In early 2005 The eLearning Guild conducted a survey of its members on the subject of Synchronous Instruction. A total of 644 members responded to the questionnaire. The last question in the questionnaire asked members who have online instruction experience to list their favorite tips to share with other online instructors; a remarkable total of 336 members contributed usable tips.
As might be expected the tips ranged from a single word (Plan! or Practice!) to as many as fifteen separate tips running over 350 words! They also ranged from the simple and obvious to the unusual and subtle. They covered the complete gamut of behavior for an online instructor. We are providing these tips to everybody who is interested in being more effective at doing online synchronous instruction.
The liquidity of an asset market refers to the ability of investors to buy and sell significant quantities of the asset, quickly, at low cost, and without a major price concession. A series of market crises that were associated with major decreases in liquidity, including the crash of 1987, the Asian crisis of 1998, and the credit crisis of 2008, have focused the attention of market participants, regulators and researchers on liquidity in financial markets.
Markets for many types of property/casualty insurance exhibit soft market periods, where premium rates are stable or falling and coverage is readily available, and subsequent hard market periods, where premium rates and insurers reported profits significantly increase and less coverage is available. Conventional wisdom among practitioners and other observers is that soft and hard markets occur in a regular "underwriting cycle." Like price fluctuations in equity markets, fluctuations in insurance premium rates and coverage availability are difficult to explain fully by standard economic models that assume rational agents and few market frictions.
