One of the effective ways for reducing atmospheric CO2 is carbon sequestration by plants and soils. Rangelands with an expanded area have a great potential for Carbon (C) Stocks. In this study, C stocks in three treatments including natural rangelands (NR), Pit- seeding by Agropyrum elongatum (PS) and abandoned dry farming (ADF) were examined in Kardeh basin Mashhad, Iran in 2013. In each treat...

In the present study, the bovine coronavirus (BCV) spike glycoprotein cleavage products (S1 and S2) were individually expressed in Spodoptera frugiperda (Sf9) insect cells, using a baculovirus expression system. The coding sequence of S1 and S2 gene fragments were amplified by RT-PCR and cloned into the baculovirus shuttle vector pBlueBac4.5/V5-His TOPO ® TA. The cloned fragments were inserted ...

Stock movements are essentially driven by new information. Market data, financial news, and social sentiment are believed to have impacts on stock markets. To study the correlation between information and stock movements, previous works typically concatenate the features of different information sources into one super feature vector. However, such concatenated vector approaches treat each infor...

C Maximum likelihood estimation C.1 Building the likelihoood function Let Θ = (Θ1; Θ2) = (σ , σ η, σ u, π; β1, λ1, β2, λ2, φ) be the vector of parameters. Let X = (x1,s,t, x2,s,t, r1,s,t, r2,s,t) be the vector of observables, with r2 = p2− p1 and r1 = p1. Let 1(x) be an indicator variable equal to 1 if the event x has occured, and 0 otherwise. Let g(x) be the standard normal PDF and G(x) the st...

We test and confirm the hypothesis that individual investors are net buyers of attentiongrabbing stocks, e.g., stocks in the news, stocks experiencing high abnormal trading volume, and stocks with extreme one day returns. Attention-driven buying results from the difficulty that investors have searching the thousands of stocks they can potentially buy. Individual investors don’t face the same se...

Little attention has been paid to information transmission between the portfolios of large stocks and small stocks in the Korean stock market. This study investigates the return and volatility transmission mechanisms between large and small stocks in the Korea Exchange (KRX). This study also explores whether bad news in the large stock market leads to a volatility of the small stock market that...

We construct term structures for expected earnings growth by indexing analyst forecasts according to their maturity. Growth stocks, large stocks, and past losers have relatively steep convex earnings term structures in comparison to value stocks, small stocks, and past winners respectively. These initial earnings term structures overestimate (underestimate) the expected earnings growth of growt...

We apply machine learning methods to obtain an index arbitrage strategy. In particular, we employ linear regression and support vector regression (SVR) onto the prices of an exchange-traded fund and a stream of stocks. By using principal component analysis (PCA) in reducing the dimension of feature space, we observe the benefit and note the issues in application of SVR. To generate trading sign...

We compared 19 stocks of Trypanosoma brucei rhodesiense collected in 1991 and 1994 from Tanzania with representative stocks from other foci of Rhodesian sleeping sickness in Zambia, Kenya and Uganda. Stocks were characterized by isoenzyme electrophoresis, restriction fragment length polymorphisms in variant surface glycoprotein genes and random amplification of polymorphic DNA; the banding patt...