WASP-21b: a hot-Saturn exoplanet transiting a thick disc star

We report the discovery of WASP-21b, a new transiting exoplanet discovered by the Wide Angle Search for Planets (WASP) Consortium and established and characterized with the FIES, SOPHIE, CORALIE and HARPS fiber-fed echelle spectrographs. A 4.3-d period, 1.1% transit depth and 3.4-h duration are derived for WASP-21b using SuperWASP-North and high precision photometric observations at the Liverpool Telescope. Simultaneous fitting to the photometric and radial velocity data with a Markov Chain Monte Carlo procedure leads to a planet in the mass regime of Saturn. With a radius of 1.07 R_(Jup) and mass of 0.30 M_(Jup), WASP-21b has a density close to 0.24 ρ_(Jup) corresponding to the distribution peak at low density of transiting gaseous giant planets. With a host star metallicity [Fe/H] of –0.46, WASP-21b strengthens the correlation between planetary density and host star metallicity for the five known Saturn-like transiting planets. Furthermore there are clear indications that WASP-21b is the first transiting planet belonging to the thick disc

Hydrology of the Central Arctic River Basins of Alaska

The work upon which this report is based was supported in part by funds (Project A-031-ALAS) provided by the United States Department of Interior, Office of Water Resources Research, as authorized under the Water Resources Act of 1964, as amended

D Branes and Textures

We examine the flavor structure of the trilinear superpotential couplings which can result from embedding the Standard Model within D brane sectors in Type IIB orientifold models, which are examples within the Type I string framework. We find in general that the allowed flavor structures of the Yukawa coupling matrices to leading order are given by basic variations on the "democratic" texture ansatz. In certain interesting cases, the Yukawa couplings have a novel structure in which a single right-handed fermion couples democratically at leading order to three left-handed fermions. We discuss the viability of such a ``single right-handed democracy'' in detail; remarkably, even though there are large mixing angles in the u,d sectors separately, the CKM mixing angles are small. The analysis demonstrates the ways in which the Type I superstring framework can provide a rich setting for investigating novel resolutions to the flavor puzzle.Comment: 23 pages, references adde

Measuring Risk Aversion From Excess Returns on a Stock Index

We distinguish the measure of risk aversion from the slope coefficient in the linear relationship between the mean excess return on a stock index and its variance. Even when risk aversion is constant, the latter can vary significantly with the relative share of stocks in the risky wealth portfolio, and with the beta of unobserved wealth on stocks. We introduce a statistical model with ARCH disturbances and a time-varying parameter in the mean (TVP ARCH-N). The model decomposes the predictable component in stock returns into two parts: the time-varying price of volatility and the time-varying volatility of returns. The relative share of stocks and the beta of the excluded components of wealth on stocks are instrumented by macroeconomic variables. The ratio of corporate profit over national income and the inflation rate ore found to be important forces in the dynamics of stock price volatility.