Results 131 to 140 of about 24,984 (271)

Nanocellulose Alleviates Intrahepatic Cholestasis of Pregnancy via Gut Microbiota‐Mediated Bile Acid Homeostasis

open access: yesAdvanced Science, EarlyView.
Nanocellulose, derived from microcrystalline cellulose (MCC) through sulfuric acid hydrolysis or mechanical grinding to produce CNC or CNF, was tested in a rat ICP model. Particularly, CNF improved gut microbiota composition, reduced secondary bile acid metabolism, and restored bile acid homeostasis through modulation of the gut–liver axis.
Muhua Yu   +18 more
wiley   +1 more source

The effects of barriers on equity investment in developing countries [PDF]

open access: yes
Equity flows to developing countries climbed to an estimated $13 billion in 1992, four times the amount invested three years earlier. Investment increased partly because countries removed restrictions on foreign ownership, liberalized capital account ...
DEC, Moon-Whoan Rhee, Claessens, Stijn
core  

Mitochondria and Neuromast Tagging With Fluorescent Gallium‐Triapine Analogues: In Cellulo MP FLIM and Zebrafish Live Imaging

open access: yesAdvanced Science, EarlyView.
Fluorescent BODIPY‐conjugated thiosemicarbazone ligands and their Ga(III), In(III), and Fe(III) complexes, inspired by Triapine, are developed as theranostic agents. Multiphoton FLIM and confocal microscopy in cancer cells and zebrafish reveal real‐time uptake, mitochondrial localisation, and whilst spectroscopic assays indicated preserved complex ...
Megan J. Green   +15 more
wiley   +1 more source

REIT Stock Repurchases: Completion Rates, Long - Run Returns, and the Straddle Hypothesis [PDF]

open access: yes
This study of real estate investment trusts (REITs) analyzes three possible explanations for the stock price reaction to a repurchase announcement and the subsequent repurchase behavior of managers under each hypothesis.
James C. Brau   +2 more
core  

Essays on the nonlinear and nonstochastic nature of stock market data [PDF]

open access: yes, 2002
The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientific debate. For almost three decades, most emphasis has been given on upholding the concepts of Market Efficiency and rational investment behaviour.
Vorlow, Constantine Euripides
core  

Redox‐Dependent Chaperoning of GBF1 Condensates Regulates Seed Germination in Arabidopsis

open access: yesAdvanced Science, EarlyView.
In dormant seeds (low ROS), GBF1 forms liquid condensates to repress the germination gene CathB3, and the chaperone GIP1 maintains condensate liquidity and repressive activity. Upon imbibition (high ROS), ROS oxidize GIP1 during germination, impairing its chaperone function.
Yunying Wang, Xiaofeng Fang
wiley   +1 more source

Three models of the term structure of interest rates [PDF]

open access: yes
In this dissertation, we consider the stochastic volatility of short rates, the jump property of short rates, and market expectation of changes in interest rates as the crucial factors in explaining the term structure of interest rates.
Rhee, Joonhee
core  

Corals and Reef‐Dwelling Fish Regulate Carbon Storage and Cycling Processes in Coral Reef Ecosystems

open access: yesAdvanced Science, EarlyView.
Coral reefs are biodiversity hotspots, yet their role in carbon storage and cycling remains poorly understood. Using field surveys and modeling in the South China Sea, we reveal the overlooked potential of carbon storage in reef ecosystems and how reef fish, corals, and surface sediment jointly shape reef carbon reservoirs.
Yiting Chen   +8 more
wiley   +1 more source

Consumption Risk and International Asset Returns: Some Empirical Evidence [PDF]

open access: yes
The paper examines if real stock returns in four countries are consistent with consumption-based models of international asset pricing. The paper finds that ex-ante real stock returns exhibit statistically significant fluctuations over time and that ...
Robert E. Cumby
core  

Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock [PDF]

open access: yes, 2005
In this paper we show that the monthly structure of the US money stock can be specified in terms of a long-memory process, with roots at both the zero and the seasonal monthly frequencies. We use a procedure that enables us to test simultaneously for the
Caporale, GM, Gil-Alana, LA
core  

Home - About - Disclaimer - Privacy