Activation of M1 muscarinic acetylcholine receptors (M1 mAChR) inhibits M-type potassium currents (IK(M) ) and N-type calcium currents (ICa) in mammalian sympathetic ganglia. Previous antisense experiments suggested that, in rat superior cervical ganglion (SCG) neurons, both effects were partly mediated by the G-protein Gaq (Delmas et al., 1998a; Haley et al., 1998a), but did not eliminate a co...

Abstract A total of 24 oat genotypes were evaluated across 9 environments using a randomized complete block design with 3 replications. The combined analysis variance indicated that grain yield was significantly affected by genotype, environment, and genotype environment interaction (GEI). environment's main effect explained 44.62% the variation, whereas GEI captured 28.84% 26.54%, respectively...

Abstract Certification by analysts on a FinTech platform that harnesses the “wisdom of crowds” is associated with successful initial coin offerings (ICOs). We show favorable ratings group diverse backgrounds positively predict fundraising success and long-run token performance. Analysts’ also help detect potential fraud ex ante. document have career concerns are incentivized to issue informativ...

Abstract Many financial instruments are designed with embedded leverage, such as options and leveraged exchange-traded funds (ETFs). Embedded leverage alleviates investors’ constraints, and, therefore, we hypothesize that lowers required returns. Consistent this hypothesis, find empirically ETFs provide significant amounts of leverage; increases return volatility in proportion to the higher is ...

Assuming elliptically contoured distribution for portfolio asset returns, we derive the exact marginal and joint densities of the global minimum variance portfolio variance, and weights estimators. We also construct a test for the hypothesis that the global minimum variance is less then or equal to a certain value. A stochastic representation and moments of its estimator is provided. We illustr...

Sarah J. George, Filomena de Nigris, Andrew H. Baker, Claudio Napoli Bristol Heart Institute, University of Bristol, Bristol, BS2 8H, UNITED KINGDOM; Department of Pharmacological Sciences, University of Salerno, 84084 Italy; Division of Cardiovascular and Medical Sciences, University of Glasgow, Western Infirmary, Glasgow G11 6NT, UNITED KINGDOM; Departments of Medicine and Clinical Pathology,...

This paper addresses the problem of dynamic asset allocation under a bounded shortfall risk in a market composed of three assets: cash, stocks and a zero coupon bond. The dynamics of the instantaneous short rates is driven by a Hull and White model. In this setting, we determine and compare optimal investment strategies maximizing the CRRA utility of terminal wealth with and without value at ri...