33,830 research outputs found

    3D model of amphioxus steroid receptor complexed with estradiol

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    The origins of signaling by vertebrate steroids are not fully understood. An important advance was the report that an estrogen-binding steroid receptor [SR] is present in amphioxus, a basal chordate with a similar body plan as vertebrates. To investigate the evolution of estrogen binding to steroid receptors, we constructed a 3D model of amphioxus SR complexed with estradiol. This 3D model indicates that although the SR is activated by estradiol, some interactions between estradiol and human ER[alpha] are not conserved in the SR, which can explain the low affinity of estradiol for the SR. These differences between the SR and ER[alpha] in the steroid-binding domain are sufficient to suggest that another steroid is the physiological regulator of the SR. The 3D model predicts that mutation of Glu-346 to Gln will increase the affinity of testosterone for amphioxus SR and elucidate the evolution of steroid binding to nuclear receptors

    Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

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    Both domestic and international tourism are a major source of service export receipts for many countries worldwide, and is also increasingly important in Taiwan. One of the three leading tourism source countries for Taiwan is the Republic of Korea, which is a source of short haul tourism. Daily data from 1 January 1990 to 31 December 2008 are used to model the Korean Won / New Taiwan exchangerateandtouristarrivalsfromKoreatoTaiwan,aswellastheirassociatedvolatility.ThesampleperiodincludestheAsianeconomicandfinancialcrisesin1997,andasignificantpartoftheglobalfinancialcrisisof200809.InclusionoftheexchangerateallowsapproximatedailypriceeffectsonKoreantourismarrivalstoTaiwantobecaptured.TheHeterogeneousAutoregressive(HAR)modelisusedtocapturelongmemorypropertiesinexchangeratesandKoreantouristarrivals,totestwhetheralternativeestimatesofconditionalvolatilityaresensitivetothelongmemoryintheconditionalmean,andtoexamineasymmetryandleverageinvolatility.Theempiricalresultsshowthattheconditionalvolatilityestimatesarenotsensitivetothelongmemorynatureoftheconditionalmeanspecifications.TheQMLEfortheGARCH(1,1),GJR(1,1)andEGARCH(1,1)modelsforKoreantouristarrivalstoTaiwanandtheKoreanWon/NewTaiwan exchange rate and tourist arrivals from Korea to Taiwan, as well as their associated volatility. The sample period includes the Asian economic and financial crises in 1997, and a significant part of the global financial crisis of 2008-09. Inclusion of the exchange rate allows approximate daily price effects on Korean tourism arrivals to Taiwan to be captured. The Heterogeneous Autoregressive (HAR) model is used to capture long memory properties in exchange rates and Korean tourist arrivals, to test whether alternative estimates of conditional volatility are sensitive to the long memory in the conditional mean, and to examine asymmetry and leverage in volatility. The empirical results show that the conditional volatility estimates are not sensitive to the long memory nature of the conditional mean specifications. The QMLE for the GARCH(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan exchange rate are statistically adequate and have sensible interpretations. Asymmetry (though not leverage) is found for several alternative HAR models.

    Citations and Impact of ISI Tourism and Hospitality Journals

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    The paper analyses the leading international journals in Tourism and Hospitality Research using quantifiable Research Assessment Measures (RAMs), highlights the similarities and differences in alternative RAMs, shows that several RAMs capture similar performance characteristics of highly cited journals, and shows that some other RAMs have low correlations with each other, and hence add significant informational value. Several RAMs are discussed for the Thomson Reuters ISI Web of Science database (hereafter ISI). Alternative RAMs may be calculated annually or updated daily to answer the questions as to When, Where and How (frequently) published papers are cited. The RAMs include the most widely used RAM, namely the classic 2-year impact factor including journal self citations (2YIF), 2-year impact factor excluding journal self citations (2YIF*), 5-year impact factor including journal self citations (5YIF), Immediacy (or zero-year impact factor (0YIF)), Eigenfactor, Article Influence, C3PO (Citation Performance Per Paper Online), h-index, PI-BETA (Papers Ignored - By Even The Authors), 2-year Self-citation Threshold Approval Ratings (2Y-STAR), Historical Self-citation Threshold Approval Ratings (H-STAR), Impact Factor Inflation (IFI), and Cited Article Influence (CAI). As data are not available for 5YIF, Article Influence and CAI for 11 of the 14 journals considered, 10 RAMs are analysed for 14 highly-cited journals in Tourism and Hospitality in the ISI category of Hospitality, Leisure, Sports & Tourism. Harmonic mean rankings of the 10 RAMs for the 14 highly-cited journals are also presented. It is shown that emphasizing the 2-year impact factor of a journal, which partly answers the question as to When published papers are cited, to the exclusion of other informative RAMs, which answer Where and How (frequently) published papers are cited, can lead to a distorted evaluation of journal impact.Research assessment measures, Impact factor, IFI, C3PO, PI-BETA, STAR, Eigenfactor, Article Influence, h-index.

    What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance

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    Experts possess knowledge and information that are not publicly available. The paper is concerned with the ranking of academic journal quality and research impact using a survey of experts from a national project on ranking academic finance journals. A comparison is made with publicly available bibliometric data, namely the Thomson Reuters ISI Web of Science citations database (hereafter ISI) for the Business - Finance category. The paper analyses the leading international journals in Finance using expert scores and quantifiable Research Assessment Measures (RAMs), and highlights the similarities and differences in the expert scores and alternative RAMs, where the RAMs are based on alternative transformations of citations taken from the ISI database. Alternative RAMs may be calculated annually or updated daily to answer the perennial questions as to When, Where and How (frequently) published papers are cited (see Chang et al. (2011a, b, c)). The RAMs include the most widely used RAM, namely the classic 2-year impact factor including journal self citations (2YIF), 2-year impact factor excluding journal self citations (2YIF*), 5-year impact factor including journal self citations (5YIF), Immediacy (or zero-year impact factor (0YIF)), Eigenfactor, Article Influence, C3PO (Citation Performance Per Paper Online), h-index, PIBETA (Papers Ignored - By Even The Authors), 2-year Self-citation Threshold Approval Ratings (2Y-STAR), Historical Self-citation Threshold Approval Ratings (H-STAR), Impact Factor Inflation (IFI), and Cited Article Influence (CAI). As data are not available for 5YIF, Article Influence and CAI for 13 of the leading 34 journals considered, 10 RAMs are analysed for 21 highly-cited journals in Finance. Harmonic mean rankings of the 10 RAMs for the 34 highly-cited journals are also presented. It is shown that emphasizing the 2-year impact factor of a journal, which partly answers the question as to When published papers are cited, to the exclusion of other informative RAMs, which answer Where and How (frequently) published papers are cited, can lead to a distorted evaluation of journal impact and influence relative to the Harmonic Mean rankings. A simple regression model is used to predict expert scores on the basis of RAMs that capture journal impact, journal policy, the number of high quality papers, and quantitative information about a journal.Expert scores; Journal quality; Research assessment measures; Impact factor; IFI; C3PO; PI-BETA; STAR; Eigenfactor; Article Influence; h-index

    How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics

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    The Thomson Reuters ISI Web of Science citations database (hereafter ISI) category of Economics has one of the largest numbers of journals, at 304, of any ISI discipline, and hence has wide coverage. The paper analyses the leading international journals in the Economics sub-disciplines of Energy, Environmental and Resource Economics using quantifiable Research Assessment Measures (RAMs), and highlights the similarities and differences in alternative RAMs. The RAMs are based on alternative transformations of citations taken from the ISI database. Alternative RAMs may be calculated annually or updated daily to answer the perennial questions as to When, Where and How (frequently) published papers are cited (see Chang et al. (2011a, b, c)). The RAMs include the most widely used RAM, namely the classic 2-year impact factor including journal self citations (2YIF), 2-year impact factor excluding journal self citations (2YIF*), 5-year impact factor including journal self citations (5YIF), Immediacy (or zero-year impact factor (0YIF)), Eigenfactor, Article Influence, C3PO (Citation Performance Per Paper Online), h-index, PI-BETA (Papers Ignored - By Even The Authors), 2-year Self-citation Threshold Approval Ratings (2Y-STAR), Historical Self-citation Threshold Approval Ratings (H-STAR), Impact Factor Inflation (IFI), and Cited Article Influence (CAI). As data are not available for 5YIF, Article Influence and CAI for one of the 20 journals considered, 13 RAMs are analysed for 19 highly-cited journals in Energy, Environmental and Resource Economics in the ISI category of Economics. Harmonic mean rankings of the 13 RAMs for the 19 highly-cited journals are also presented. It is shown that emphasizing the 2-year impact factor of a journal, which partly answers the question as to When published papers are cited, to the exclusion of other informative RAMs, which answer Where and How (frequently) published papers are cited, can lead to a distorted evaluation of journal impact and influence relative to the Harmonic Mean rankings.Research assessment measures; Impact factor; IFI; C3PO; PI-BETA; STAR; Eigenfactor; Article Influence; h-index

    Deformed Bubbles and Lorentz Invariance in Vacuum Decay

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    Recently, questions have been raised about the role of Lorentz invariance in false vacuum decay. It has been argued that infinities may arise in an integration over Lorentz-boosted final states. This suggestion motivates a Minkowski-space analysis of the decay rate. We attempt to illuminate features of the amplitude computation, and argue that the total rate including excitations is both finite and Lorentz invariant.Comment: 23 page

    "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan"

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    Both domestic and international tourism are a major source of service export receipts for many countries worldwide, and is also increasingly important in Taiwan. One of the three leading tourism source countries for Taiwan is the Republic of Korea, which is a source of short haul tourism. Daily data from 1 January 1990 to 31 December 2008 are used to model the Korean Won / New Taiwan exchangerateandtouristarrivalsfromKoreatoTaiwan,aswellastheirassociatedvolatility.ThesampleperiodincludestheAsianeconomicandfinancialcrisesin1997,andasignificantpartoftheglobalfinancialcrisisof200809.InclusionoftheexchangerateallowsapproximatedailypriceeffectsonKoreantourismarrivalstoTaiwantobecaptured.TheHeterogeneousAutoregressive(HAR)modelisusedtocapturelongmemorypropertiesinexchangeratesandKoreantouristarrivals,totestwhetheralternativeestimatesofconditionalvolatilityaresensitivetothelongmemoryintheconditionalmean,andtoexamineasymmetryandleverageinvolatility.Theempiricalresultsshowthattheconditionalvolatilityestimatesarenotsensitivetothelongmemorynatureoftheconditionalmeanspecifications.TheQMLEfortheGARCH(1,1),GJR(1,1)andEGARCH(1,1)modelsforKoreantouristarrivalstoTaiwanandtheKoreanWon/NewTaiwan exchange rate and tourist arrivals from Korea to Taiwan, as well as their associated volatility. The sample period includes the Asian economic and financial crises in 1997, and a significant part of the global financial crisis of 2008-09. Inclusion of the exchange rate allows approximate daily price effects on Korean tourism arrivals to Taiwan to be captured. The Heterogeneous Autoregressive (HAR) model is used to capture long memory properties in exchange rates and Korean tourist arrivals, to test whether alternative estimates of conditional volatility are sensitive to the long memory in the conditional mean, and to examine asymmetry and leverage in volatility. The empirical results show that the conditional volatility estimates are not sensitive to the long memory nature of the conditional mean specifications. The QMLE for the GARCH(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan exchange rate are statistically adequate and have sensible interpretations. Asymmetry (though not leverage) is found for several alternative HAR models.
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