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한탄바이러스 감염 제대정맥내피세포에 대한 단핵구 매개성 손상
정상인,김기우,문언수,강응택,유석희,최철순,양용태 중앙대학교 의과대학 의과학연구소 1992 中央醫大誌 Vol.17 No.4
Studies on the pathogenesis of hemorrhagic fever with syndrome(HFRS) in patients have been seriously hindered by the abscence of appropriate animal model. The major pathologic findings in patient with HFRS are generalized vasculopathy. However, the pathogenesis of disseminated intravascular coagulation (DIC) and bleeding tendency in patients with HFRS are not well understood. It has been reported that the specific viral antigens are usually demonstrated in the endothelium of glomerular capillaries, and resulted in application of primary cultured human umbilical vein endothelial of glomerular capillaries, and resulted in application of primary cultured human umbilical vein endothelial cells (HUVEC) to study on the pathogenesis of HFRS. In this study, HUVEC were infected with Hantaan virus. The outcome Hantaan virus infection of HUVEC were assessed by flurescence activated cell scanning(FACS). The result of FACS assay indicated that 11% of the cells contained veiral antigens on 3 days postinfection. The proportion of virus-containing cells increased to 85% by the fifth days, adn 96% by the seventh, respectively. These observed no CPE development in the HUVEC cells infected with Hantaan virus and observed up to 13 days. The sensitivity of immunohistochemical method used for the viral antigens appeared similar to that of indirect immunofluorescent antibody technique. The monocyte adherence rate of infected HUVEC was much higher that than that of uninfected HUVEC, The monocyte adherence rate of infected HUVEC was increased by addition of convalescent serum of patient with HFRS. Infection with Hantaan virus HUVEC stimulated the production of superoxide radical.
Price and quantity quotes on Nasdaq : A study of dealer quotation behavior
Chung, Kee H,Zhao, Xin 성균관대학교 경영연구소 2001 Sungkyun Management Research Institute Work Vol.21 No.-
In this paper we analyze the quotation behavior of Nasdaq market makers using individual dealer quote and trade data. We find that the majority (70%) of quotes posted by Nasdaq dealers are noncompetitive (i.e., both the bid and ask quotes are not at the inside market) and only 16%(15.4%) of bid(ask) quotes are at the inside market. The percentage of dealer quotes that are at the inside market is higher for stocks with wider spreads, fewer market makers, and more frequent trading, and lower for stocks with larger trade sizes and greater return volatility. These results support our conjecture that dealers have greater incentives to be at the inside for stocks with larger market-making revenues and smaller costs. We also find that dealers post large depths when their quotes are at the inside and frequently quote the minimum required depth when they are not at the inside. We show that the latter quotation behavior leads to the negative inter-temporal correlation between dealer spread and depth.
Liquidity, Corporate Governance and Firm Value : Evidence around the World
Kee H. Chung,Joon-Seok Kim,Kwangwoo Park,Taeyoon Sung 한국재무학회 2010 한국재무학회 학술대회 Vol.2010 No.08
In this paper we examine the relation between corporate governance and stock market liquidity around the world where different legal institutions are present. We conjecture that better internal corporate governance is more useful and effective in reducing information asymmetry and thereby increasing stock market liquidity in countries with inferior legal and regulatory environments for shareholder right protection. Consistent with this prediction, we find that liquidity tends to be higher for firms with better internal corporate governance in countries with poor legal and regulatory environments for shareholder right protection (e.g., German civil law countries). In contrast, we find that the relation between internal governance and stock liquidity is not statistically significant in countries with relatively strong shareholder protection laws.
Tick size, market structure, and trading costs
Kee H. Chung,Jangkoo Kang,Joon-Seok Kim 한국재무학회 2007 한국재무학회 학술대회 Vol.2007 No.04
Large tick sizes imposed on high-price stocks on the Korea Stock Exchange (KSE) are significant binding constraints on bid-ask spreads. Nearly 60% of quoted spreads are equal to the tick size for stocks with the largest tick size. The average spread of KSE stocks is smaller than that of the matched sample of New York Stock Exchange (NYSE) stocks, although the average spread of KSE stocks that belong to larger tick size groups is greater than that of matched NYSE stocks. These results suggest that the KSE’s electronic limit order market provides cheaper executions than the NYSE’s specialist system for our matched sample of stocks, and the KSE could further reduce trading costs if the large tick sizes imposed on highprice stocks are replaced with smaller ones.