990 ) examined proportionate mispricings , that is , the mispricing divided by the current spot price .
19 Using daily data for the period from June 1987 to June 1988 ( 272 observations ) , after allowing for transactions costs of 0.5–1% , they found a substantial degree of underpricing for Nikkei Stock Average futures : 42% of the time there was an underpricing in excess of the estimated transaction costs .
20 Brenner , Subrahmanyam and Uno ( 199Ob ) used daily closing prices for the period from September 1988 to September 1989 on the Nikkei Stock Average ( traded on both the OSE and Simex ) and Topix to look for arbitrage opportunities .
21 In the UK in 1989 under 1% of the shares traded on the UK stock market were part of an index arbitrage transaction , while the corresponding figure for the NYSE for the period from July to December 1989 was about 5% ( Quality of Markets Unit , 1989 ) .
22 Using daily data for the period from October 1984 to September 1985 , they found that the covariance between the riskless rate of interest and the rate of return on the spot asset had a statistically significant positive effect on the futures price .
23 The mispricings for 1986 and 1987 were significantly larger when no allowance was made for stochastic interest rates , but there was no difference for the period from 1982 to 1985 .
24 Pope and Yadav tested this model using hourly data on the FT-SE 100 for the period from February 1986 to June 1988 , and found about two or three steps ( or transactions cost thresholds ) ranging between 0.1% and 1.6% .
25 Using monthly data on the NYSE Composite for the period from January 1983 to November 1987 , these predictions were tested .
26 To test this possibility , Hemler and Longstaff computed mispricings for the period from January 1986 to November 1987 using both models , and compared the results .
27 Using data for the near and next-near futures contracts for the period from July 1984 to September 1986 , they found clear support that futures prices lead spot prices by one minute .
28 Using five-minute returns for the period from 1 to 15 October 1987 , they concluded that the negative basis after 11 a.m. on Monday 19 October was primarily due to stale prices , particularly physical delays in the processing of spot transactions , and not to illiquidity .
29 They used daily bid and ask data for the US government National Mortgage Association ( GNMA ) spot and futures markets for the period from December 1979 to December 1982 .
30 Weekly data on the S&P500 index future for the period from April 1982 to January 1986 was used .
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