International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach

This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate the joint degree of market efficiency in the sense of Fama (1970, 1991). Our empirical results provide a new perspective that the international linkages and market efficiency change over time and that their behaviors correspond well to historical events of the international financial system.Comment: 21 pages, 2 tables, 6 figure

Gauss-Bonnet Chameleon Mechanism of Dark Energy

As a model of the current accelerated expansion of the universe, we consider a model of the scalar-Einstein-Gauss-Bonnet gravity. This model includes the propagating scalar modes, which might give a large correction to the Newton law. In order to avoid this problem, we propose an extension of the Chameleon mechanism where the scalar mode becomes massive due to the coupling with the Gauss-Bonnet term. Since the Gauss-Bonnet invariant does not vanish near the earth or in the Solar System, even in the vacuum, the scalar mode is massive even in the vacuum and the correction to the Newton law could be small. We also discuss about the possibility that the model could describe simultaneously the inflation in the early universe, in addition to the current accelerated expansion.Comment: LaTeX 11 pages, no figur

Optimization of the Ballistic Guide Design for the SNS FNPB 8.9 A Neutron Line

The optimization of the ballistic guide design for the SNS Fundamental Neutron Physics Beamline 8.9 A line is described. With a careful tuning of the shape of the curve for the tapered section and the width of the straight section, this optimization resulted in more than 75% increase in the neutron flux exiting the 33 m long guide over a straight m=3.5 guide with the same length.Comment: 21 pages, 13 figures; added a paragraph on existing ballistic guides to respond to referee comments; accepted for publication in Nuclear Inst. and Methods in Physics Research,

Continuous vacua in bilinear soliton equations

We discuss the freedom in the background field (vacuum) on top of which the solitons are built. If the Hirota bilinear form of a soliton equation is given by A(D_{\vec x})\bd GF=0,\, B(D_{\vec x})(\bd FF - \bd GG)=0 where both $A$ and $B$ are even polynomials in their variables, then there can be a continuum of vacua, parametrized by a vacuum angle $\phi$. The ramifications of this freedom on the construction of one- and two-soliton solutions are discussed. We find, e.g., that once the angle $\phi$ is fixed and we choose $u=\arctan G/F$ as the physical quantity, then there are four different solitons (or kinks) connecting the vacuum angles $\pm\phi$, $\pm\phi\pm\Pi2$ (defined modulo $\pi$). The most interesting result is the existence of a ``ghost'' soliton; it goes over to the vacuum in isolation, but interacts with ``normal'' solitons by giving them a finite phase shift.Comment: 9 pages in Latex + 3 figures (not included

Oscillator strengths and line widths of dipole-allowed transitions in ¹⁴N₂ between 89.7 and 93.5 nm

Line oscillator strengths in the 20 electric dipole-allowed bands of ¹⁴N₂ in the 89.7–93.5nm (111480–106950cm⁻¹) region are reported from photoabsorptionmeasurements at an instrumental resolution of ∼6mÅ (0.7cm⁻¹) full width at half maximum. The absorptionspectrum comprises transitions to vibrational levels of the 3pσᵤc′₄¹Σᵤ⁺, 3pπᵤc³Πᵤ, and 3sσgo₃¹ΠᵤRydberg states and of the b′¹Σᵤ⁺ and b¹Πᵤ valence states. The J dependences of band f values derived from the experimental line f values are reported as polynomials in J′(J′+1) and are extrapolated to J′=0 in order to facilitate comparisons with results of coupled Schrödinger-equation calculations. Most bands in this study are characterized by a strong J dependence of the band f values and display anomalous P-, Q-, and R-branch intensity patterns. Predissociation line widths, which are reported for 11 bands, also exhibit strong J dependences. The f value and line width patterns can inform current efforts to develop comprehensive spectroscopic models that incorporate rotational effects and predissociation mechanisms, and they are critical for the construction of realistic atmospheric radiative-transfer models.This work was supported in part by NASA Grant No. NNG05GA03G to Wellesley College and Australian Research Council Discovery Program Grant No. DP0558962

Variable coordination of amine functionalised N-heterocyclic carbene ligands to Ru, Rh and Rr: C-H and N-H activation and catalytic transfer hydrogenation

Chelating amine and amido complexes of late transition metals are highly valuable bifunctional catalysts in organic synthesis, but complexes of bidentate amine–NHC and amido–NHC ligands are scarce. Hence, we report the reactions of a secondary-amine functionalised imidazolium salt 2a and a primary-amine functionalised imidazolium salt 2b with [( p -cymene)RuCl 2 ] 2 and [Cp*MCl 2 ] 2 (M = Rh, Ir). Treating 2a with [Cp*MCl 2 ] 2 and NaOAc gave the cyclometallated compounds Cp*M(C,C)I (M = Rh, 3 ;M = Ir, 4 ), resulting from aromatic C–H activation. In contrast, treating 2b with [( p -cymene)RuCl 2 ] 2 ,Ag 2 O and KI gave the amine–NHC complex [( p -cymene)Ru(C,NH 2 )I]I ( 5 ). The reaction of 2b with [Cp*MCl 2 ] 2 (M = Rh, Ir), NaO t Bu and KI gave the amine–NHC complex [Cp*Rh(NH 2 )I]I ( 6 ) or the amido–NHC complex Cp*Ir(C,NH)I ( 7 ); both protonation states of the Ir complex could be accessed: treating 7 with trifluoroacetic acid gave the amine–NHC complex [Cp*Ir(C,NH 2 )I][CF 3 CO 2 ]( 8 ). These are the first primary amine– or amido–NHC complexes of Rh and Ir. Solid-state structures of the complexes 3–8 have been determined by single crystal X-ray diffraction. Complexes 5 , 6 and 7 are pre-catalysts for the catalytic transfer hydrogenation of acetophenone to 1-phenylethanol, with ruthenium complex 5 demonstrating especially high reactivity