The Quantile Regression Analysis on the Price-Volume Relationship of Shanghai Stock Exchange

传统回归估计往往错估真实的量价关系,且高估的情况多于低估的情况。本文在区分收益率与收益率绝对量的基础上,采用分位回归模型方法对沪市的量价关系进行深入分析。结果表明,沪市存在显著的量价关系;收益率与交易量存在显著的非对称V型量价关系,且正向量价关系强于负向量价关系;收益率绝对量与交易量存在显著的正向关系,且价格波动越大时量价关系越强。The traditional OLS method often misestimates the real price-volume relationship,and the overestimation appears more often.After dividing return per se and absolute return,the price-volume relationships of Shanghai Stock Exchange are studied by quantile regression.The empirical results prove that there exist marked price-volume relationships in Shanghai Stock Exchange.The relationship between return per se and volume presents an obvious unsymmetrical V-shape,where the positive ones are stronger than the negative ones.The relationship between absolute return and volume is positive,and the price-volume relationship presents stronger when price fluctuates more intensely

宋诗人庄绰、郭印、林季仲和曹勋生卒年考辨

一、庄绰生年考庄绰,字季裕,存诗不多,《全宋诗》卷一九二三仅录存其诗三首,但他的《鸡肋编》,在宋人笔记中,却是较为重要的一种,其价值"可与后来周密《齐东野语》相埒"。然因资料不足,庄绰的生卒年一直付之阙如。今人萧鲁阳《庄绰生平资料考辨》认为庄绰的卒年,当在绍兴十三年(1143)至十九年之间,至于其生年,则未予考定。今按,宋人程俱《北山小集》卷十有《送庄大夫绰赴鄂州守》诗日: 白首同经本命年,君临方面我归田。应无卫尉一钱直,

通过自由基串联环化反应合成4-喹诺酮类化合物

4-喹诺酮结构广泛存在于天然产物和药物分子中.本工作以易得的N-芳基-O-炔丙基氨基甲酸酯为原料,CO为羰基源,发展了一种高效、模块化合成4-喹诺酮结构的方法.氨基甲酸酯底物经2-碘酰基苯甲酸(IBX)氧化产生酰胺氮自由基,进而发生自由基串联环化反应得到4-喹诺酮结构.国家自然科学基金(No.21672178)中央高校科研业务费资助~

企业典型产品生命周期曲线的Logistic随机模型的拟合与应用

对企业产品生命周期的识别、特别是对典型产品生命周期的识别构成了产品生命周期理论的基础和难点。虽然lOgISTIC模型可用于产品生命周期的识别,但由于该模型参数的非线性性,在估计方法上存在一定困难。文章结合三段倒数和值法与fISHEr-Pry变换对典型产品生命周期的lOgISTIC随机模型进行拟合,并给出实证分析结果。不仅从曲线特征上适用于拟合典型产品生命周期,同时又满足了反映经济现象随机性特性的要求。教育部人文社会科学2007年度重大项目(07JJD790145

The Comparison of Statistical Power of Two Types Critical Values for the LM Test of Nonlinear Timeseries Models

本文基于模拟方法比较了不同非线性时序模型的LM检验的功效和规模,同时也考虑一般化线性检验BDS检验参与比较,目的在于探讨蒙特卡洛渐近法检验与自举法(bootstrap)检验的两类临界值的统计功效何者更为有效。通过实证与对比分析,结果表明,当样本小于200或自回归系数接近单位根,或者线性性检验是ARCHT或BDS时,就可以考虑应用自举法临界值而非渐近临界值。而且还发现,BDS检验仅在一般性上优于LM检验。For studying which one is more effective for the statistical power between the MonteCarlo Asymptotic Test and the Bootstrap Test, the power and scale of different nonlinear models are compared in this paper based on simulation, and the generalized linear test BDS, is also included. The empirical results show that, one should choose BCV rather than ACV when the sample is less than 200, or the autoregression coefficient closes to unit root, or the linearity test is ARCHT or BDS. And, the results show that BDS test is better than LM test only on the generality

法德两国股市的股价过度波动性和市场有效性

过去20多年里，已有大量的金融学文献关注了金融市场中“过度波动”这一概念。本文旨在评估实际股价是否比潜在的理论股价波动更厉害，进而评估股市是否有效。这里需要一个通常由现值关系导出的资产定价模型(或理性估价公式，RVF)，以及一个均衡期望收益模型。 　译者单位：厦门大学经济学院国际经济与贸易系（361005

基于光纤环形镜的掺磷光纤拉曼激光器

报道了一种由宽带光纤环形镜(FLM)作为腔反射元件的法布里-珀罗腔掺磷光纤拉曼激光器(RFL),并与使用窄带光纤布拉格光栅(FBG)作为高反镜的腔结构进行了对比研究。研究结果表明,使用宽带FLM替代FBG仍可实现掺磷RFL的窄带激光输出,并且可有效避免拉曼激光从高反镜端的泄漏。在相同的输出镜反射率情况下,使用FLM作为高反镜比使用FBG作为高反镜具有更低的振荡阈值和更高的光-光转换效率。当抽运功率为9.45W时,拉曼激光(1.24μm)输出功率为4.31W,激光器斜效率和光-光转换效率分别为57.9%和45.6%

Concentrations and distribution of polycyclic aromatic hydrocarbons and organo chlorides in surface sediment of Xiamen Western Harbour and Minjiang Estuary

参考美国EPA标准方法对厦门西港和闽江口的表层沉积物样品中持续性有机污染物PAHs、PCBs、和DDTs的含量及分布进行分析和考察 ,并对若干污染特征及成因进行探讨 .结果表明 ,厦门西港沉积物样品中总PAHs含量 (ng/ g(干重 ) )较闽江口海域为高 ,其中厦门样品测值范围是 42 5 3 - 15 2 2 4,大多高于 10 0 0 ,推断主要来源于石油类污染 ;闽江口为 316 8-12 6 0 7,大多低于 10 0 0 ,化石燃料燃烧可能是其主要来源 .PCBs和DDT的分析结果表明 ,PCBs并非两海域的主要污染物 ,其含量 (ng/ g(干重 ) )测值范围是厦门西港 9 72— 33 72 ,闽江口 8 71— 30 5 5 ;DDT类含量测值 (ng/g(干重 ) )厦门西港高于闽江口 ,范围分别为 8 6 1— 73 70和 6 17— 30 70 (河口高值站位为 6 3 88) ,空间分布呈近岸高于远岸趋势 .同时表明 ,在厦门海域表层沉积物中DDD是主要降解产物 ,而在闽江口DDE为主要降解产物The U.S.EPA analytical methods were employed to examine surface sediment concentrations of polycyclic aromatic hydrocarbons (PAHs) and organo chlorides (PCBs and DDTs) in Xiamen Western Harbour (XM),in June,1999,and Min River Estuary (MJ) in Oct., 1996.The spatial distribution and main possible sources of these pollutants were discussed.The ranges of PAHs concentration (ng/g(DW)) are 425-1520,with most values higher than 1000 in XM samples,and 315-1260,with most values lower than 1000 in MJ samples respectively.The main possible sources of sediment PAHs were identified as petroleum pollutants for Xiamen Western Harbour,and fossil fuel combustion products by river input for Minjiang Estuary,respectively.Sediment PCBs were found not the main pollutants in the study areas,with concentrations(ng/g(DW))ranging from 9.72 to 33.72,and from 8.71 to 30.55,in XM samples and MJ samples,respectively.Concentrations (ng/g(DW)) of sediment DDT and its degraded compounds show the trend of decreasing off the shore,while ranging from 20 to 70,and 6 to 30,in XM samples and MJ samples,respectively.Meaningful information also displays that the main degradation products are DDD in XM samples and DDE in MJ samples.As for the general results,the disadvantage of hydrodynamics,industrial and municipal wastewater discharge,and harbour activities are inferred as the main aspects of the factors affecting pollution in Xiamen Western Harbour,comparing with those in Minjiang Estuary,which is significantly affected by Minjiang River input.Measures for pollution prevention thus should be taken differently in the two areas

Effects of nutritional conditions and intermittent aeration on accumulation of PHB in activated sludge

考察了营养条件与间歇曝气方式对好氧培养的活性污泥累积聚-3-羟基丁酸酯(PHB)的影响。结果表明,在营养平衡的条件下PHB的最大累积量占活性污泥(MLSS)质量分数的12.5%;而在只添加碳源的条件下,PHB的最大积累量可提高到MLSS质量分数的19.2%;高碳源浓度有利于活性污泥累积PHB,以4.5g/L的乙酸钠为碳源,PHB的最大累积量达MLSS质量分数的41.7%,PHB的生成速率为265mg/(L.h)。以曝气30min停曝30min为循环的间歇曝气方式能有效提高活性污泥中PHB的累积量。与连续曝气相比,该间歇曝气方式使污泥最大累积PHB量占MLSS的质量分数提高了9%。The effects of nutritional conditions and intermittent aeration of operation cycles on poly-3-hydroxybutyrate (PHB) production by activated sludge were studied.The results showed that,activated sludge from aerobic reactors accumulated PHB was around 12.5% of Mixed Liquor Suspended Solid (MLSS) under eutrophy conditions while it was up to 19.2% of MLSS under only carbon source provided conditions.High carbon source concentration was helpful to PHB accumulation.The maximum PHB content of MLSS reached 41.7% of MLSS when 4.5 g/L of sodium acetate was used as the unique carbon source,with PHB production rate being 265 mg/(L·h).The optimum intermittent aeration pf operational cycle was:30 minutes’ aeration followed by 30 minutes’ intermission.Compared with continuous aeration process,the PHB content of MLSS increased by 9% with the optimized intermittent aeration of operational cycle.国家自然科学基金资助项目(20076037

ISP1-anchored Polarization of GCβ/CDC50A Complex Initiates Malaria Ookinete Gliding Motility

该工作历时四年，由博士毕业生高涵（第一作者）、博士生杨振科和王旭（共同第一作者）、硕士生钱鹏戈和洪仁杰完成；袁晶教授为通讯作者；厦门大学为第一完成单位。 该工作揭示了疟疾病原疟原虫通过媒介按蚊传播过程中的关键步骤---控制动合子运动的环磷酸鸟苷cGMP信号的激活机制。 疟原虫属于顶复体亚门原生动物，每年导致数亿人口感染疟疾和超过40万病人死亡。疟原虫通过雌性按蚊在哺乳动物宿主间传播。疟疾病人被按蚊叮咬吸血，疟原虫雌雄配子在按蚊消化道中受精形成合子，进一步变形发育为具有运动能力的新月形动合子。只有获得运动能力的动合子，才能穿越按蚊消化道单层上皮细胞，成功感染按蚊媒介。在本研究中，通过大量基因修饰模型，发现GCβ缺失导致动合子运动完全丢失，进而失去按蚊感染和传播能力。研究还发现，GCβ由细胞质均匀分布改变为在动合子顶体突出一侧聚集，并且GCβ聚集和动合子成熟完全同步，显示GCβ聚集可能直接激活cGMP信号。 本工作还发现GCβ结合蛋白CDC50A，后者承担分子伴侣功能，在动合子转化和成熟动合子中，稳定GCβ。此外，进一步筛选发现动合子内膜复合物蛋白ISP1，能够结合和锚定GCβ/CDC50A复合物，在成熟动合子中维持复合物的聚集。本研究为深入开展寄生性原生动物的发育转化和信号调控提供了线索和借鉴。【Abstract】Ookinete gliding motility is essential for penetration of the mosquito midgut wall and transmission of malaria parasites. Cyclic guanosine monophosphate (cGMP) signaling has been implicated in ookinete gliding. However, the upstream mechanism of how the parasites activate cGMP signaling and thus initiate ookinete gliding remains unknown. Using real-time imaging to visualize Plasmodium yoelii guanylate cyclase β (GCβ), we show that cytoplasmic GCβ translocates and polarizes to the parasite plasma membrane at “ookinete extrados site” (OES) during zygote to ookinete differentiation. The polarization of enzymatic active GCβ at OES initiates gliding of matured ookinete. Both the P4-ATPase-like domain and guanylate cyclase domain are required for GCβ polarization and ookinete gliding. CDC50A, a co-factor of P4-ATPase, binds to and stabilizes GCβ during ookinete development. Screening of inner membrane complex proteins identifies ISP1 as a key molecule that anchors GCβ/CDC50A complex at the OES of mature ookinetes. This study defines a spatial-temporal mechanism for the initiation of ookinete gliding, where GCβ polarization likely elevates local cGMP levels and activates cGMP-dependent protein kinase signaling.We thank Dr. David Baker (London School of Hygiene and Tropical Medicine) for his comments on this manuscript. This work was supported by the National Natural Science Foundation of China (81522027, 31772443, and 31501912), the Fundamental Research Funds for the Central Universities (20720160069, 20720150165, and 2013121033), the China's 1000 Young Talents Program, the “111” Project of the Ministration of Education of China (B06016), and the Division of Intramural Research, National Institute of Allergy and Infectious Diseases (NIAID), NIH (X.S.). The authors thank Cindy Clark, NIH Library Writing Center, for manuscript editing assistance. 该研究得到国家自然科学基金委、中组部“青年千人计划”和厦门大学校长基金的资助