There Wasn\u27t Anybody There To Meet Me (I Was Like A Stranger When I Got Back Home)

https://digitalcommons.library.umaine.edu/mmb-vp/6666/thumbnail.jp

Oh! That Lovey Rag! : Dog-gawn-Shoot Me Now

https://digitalcommons.library.umaine.edu/mmb-vp/4280/thumbnail.jp

It\u27s A Wonderful World After All

https://digitalcommons.library.umaine.edu/mmb-vp/3227/thumbnail.jp

Two-dimensional scattering and bound states of polar molecules in bilayers

Low-energy two-dimensional scattering is particularly sensitive to the existence and properties of weakly-bound states. We show that interaction potentials $V(r)$ with vanishing zero-momentum Born approximation $\int d^2r V(r)=0$ lead to an anomalously weak bound state which crucially modifies the two-dimensional scattering properties. This anomalous case is especially relevant in the context of polar molecules in bilayer arrangements.Comment: 4 pages, 3 figure

Effects of Chemical Feedbacks on Decadal Methane Emissions Estimates

The coupled chemistry of methane, carbon monoxide (CO), and hydroxyl radical (OH) can modulate methane's 9‐year lifetime. This is often ignored in methane flux inversions, and the impacts of neglecting interactive chemistry have not been quantified. Using a coupled‐chemistry box model, we show that neglecting the effect of methane source perturbation on [OH] can lead to a 25% bias in estimating abrupt changes in methane sources after only 10 years. Further, large CO emissions, such as from biomass burning, can increase methane concentrations by extending the methane lifetime through impacts on [OH]. Finally, we quantify the biases of including (or excluding) coupled chemistry in the context of recent methane and CO trends. Decreasing CO concentrations, beginning in the 2000's, have notable impacts on methane flux inversions. Given these nonnegligible errors, decadal methane emissions inversions should incorporate chemical feedbacks for more robust methane trend analyses and source attributions

The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment

Evidence that cash flow has a significant effect on company investment spending, after controlling for Tobin's average Q, has often been interpreted as suggesting the importance of financing constraints. Recent work on measurement error in the Q model casts doubt on this interpretation. It is possible that the Q model may not be identified if there are Ѣubbles' in stock market valuations that are both persistent over time and that are correlated with fundamental values. Cash flow may then provide additional information about expected profitability that is not captured by a poorly measured Tobin's average Q variable. We explore this hypothesis empirically using UK panel data on companies for which analysts' earnings forecasts are available from the IBES database. The results point to a severe measurement error in average Q. The paper finds that, controlling for expected profitability using analysts' earnings forecasts, cash flow becomes insignificant. Both sales growth and cash-stock variables do provide additional information, which could either be capturing expectations of profitability at longer horizons, or reflect misspecification of the basic Q model. Results for subsamples do not suggest financing constraints as a likely explanation for these findings.

I\u27ll Always Be Waiting For You

https://digitalcommons.library.umaine.edu/mmb-vp/4134/thumbnail.jp

The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment

Evidence that cash flow has a significant effect on investment after controlling for Tobin's average Q has been interpreted as suggesting the importance of financing constraints. Recent work shows that the Q model may not be identified if there are `bubbles' in stock market valuations that are persistent and correlated with fundamental values. Cash flow may then provide additional information about expected profitability that is not captured by average Q. Using data on UK companies, we find severe measurement error in average Q. We find that cash flow becomes insignificant after controlling for expected profitability using analysts' earnings forecasts (I/B/E/S).panel data, investment, financing constraints, Q Model, share prices

Oh! That Lovey Rag

Photo of couple bordered with flowershttps://scholarsjunction.msstate.edu/cht-sheet-music/4013/thumbnail.jp

It\u27s A Wonderful World After All

Photo\u27s of Newton Alexander; Winnie Lightner; Thea Lightnerhttps://scholarsjunction.msstate.edu/cht-sheet-music/1476/thumbnail.jp