Miracle-dz/UniFAR-FTUs huggingface dataset:
Methodology for online biometric analysis of soil test–crop response datasets

Abstract. Comprehensive data on grain yield responsiveness to applications of the major nutrients nitrogen, phosphorus, potassium, sulfur in Australian cropping experiments have been assembled in the Better Fertiliser Decisions for Cropping (BFDC) National Database for scrutiny by the BFDC Interrogator. The database contains the results of individual field experiments on nutrient response that need to be collectively integrated into a model that predicts probable grain yield response from soil tests. The potential degree of grain yield responsiveness (relative yield, RY%) is related to nutrient concentration in the soil (soil test value, STV) across a range of experimental sites and conditions for each nutrient. The RY% is defined as RY = Y0/Ymax *100, where Y0 is the yield without applied nutrient, and Ymax is the yield which could be attained through adequate application of the nutrient, given sufficiency of all other nutrients. The raw data for RY and STV are transformed so that a linear regression model can be applied. The BFDC Interrogator uses the arcsine-log calibration curve (ALCC) algorithm to estimate a critical soil test value (CSTV) for a given nutrient. The CSTV is defined as the value that would, on average for the broad agronomic circumstances of the incoming crop, lead to a specified percentage of Ymax (e.g. RY = 90%) without any application of that nutrient. This paper describes the ALCC algorithm, which has been developed to ensure that such estimated CSTVs, with safeguards, are reliable and to as high a precision as is realistic.
Diet of Dinocras cephalotes and perla bipunctata (Plecoptera, Perlidae) in a South‐West Irish stream

This study provides the first, although limited, examination of the diets of the only two Irish perlids, Dinocras cephalotes (Curtis) and Perla bipunctata (Pictet). D. cephalotes was found to include a wide range of prey items in its diet (including plant matter) but the major components (Baetis rhodani and chironomids) varied little despite considerable variation in benthic invertebrate taxa at different sites. Marked positive selection of certain prey taxa was also apparent. The diet of P. bipunctata appeared narrower but relatively low numbers of individuals were available. Although there were some differences in the composition of the diet (prey types and size) amongst three age classes of D. cephalotes there was still considerable overlap between them. An expansion in the size range of mayfly prey was also evident with increase in predator age.
The Disclosure of Corporate Social Responsibility Information Influencing Cost of Capital of Companies Listed on the Stock Exchange of Thailand

This study is conducted about corporate social responsibility disclosure according to guidelines to corporate social responsibility reporting of Global Reporting Initiative (GRI) through annual report (Form 56-1), annual financial statement, footnotes to financial statement, corporate social responsibility report, and corporate sustainability report in 2016 of 220 companies listed in the Stock Exchange of Thailand with path analysis method. The findings from the study can be described below. Causal factors in total assets value (TAS) and corporate liquidity had significant positive influence on corporate social responsibility disclosure on environment (ENV), economic (ECO), and social (SOC) with a path coefficient of 0.12*, 0.17**, 0.13**, 0.12*, 0.12** and 0.09* respectively. Casual factors in profitability (PRO) had significant negative influence on corporate social responsibility disclosure on environment (ENV) with a path coefficient of -0.13*. Meanwhile, casual factors in ownership structure (OWN) had significant negative influence on corporate social responsibility disclosure on environment (ENV), economic (ECO), and social (SOC) with a path coefficient of -0.13*, -0.12* and -0.16** and the research study results also found that corporate social responsibility disclosure on environment (ENV) had direct positive influence on cost of debt (COD) with a path coefficient of 0.40* and had negative influence on cost of equity (COE) with a path coefficient of -0.13* and a statistical significance level of 0.05.
Summer mesozooplankton distribution in coastal waters of central Greece (eastern Mediterranean). II. Species assemblages

Mesozooplankton distribution was investigated over an intensive grid of 124 stations in coastal and pelagic waters of central Greece (eastern Mediterranean) during July 1998. The complex topography of the area consisted of various semi-enclosed gulfs as well as open-sea areas and provided excellent fieldwork for determining species assemblages, their relationships to environmental parameters and the distribution and abundance patterns of the copepod species. Three coastal and one pelagic group of stations were revealed by cluster analysis. Inverse analysis of species affinities defined distinct ‘coastal’ and ‘pelagic’ species assemblages. All coastal areas were dominated by a small number of species (e.g. Penilia avirostris, Podon spp., Ctenocalanus vanus, Paracalanus parvus and Centropages typicus) all belonging to the ‘coastal’ assemblage. Differences among these coastal areas were mainly due to small changes in relative abundance of a common-species list. On the contrary, pelagic stations were characterized by higher species diversity, low dominance and the presence of characteristic epipelagic and mesopelagic species of the Mediterranean Sea (e.g. Calocalanus spp., Haloptilus longicornis, Lucicutia flavicornis, Mecynocera clausi, Farranula rostrata, Mesocalanus tenuicornis and Oncaea mediterranea). The observed differences in taxonomic composition and abundance of zooplankton were related to the marked differences in salinity values observed between the eastern and western part of the surveyed area. Bathymetry, temperature and fluorescence were also related with the inshore–offshore gradient of the zooplankton community observed in the pelagic areas as well as with the discrimination of the zooplankton communities of the various semi-enclosed gulfs of the region.
Discount Rates

Discount rate variation is the central organizing question of current asset pricing research. I survey facts, theories and applications. We thought returns were uncorrelated over time, so variation in price-dividend ratios was due to variation in expected cashflows. Now it seems all price-dividend variation corresponds to discount-rate variation. We thought that the cross-section of expected returns came from the CAPM. Now we have a zoo of new factors. I categorize discount-rate theories based on central ingredients and data sources. Discount-rate variation continues to change finance applications, including portfolio theory, accounting, cost of capital, capital structure, compensation, and macroeconomics.
Takeover defenses and the debt-equity split in CEO compensation

Existing empirical studies suggest that the removal of the firm-level anti-takeover provisions (the “ATPs) would lead to corporate changes that benefit the shareholders but harm the debtholders. However, I find that companies significantly increase their CEO debt-like pay while keeping their CEO equity-like pay unchanged after they remove the ATPs. The increase in CEO debt-like pay is consistent with the optimal contracting theory since the companies also increase their leverage after removing ATPs, and the increased debt-like pay helps reduce the cost of borrowing. In addition, the removal of ATPs can substitute for the role of equity-like pay in encouraging the CEOs to take risks. As a result, the CEOs make more investments after their companies remove the ATPs, despite their increased debt-like pay. However, such risk-takings do not harm the firm value as Tobin’s Q and returns on assets also increase. JEL Classification: G12, G21, G32, G34, M12
Stakeholder Orientation and Managerial Incentives: Evidence From a Natural Experiment

This paper analyzes the influence of stakeholder orientation on the design of managerial incentives. Our tests exploit the quasi-natural experiment provided by the staggered adoption of directors’ duties laws (i.e., state-level laws that explicitly expand board members’ duties to act in the best interests of all stakeholders). We find that the enactment of these laws results in a significant decrease in the sensitivity of CEO wealth to the stock price, or delta. The decrease in the delta of CEO compensation is more pronounced for firms with higher board independence and with stronger relationships with stakeholders. Our results suggest that the decrease in the sensitivity of CEO compensation to the stock price is an important channel used by boards to internalize stakeholder orientation.
The effects of water temperature and stocking density on survival, feeding and growth of the juveniles of the hybrid yellow catfish from Pelteobagrus fulvidraco (♀) × Pelteobagrus vachelli (♂)

In this study, we aimed to investigate the effects of water temperature and stocking density on the survival, feeding and growth of the juveniles of the hybrid yellow catfish from Pelteobagrus fulvidraco (♀) × Pelteobagrus vachelli (♂) using the parameters as follows: survival rate (%), feeding rate (% day−1), feed conversion ratio, specific growth rate (% day−1), coefficient of variation (%), productivity (P, g m−3 day−1) and condition factor. We reared the juvenile fish (3.25 ± 0.21 g) at 12 water temperature levels and six stocking density levels (each level included three aquaria in two batches of experiments). The results showed that all groups survived at a temperature range of ≤35°C during a 46-day experimental period, and they could achieve a high growth at a water temperature range of 26–32°C. The optimal temperature for growth was 29.8°C. Productivity peaked at a stocking density of 1.9 kg m−3. Our results indicated that the hybrid is very suitable for commercial aquaculture.
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them

This article provides guidance on how to evaluate and improve the forecasting ability of models in the presence of instabilities, which are widespread in economic time series. Empirically relevant examples include predicting the financial crisis of 2007–08, as well as, more broadly, fluctuations in asset prices, exchange rates, output growth, and inflation. In the context of unstable environments, I discuss how to assess models’ forecasting ability; how to robustify models’ estimation; and how to correctly report measures of forecast uncertainty. Importantly, and perhaps surprisingly, breaks in models’ parameters are neither necessary nor sufficient to generate time variation in models’ forecasting performance: thus, one should not test for breaks in models’ parameters, but rather evaluate their forecasting ability in a robust way. In addition, local measures of models’ forecasting performance are more appropriate than traditional, average measures. (JEL C51, C53, E31, E32, E37, F37)
Flora of the Rocky Mountains and Adjacent Plains, Colorado, Utah, Wyoming, Idaho, Montana, Saskatchewan, Alberta, and Neighboring Parts of Nebraska, South Dakota, North Dakota, and British Columbia

Where you can find the flora of the rocky mountains and adjacent plains easily? Is it in the book store? On-line book store? are you sure? Keep in mind that you will find the book in this site. This book is very referred for you because it gives not only the experience but also lesson. The lessons are very valuable to serve for you, that's not about who are reading this flora of the rocky mountains and adjacent plains book. It is about this book that will give wellness for all people from many societies.
Cumulative Prospect Theory, Myopic Loss Aversion and Momentum Crashes

Momentum strategies generate significant positive returns over long investment horizons; however these strategies experience infrequent periods of large negative returns. These periods are known as 'momentum crashes'. We demonstrate that the probability of a momentum crash is time-varying, increasing following periods of high market return dispersion, a proxy for a change in the market state. Under cumulative prospect theory, investors overweight the probability of a momentum crash when estimating their value function, discounting the current price of "winners" relative to "losers" resulting in positive expected future returns for the momentum strategy. Consistent with this theory, we show that momentum returns are substantially lower and volatility is higher in regimes where the probability of a momentum crash is high. Although momentum crashes are predictable they may not be exploited by institutional investors. Therefore, we argue that the negative (positive) skewness of the return distribution of winner (loser) portfolios is priced and may partly explain the momentum premium.
Opportunity Cost of Capital for Venture Capitalists and Entrepreneurs

We develop theory and evidence related to opportunity cost of capital for venture capital investors and entrepreneurs. New venture investment involves a financial contract between an entrepreneur and outside investors. Investment managers, such as venture capital firms, represent investors who are well diversified. In contrast, the entrepreneur necessarily is underdiversified and must commit a substantial fraction of human and financial capital to the venture. Consequently, the entrepreneur's required rate of return depends on total risk in the context of the entrepreneur's other assets. With the Capital Asset Pricing Model as an approximation of the model used by well-diversified investors, the entrepreneur faces the risk-return tradeoff of the CAPM as the opportunity cost of underdiversification. We model opportunity cost, assuming investment in the venture is one of two assets in the entrepreneur's portfolio and the other is the market portfolio. We investigate opportunities for financial contracting to create value when the parties have different costs of bearing risk. To provide empirical estimates of cost of capital for entrepreneurs and well-diversified investors, we compile data on systematic, total risk, and beta for 2623 newly public firms in eight high-technology industries The equity of newly public firms generally is more than five times as risky as investment in the market and correlations between firm returns and market returns generally are below 0.2. Assuming reasonable market parameters and modest but reasonable levels of underdiversification, the entrepreneur's opportunity cost is more than twice that of a well-diversified investor. Over relevant ranges of diversification, the entrepreneur's opportunity cost decreases materially as diversification increases. The evidence implies substantial opportunities for value creation by contracting to reduce underdiversification.
A PRELIMINARY COMPARISON OF RESTRICTION FRAGMENT PATTERNS IN THE GENUS CAULERPA (CHLOROPHYTA) AND THE UNIQUE STRUCTURE OF THE CHLOROPLAST GENOME OF CAULERPA SERTULARIOIDES 1

Comparisons of chloroplast DNA restriction fragments in four species of Caulerpa revealed that patterns between the species were different, with few and possibly no homologous bands. Two forms of Caulerpa sertularioides also revealed different patterns, and it is possible that the forms are separate species. The chloroplast genome in Caulerpa sertularioides f sertularioides (S. G. Gmelin) Howe is 131.4 kb in size and lacks large repeat units. The discovery of another green‐algal chloroplast genome that lacks an inverted repeat indicates that this feature is either not ancestral to the Chlorophyceae or has been lost several times. Several gene clusters commonly found in chloroplast DNAs were found to occur in Caulerpa chloroplast DNA, for example, psbD/C, atpF/H, and psaA/B. The 16S and 23s rRNA, which are typically adjacent, contained in an inverted repeat, and cotranscribed, are over 40 kb apart. Genes rps12 and tufA, members of the str operon in eubacteria, are over 50 kb in distance from each other in Caulerpa. The gene order in Caulerpa is unlike any other chloroplast genome characterized to date.
Targeting Return on Equity: Banks' Controlling Ownership and Risk

Since the 2008-09 global financial crisis, banks are criticized for levering up their balance sheets to reach for return on equity (ROE) target. We conduct the first systematic study on banks' actual practice of targeting ROE, based on a unique hand-collected data for 188 publicly listed commercial banks in Europe from 2000 to 2018. The results show that the increasing holding of large controlling owners is positively and significantly linked to the propensity of targeting ROE. This finding is in line with the agency theory that these owners monitor the management to reduce the principle-agent conflicts. Differently we also find that, stock-based compensation is positively linked to managers' tendency to publish the explicit target numbers. However, contradict to the criticism on banks' excessive risk taking, the higher the probability of targeting ROE is, the marginally lower the probability of default is in the following year. Furthermore, this risk reduction is mainly driven by the significant increase of regulatory capital reserve rather than return on assets or equity ratio. Our study contributes to the understanding of not only the targeting itself, but also the implicit linkage between bank ownership and risk taking. In addition, it offers insights to policy makers in terms of bank regulation.
What Broker Charges Reveal about Mortgage Credit Risk

Prior to the subprime crisis, mortgage brokers charged higher percentage fees for loans that turned out to be riskier ex post, even when conditioning on other risk characteristics. High conditional fees reveal borrower attributes that are associated with high borrower risk, such as suboptimal shopping behavior, high valuation for the loan or high borrower-specific broker costs. Borrowers who pay high conditional fees are inherently more risky, not just because they pay high fees. We find a stronger association between conditional fees and delinquency risk when lenders have fewer incentives to screen borrowers, for purchase rather than refinance loans, and for loans originated by brokers who have less frequent interactions with the lender. Our findings shed light on the proposed QRM exemption criteria for risk retention requirements for residential mortgage securitizations.
Delays in Banks’ Loan Loss Provisioning and Economic Downturns: Evidence from the U.S. Housing Market

I study whether banks’ loan loss provisioning contributed to economic downturns by examining the U.S. housing market. Specifically, I examine the influence of delayed loan loss recognition (DLR) on bank lending and risk-taking in the U.S. mortgage market and the aggregate effects of DLR on house prices and household consumption during the Great Recession. I first examine the effects of DLR on individual banks’ behavior. Then I construct ZIP code-level exposure to banks’ DLR to examine the aggregate effects of banks’ DLR on the housing market. I find high DLR banks reduced mortgage supply, leading high exposure ZIP codes to experience larger decreases in mortgage supply during the crisis. Mortgages from high DLR banks were also more likely to become distressed, leading to more foreclosures and short sales in high exposure ZIP codes during the crisis. Consequently, banks’ DLR negatively affected house prices during the crisis, implying a significant decrease in household consumption. These findings suggest banks’ loan loss provisioning affected loan supply and risk-taking, exacerbating the economic downturn via the household channel.
An Evaluation of Alternative Market-Based Transfer Prices

We investigate a transfer pricing problem between two divisions within a decentralized firm. An upstream division produces an intermediate good that is used by another division within the firm and is also sold in an external market, where the firm competes with a rival selling a differentiated substitute product. Assuming that headquarters has imperfect information about the upstream division's private information and that communication is restricted, we identify conditions under which the firm will prefer a market-based transfer price based on the market price set by the firm's rival rather than on the market price set by the upstream division. The two transfer prices affect the price-setting incentives of the upstream division and its rival differently, and convey different levels of private-cost information to the downstream division, which impacts internal trade efficiency. The relative performance of the two transfer pricing regimes depends on the relative size of internal versus external demand for the upstream division's good and on the degree of uncertainty about the upstream division's costs. Overall, our analysis provides new insights about how alternative market-based transfer prices can coordinate decentralized decision-making in the absence of a perfectly competitive intermediate market.
Biodegradação dos herbicidas imazetapir e imazapique em solo rizosférico de seis espécies vegetais

Phytostimulation is a technique of phytoremediation that can be used to reduce the concentration of herbicides in the soil. It is necessary to select plants that stimulate the activity of the rizosphere degrading microorganism. The aim of this study was to evaluate the activity of the biodegradation of the herbicide compound formulated mixture of imazethapyr + imazapic (75 + and 25 g L-1) in rhizosphere soil from six plant species with potential for phytostimulation. Biodegradation of the herbicide in the rhizosphere soil of Canavalia ensiformis, Glycine max, Lolium multiflorum, Lotus corniculatus, Stizolobium aterrimum and Vicia sativa, and a control (soil without plant) was evaluated at doses of 0, 250, 500, 1.000 and 4.000mL 1 ha, by quantifying the production of C-CO2 of the soil and the degradation of the herbicide from the soil by liquid chromatography coupled to mass spectrometry. The production of C-CO2 of the soil after the contamination with the mixture imazethapyr + imazapic was higher in the rhizosphere soil of the six plant species when compared to soil not cultivated. The rhizospheric soil from Stizolobium aterrimum shouwed the highest degradation of the herbicide imazetapyr on the highest doses evaluated, being a promising specie for phytostimulation.
Is Size Dead? A Review of the Size Effect in Equity Returns

Beginning with Banz (1981), I review 30 years of research on the size effect in equity returns. Since Fama and French (1992), there has been a vigorous, ongoing debate on whether the size premium is a compensation for systematic risk. Since the late 1990s, research on the size effect has been characterized by two developments that are seemingly contradictory. At last, theoretical models have emerged in which the size effect arises endogenously as a result of systematic risk. However, recent empirical studies assert that the size effect has disappeared after the early 1980s. In this review, I address this disconnect between recent theoretical and empirical research.