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Overlooking master data during project planning and implementation can lead to problems down the road. Taking advantage of SAP master data templates is an important part of developing that master data management strategy. Master data templates are Excel files that business process owners fill out they are then uploaded into the SAP ERP system to ensure greater master data consistency throughout the ERP system, rather than adding master data terms in an ad-hoc fashion, which leads to inconsistencies and errors. The templates also include instructions and guidelines on how to complete the templates themselves. Filling in correct and comprehensive master data in these templates is a massive exercise. It involves cleansing data, or filling in missing data that is required in SAP ERP, such as payment terms for customers, planned delivery times of vendors or reordering procurement level of a material. Regardless of the fact that a project is a new SAP ERP implementation (including a greenfield project) or an upgrade, process owners have to go through the rigorous process of filling in master data templates for their eventual availability in SAP ERP system. SAP implementation consultants can conduct master data templates workshops, but these are typically held at later stages of the SAP ERP implementation. This leaves insufficient time for process owners to fill up the master data templates completely and correctly. In their rush to submit the master data templates to meet projects stringent deadlines, process owners often either submit incomplete or incorrect information. This leads to chaos immediately after the SAP ERP go-live, resulting in the business having to slow or even halt business functions. The problems caused by incomplete or incorrect master data may range from delays in processing a customers new sales order to communication of an incorrect delivery date to customers, due to. To ensure the business process owners have enough time to complete the templates, templates should be completed instead in two different phases of the project. The first phase is during the very initial stage of SAP ERP implementation, known as the project preparation phase. Addressing master data templates early, during project preparation, gives business process owners enough time to extract, cleanse and consolidate data from their existing or legacy system, and enter that data into the templates. A second, follow-up, round at the end of business blueprint phase focuses on objects such as company code, plant, sales organization or sales offices, which may not previously have been finalized. Focusing on master data templates twice during the SAP ERP implementation ensures much more focused and dedicated efforts are put in place and that only the clean, consolidated and comprehensive master data is eventually available in SAP ERP system. About the author: Jawad Akhtar is the author of the SAP PRESS book Production Planning and Control with SAP ERP. He is the head of SAP delivery in AbacusConsulting, where he focuses on logistics and SCM issues. Number of items at this level: 322 . Abdel Aal Mahmoud, Ashraf (2010): FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data. Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research. Vol. 98, No. 4 (4. March 2013): pp. 10-20. Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research. Vol. 98, No. 4 (4. March 2013): pp. 529-541. Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana Adam, Anokye M. and Tweneboah, George (2008): Macroeconomic Factors and Stock Market Movement: Evidence from Ghana. Afego, Pyemo (2011): Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market. Ahmed, Tehseen and Malik, Saif Ullah (2012): Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan. Published in: NICE Research Journal. Vol. Vol. 5, No. Vol. 5 (1. October 2012): pp. 93-110. Akber, Ushna and Muhammad, Nabeel (2013): Is Pakistan Stock Market moving towards Weak-form efficiency Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index. Alexandru, Ciprian Antoniade (2008): Indicators for the analysis of the evolution of the stock exchange. Published in: European unions history, culture and citizenship (2008): pp. 103-109. Alexandru, Ciprian Antoniade (2007): Local financing through capital markets. Published in: Economics of sustainable development - Financing the regional sustainable development (2008): pp. 115-119. Alfarano, Simone and Milakovic, Mishael and Raddant, Matthias (2011): A Note on institutional hierarchy and volatility in financial markets. Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results. Ali, Muhammad and Syed ali, Raza and Chin-Hong, Puah (2015): Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model. Alimi, R. Santos (2014): Inflation and Financial Sector Performance: The Case Of Nigeria. Allen, David E and Powell, Robert (2008): Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective. Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets. Amihud, Yakov and Mendelson, Haim and Pedersen, Lasse Heje (2005): Liquidity and Asset Prices. Published in: Foundations and Trends in Finance. Vol. 1, No. 4 (2005): pp. 269-364. Anolli, Mario and Petrella, Giovanni (2007): A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality. Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2012): Dynamic Co-movements between Stock Market Returns and Policy Uncertainty. Antonakakis, Nikolaos and Gupta, Rangan and Andre, Christophe (2015): Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. Arru, Daniela and Iacovoni, Davide and Monteforte, Libero and Pericoli, Filippo Maria (2012): EMU sovereign spreads and macroeconomic news. Arshad Khan, Muhammad and Qayyum, Abdul (2007): Trade, Financial and Growth Nexus in Pakistan. Published in: Economic Analysis Working Papers. Vol. 6, No. 14 (2007): pp. 1-24. Artzrouni, Marc (2009): The mathematics of Ponzi schemes. Asongu, Simplice (2013): Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters. Published in: Financial Aspects of Recent Trends in the Global Economy, ASERS Publishing. Vol. 1, No. 1 (June 2013) Ayala, Alfonso (2011): Algunos conceptos sobre la evaluacion de portafolios de inversion. Babalos, Vassilios and Philippas, Nikolaos and Doumpos, Michael and Zompounidis, Constantin (2012): Mutual funds performance appraisal using stochastic multicriteria acceptability analysis. Published in: Applied Mathematics and Computation. Vol. 218, (2011): pp. 5693-5703. Bacha, Obiyathulla I. and Mohamed, Eskandar R. and Ramlee, Roslily (2008): The Efficiency of Trading Halts Evidence from Bursa Malaysia. Published in: The International Journal of Banking and Finance. Vol. 5, No. 2 (March 2008): pp. 125-148. Bardong, Florian and Bartram, Sohnke M. and Yadav, Pradeep K. (2005): Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE. Barna, Flavia (2006): THE IMPACT OF THE FOREIGN INVESTMENTS ON THE CAPITAL MARKET IN ROMANIA. Barnett, William A. and Jawad i, Fredj (2012): Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications. Bassler, Kevin E. and Gunaratne, Gemunu H. and McCauley, Joseph L. (2005): Hurst exponents, Markov processes, and nonlinear diffusion equations. Published in: Physica A. Vol. 369, (2006): pp. 343-353. Baumohl, Eduard and Lyocsa, Stefan (2012): Constructing weekly returns based on daily stock market data: A puzzle for empirical research Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets. Bebel, Arkadiusz (2014): Low Versus High Leverage (LVH). Bell, Peter N (2015): Comment on Mahmoodzadehs Tick Size Change in the Wholesale Foreign Exchange Market. Bell, Peter Newton (2014): Book Review Rethinking Housing Bubbles. Bennani, Norddine and Maetz, Jerome (2009): A Spot Stochastic Recovery Extension of the Gaussian Copula. Berdugo, Binyamin and Hadad, Sharon (2009): How does Investors Legal Protection affect Productivity and Growth Bicchetti, David and Maystre, Nicolas (2012): The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data. Forthcoming in: Blanchard, michel and Bernard, philippe (2011): The performance of amateur traders on a public internet site: a case of a stock-exchange contest. Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in: Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies. Vol. XI, No. N1 (2004): pp. 3-21. Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies. Vol. XI, No. N1 (2004): pp. 3-21. Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns. Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns. Camilleri, Silvio John (2006): An Analysis of Stock Index Distributions of Selected Emerging Markets. Published in: Bank of Valletta Review. Vol. Spring, No. 33 (2006): pp. 33-49. Camilleri, Silvio John (2008): Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange. Published in: Bank of Valletta Review. Vol. Spring, No. 37 (2008): pp. 49-65. Carney, Richard W. and Liu, Wai-Man (Raymond) and Ngo, Phong T. H. (2012): Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance. Carretta, Alessandro and Farina, Vincenzo and Graziano, Elvira Anna and Reale, Marco (2011): Does investor attention influence stock market activity The case of spin-off deals. Castagnetti, Carolina and Rossi, Eduardo (2008): Euro corporate bonds risk factors. Castagnetti, Carolina and Rosti, Luisa (2007): Effort allocation in tournaments: the effect of gender on academic performance in Italian universities. Published in: Economics of Education Review No. 28 (2009): pp. 357-369. Challet, Damien and Peirano, Pier Paolo (2008): The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures. Chang, Kuang Liang and Chen, Nan Kuang and Leung, Charles Ka Yui (2011): The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms Chang, Kuang Liang and Chen, Nan Kuang and Leung, Charles Ka Yui (2011): In the Shadow of the United States: The International Transmission Effect of Asset Returns. Chang, Kuang-Liang and Chen, Nan-Kuang and Leung, Charles Ka Yui (2009): Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock. Chen, Dong and Gao, Yanmin and Kaul, Mayank and Leung, Charles Ka Yui and Tsang, Desmond (2014): The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore. Chen, Hui and Parsley, David and Yang, Ya-wen (2010): Corporate Lobbying and Financial Performance. Chen, Nan-Kuang and Chen, Shiu-Sheng and Chou, Yu-Hsi (2013): Further evidence on bear market predictability: The role of the external finance premium. Chen, Shiu-Sheng (2012): Revisiting the empirical linkages between stock returns and trading volume. Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets. Chen, Yongmin and Gu, Dingwei and Yao, Zhiyong (2013): Rating Inflation versus Deflation: On Procyclical Credit Ratings. Chin-Hong, Puah and Muzafar Shah, Habibullah and Venus Khim-Sen, Liew (2009): Is Money Neutral In Stock Market The Case of Malaysia. Published in: Economics Bulletin. Vol. 30, No. 3 (19. July 2010): pp. 1852-1861. Chittedi, Krishnareddy (2011): Does oil price matter for Indian stock markets Chouliaras, Andreas (2015): Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms. Chouliaras, Andreas (2015): The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns. Cohen, Ruben D (2000): The long-run behavior of the SP Composite Price Index and its risk premium. Commendatore, Pasquale and Michetti, Elisabetta and Purificato, Francesco (2013): Financial Development and Agglomeration. Corduneanu, Carmen and Milos, Laura Raisa (2009): An empirical analysis on the impact of the development of the financial system upon the economic growth. The case of Romania and of the other states members of the European Union. Published in: Proccedings of IECS 2009 Cosma, Antonio and Galli, Fausto (2014): A non parametric ACD model. Cotter, John (2004): Minimum Capital Requirement Calculations for UK Futures. Published in: Journal of Futures Markets. Vol. 24, (2004): pp. 193-220. Cotter, John (2006): Modelling catastrophic risk in international equity markets: An extreme value approach. Published in: Applied Financial Economic Letters. Vol. 2, (2006) Cotter, John (2004): Modelling extreme financial returns of global equity markets. Published in: Greek Economic Review Cotter, John (2004): Uncovering Long Memory in High Frequency UK Futures. Published in: European Journal of Finance. Vol. 11, (2005): pp. 325-337. Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,. Cotter, John (2000): Volatility and the Euro: an Irish perspective. Published in: Journal of Statistical and Social Inquiry Society of Ireland. Vol. 29, (2000): pp. 83-116. Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach. Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures. Cotter, John and Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets. Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data. Cotter, John and Stevenson, Simon (2005): Multivariate Modeling of Daily REIT Volatility. Published in: Journal of Real Estate Finance and Economics (2006) Cotter, John and Stevenson, Simon (2004): Uncovering Volatility Dynamics in Daily REIT Returns. Published in: Journal of Real Estate Portfolio Management. Vol. 13. pp. 119-128. Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market. Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market. Csoka, Peter and Pinter, Miklos (2010): On the impossibility of fair risk allocation. Dale, Charles (1991): Economics of Energy Futures Markets. Published in: Petroleum Marketing Monthly (September 1991): pp. 5-18. Dale, Charles and Zyren, John (1996): Noncommercial Trading in the Energy Futures Market. Published in: Petroleum Marketing Monthly (May 1996): xiii-xxiv. De Silva, Dakshina and Pownall, Rachel A. J. (2012): Going green: does it depend on education, gender, or income Delatte, Anne-Laure and Lopez, Claude (2012): Commodity and Equity Markets: Some Stylized Facts from a Copula Approach. Delisle, R. Jared and Lee, Bong Soo and Mauck, Nathan (2012): The dynamic relation between short sellers, option traders, and aggregate returns. Demir, Firat and Dahi, Omar S. (2009): Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets. Demiralay, Sercan and Ulusoy, Veysel (2014): Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises. 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Published in: Proceedings of the 18th International Economic Conference IECS 2011 Crises after the crisis. Inquiries from a national, European and global perspective Sibiu, Romania, May 19-20, 2011. Vol. IV, (17. May 2011): pp. 218-227. Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Holiday effect on the Romanian stock market. Published in: Vanguard Scientific Instruments in Management 2011. Vol. 1(4)2, (19. November 2011): pp. 35-40. Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Monthly seasonality in the Bucharest stock exchange. Published in: Proceedings of the 13th International Conference of Scientific Papers AFASES Brasov 26th - 28th May, 2011 (3. May 2011): pp. 47-52. Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2010): Systematic risks for the financial and for the non-financial Romanian companies. 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Francesco, Guidi (2008): European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel. Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models. Fry, J. M. (2009): Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion. Furceri, Davide and Zdzienicka, Aleksandra (2011): How costly are debt crises Gabrielsen, Alexandros and Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey. Galimberti, Jaqueson Kingeski and Cupertino, Cesar Medeiros (2009): Explaining earnings persistence: a threshold autoregressive panel unit root approach. Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process. Garcia Munoz, Luis Manuel (2013): CVA, FVA (and DVA) with stochastic spreads. 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Lawrence, Craig and Thomas, Mathew (2008): Real Options: Applications in Public Economics. Lazarevski, Dimche and Mrsik, Jadranka (2012): Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits. Published in: Development Economics: Microeconomic Issues in Developing Economies eJournal. Vol. 1, No. 48 (12. September 2012) Lazen, Vicente and Eguiluz, Cristian (2006): Conflictos de Interes en Servicios Financieros: Taxonomia y Mecanismos de Control Regulatorio. Published in: Serie Documentos de Trabajo. Superintendencia de Valores y Seguros - Chile No. N6 (December 2006) Lee, King Fuei (2011): Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US. Forthcoming in: Quarterly Review of Economics and Finance Lee, Kiseop and Xu, Mingxin (2007): Parameter estimation from multinomial trees to jump diffusions with k means clustering. Lenz, Rainer (2011): Get rid of banks and build up a modern financial world. 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Sinha, Pankaj and Goyal, Lavleen (2012): Algorithm for construction of portfolio of stocks using Treynors ratio. Sinha, Pankaj and Mathur, Kritika (2012): Evolution of security transaction tax in India. Smant, David D. J. C. (2010): Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases. Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Forthcoming in: Journal of the Korean Physical Society. Vol. 54, No. 6 (15. June 2009) Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Published in: Journal of the Korean Physical Society. Vol. 54, No. June (No. 6) (15. June 2009): pp. 2460-2463. Song, In Ho (2010): House Prices and Consumption. Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets. Stefanescu, Razvan and Dumitriu, Ramona (2015): Continutul analizei seriilor de timp financiare. Stefanescu, Razvan and Dumitriu, Ramona (2010): Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania. Published in: Proceedings of the International Conference on Economics and Administration, Bucharest, June 3 4, 2011 (15. May 2010): pp. 595-607. Stefanescu, Razvan and Dumitriu, Ramona (2013): MOY effects in returns and in volatilities of the Romanian capital market. Stefanescu, Razvan and Dumitriu, Ramona (2013): Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. Published in: Econometric Modeling: International Financial Markets - Emerging Markets eJournal. Vol. 2, No. 21 (17. April 2013) Stefanescu, Razvan and Dumitriu, Ramona (2011): Turn - of - the - month effect on the Bucharest stock exchange. Published in: New challenges in economics and administration. proceedings of the 3rd international conference in economics and administration. Bucharest, 2011 University of Bucharest (3. June 2011): pp. 199-204. Su, EnDer (2014): Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model. Su, Yongyang (2010): The impact of the securities transaction taxes on the Chinese stock market. Forthcoming in: Emerging Market Finance and Trade No. forthcoming (January 2011) Sun, Zhuowei and Dunne, Peter G. and Li, Youwei (2015): Price Discovery in the Dual-Platform US Treasury Market. Sylvain, Serginio (2014): Does Human Capital Risk Explain The Value Premium Puzzle Szarowska, Irena (2013): Can tax policy co-cause the crisis Published in: DEEV, O KAJUROVA, V KRAJICEK, J. (eds.) 10th International Scientific Conference on European Financial Systems 2013. No. WOS:000324654400048 (June 2013): pp. 323-330. Tanasoiu, Georgiana Lavinia and Enea, Constanta (2008): Social Duty and Her Function in Communication Strategy of Firm. Tang, Hong Peng and Habibullah, Muzafar Shah and Puah, Chin-Hong (2007): Stock market and economic growth in selected Asian countries. Published in: Journal of Economics, Finance and Administrative Sciences No. 7 (2007): pp. 43-52. Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Asymmetric volatility of the Thai stock market: evidence from high-frequency data. Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics. Tokel, Omer Emre and Yucel, Eray M. (2009): Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey. Valls Pereira, Pedro L. and Chicaroli, Rodrigo (2009): Predictability of Equity Models. 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Published in: Journal of Applied Finance Banking. Vol. 2, No. 5 (2012): pp. 113-126. Wasniewski, Krzysztof (2010): Emergence of alternative capital markets in developing countries as a process of institutional change. Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem. Yalincak, Orhun Hakan (2005): Criticism of the Black-Scholes Model: But Why Is It Still Used (The Answer Is Simpler than the Formula). Yamori, Nobuyoshi (2011): Commodity ETFs in the Japanese Stock Exchanges. Yan, Isabel K. and Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review Yildizhan, Celim (2006): Stock Splits, A Survey. Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications Probability. Vol. 3, No. 1 (2012): pp. 171-182. Zawadzki, Krystian and Lewicka, Marta (2010): Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia. Published in: Pieniadze i Wiez. Vol. 48, No. 32010 (October 2010): pp. 27-35. This list was generated on Fri Nov 13 20:16:30 2015 CET. Philippines ESL Journal Welcome to the Philippine ESL Journal . O Journal é uma publicação com referência que visa fornecer acesso on-line a todos os envolvidos na pesquisa, ensino e aprendizagem do inglês como lingua franca nos setores empresarial, governamental, religioso, de entretenimento e acadêmico nas Filipinas. O PESLJ recebe obras que exploram a estrutura e o desenvolvimento do inglês nas Filipinas e, em particular, sua relação e efeito sobre a cultura local e as línguas locais filipinas. Da mesma forma, a revista publica obras de estudantes internacionais de todo o mundo que estudam nas Filipinas. The Journal é o jornal da irmã para o aclamado jornal multidisciplinar líder mundial, o Asian EFL Journal. O Jornal filipino de inglês como segunda língua está indexado no Índice de educação asiática, Index Copernicus, Diretório Cabell8217s, Google Scholar e Ulrich8217s Web. Volume 17 de julho de 2016 Diário completo PDF Prefácio. Francisco Perlas Dumanig, Ph. D. Análise de Erros escritos na sala de aula de alunos de graduação da faculdade. Peter Jon Loyola Mendoza Padrões de escrita de aprendizes omanenses de inglês como língua estrangeira (EFL). Francisco Perlas Dumanig Maya Khemlani David Ali Hubais Análise do discurso de pesquisa Introdução e suas implicações pedagógicas para ESL hellip Volume 16 de fevereiro de 2016 Diário completo PDF Irlandês C. Sioson, Ph. D. Prefácio Ilyn Rabago Faminial. Papel da língua na sala de aula Tarefa de aprendizagem colaborativa: alunos multilingues Uso da linguagem na discussão em grupo L2 Leah E. Gustilo. Diferenças em menos proficiente e mais proficiente ESL College Writing no Philippine Thao Quoc Tran ampère Sirnthorn Seepho. Intercultural Language Education: EFL Learners Perceptions Toward hellip
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