Purification and Characterization of Hemagglutinating Proteins from Poker-Chip Venus (Meretrix lusoria) and Corbicula Clam (Corbicula fluminea)

Hemagglutinating proteins (HAPs) were purified from Poker-chip Venus (Meretrix lusoria) and Corbicula clam (Corbicula fluminea) using gel-filtration chromatography on a Sephacryl S-300 column. The molecular weights of the HAPs obtained from Poker-chip Venus and Corbicula clam were 358 kDa and 380 kDa, respectively. Purified HAP from Poker-chip Venus yielded two subunits with molecular weights of 26 kDa and 29 kDa. However, only one HAP subunit was purified from Corbicula clam, and its molecular weight was 32 kDa. The two Poker-chip Venus HAPs possessed hemagglutinating ability (HAA) for erythrocytes of some vertebrate animal species, especially tilapia. Moreover, HAA of the HAP purified from Poker-chip Venus was higher than that of the HAP of Corbicula clam. Furthermore, Poker-chip Venus HAPs possessed better HAA at a pH higher than 7.0. When the temperature was at 4°C–10°C or the salinity was less than 0.5‰, the two Poker-chip Venus HAPs possessed better HAA compared with that of Corbicula clam

Low dimensional chaos in commodity futures price index

[[notice]]補正完畢[[journaltype]]國

An examination of mean-reverting behavior of stock prices in pacific-basin stock markets

[[notice]]補正完

The international stock market integration : an examination of the U. S. and five Asian stock markets

[[notice]]補正完畢[[conferencetype]]國內[[conferencedate]]19920101~1992010

Autocorrelation, return horizons, and momentum in stock returns

Autocorrelation, Momentum, Return Horizon, G12, G14,

Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets

In this paper, we examine the nature of transmission of stock returns and volatility between the U.S. and Japanese stock markets using futures prices on the S&P 500 and Nikkei 225 stock indexes. We use stock index futures prices to mitigate the stale quote problem found in the spot index prices and to obtain more robust results. By employing a two-step GARCH approach, we find that there are unidirectional contemporaneous return and volatility spillovers from the U.S. to Japan. Furthermore, the U.S.'s influence on Japan in returns is approximately four times as large as the other way around. Finally, our results show no significant lagged spillover effects in both returns and volatility from the Osaka market to the Chicago market, while a significant lagged volatility spillover is observed from the U.S. to Japan. Copyright Kluwer Academic Publishers 1998spillover effect, nonsynchronous trading, stock index futures,