International Journal of Global Community (Riksawan Institute - IJGC-RI)
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Lipoplexes formed from sugar-based gemini surfactants undergo a lamellar-to-micellar phase transition at acidic pH. Evidence for a non-inverted membrane-destabilizing hexagonal phase of lipoplexes
No full textThe present study aims at a better understanding of the mechanism of transfection mediated by two sugar-based gemini surfactants GS1 and GS2. Previously, these gemini surfactants have been shown to be efficient gene vectors for transfection both in vitro and in vivo. Here, using Nile Red, a solvatochromic fluorescent probe, we investigated the phase behavior of these gemini surfactants in complexes with plasmid DNA, so-called lipoplexes. We found that these lipoplexes undergo a lamellar-to-non-inverted micellar phase transition upon decreasing the pH from neutral to mildly acidic. This normal (non-inverted) phase at acidic pH is confirmed by the colloidal stability of the lipoplexes as shown by turbidity measurements. We therefore propose a normal hexagonal phase, H-I, for the gemini surfactant lipoplexes at acidic endosomal pH. Thus, we suggest that besides an inverted hexagonal (H-II) phase as reported for several transfection-potent cationic lipid systems, another type of non-inverted non-bilayer structure, different from H-II, may destabilize the endosomal membrane, necessary for cytosolic DNA delivery and ultimately, cellular transfection. (c) 2006 Elsevier B.V. All rights reserved.</p
Inhoudelijke coördinatie van en spreker tijdens workshop 'Liberalization and Regulation'
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Perspectives on productivity and business cycles in Europe:Contributions of the Euro and the Lisbon agenda to growth
No full textUnderstanding channel purchase intentions:Measuring online and offline shopping value perceptions
No full textThis dissertation investigates consumers’ prepurchase evaluations of buying books offline and online. It synthesizes the E-Commerce and perceived value literature to develop a conceptual model that explains online and offline purchase intentions. Based on this literature review, it is proposed that online and offline purchase intentions are based on perceptions of service quality, merchandise quality, price and the shopping experience costs and benefits (i.e. time/effort costs, perceived risk, and enjoyment). The conceptual model is empirically tested in two studies by using structural equation modeling. Data are collected through a survey amongst 656 customers of a multichannel bookseller and 437 customers of a pure-play online bookseller. The relative importance of the predictors of perceived value and purchase intentions are first determined by investigating the direct and indirect effects. Next, based on conceptual and/or empirical support, it is hypothesized that certain factors play a more profound role in either context. To test for the differences in the strength of specific relationships between the online and offline context, structural invariance tests are performed. Additionally, the moderating influence of the degree of prior online shopping experience is investigated for specific relationships within the online context. This is determined by testing the differences in the strength of structural relationships between experienced and less experienced buyers
Style investing:behavioral explanations of stock market anomalies
No full textAbstract PhD-project The aim of this thesis is to explore the mechanisms of style investing. My project consists of two parts, each with an individual goal: 1. The first objective will be to analyze the implications of the dynamics of value and growth strategies for the US stock market. 2. The second objective will be to find explanations for stock returns by introducing the effects of collective preferences of investors into the dynamics of stock markets. We introduce style popularity as an important influencing factor in the investment process. By analyzing alternative methods with a more sophisticated ranking we want to show better insights in the dynamical process of value stocks. We make a distinction between switching versus fixed-style stocks. Within each style we distinguish between stocks that stay for one period and stocks that stay for two or more periods within a particular style. We analyze how stocks behave when they switch from style and what variables or factors are important to explain the style-switching behaviour. We find that only a small fraction of the value group is responsible for the value premium, namely the switching-style stocks. Theories regarding the value premium like the error-in-expectation hypothesis are tested with this new classification. This leads to new insights and conclusions for the value premium. The sub division of value and growth stocks into switching versus fixed-style stocks is critical note against style investing, because the label of value or growth stocks is limited. To profit from particular investment styles portfolio managers have to choose stocks that migrate from one style to another. The second objective is to develop an alternative perspective on the performance of style investing. Barberis and Shleifer (2003) created a model that is based on a demand-driven process. Stock returns are determined by investors who base their asset choice on a group level instead of an individual level of stocks. The investment process is in terms of investment cycles where the demand of a particular style is based on the past performance of the style. Instead of choosing a passive benchmark and trying to beat this benchmark by over- and underweighting stocks investors nowadays choose a particular style that did well in the past and hope that this will be a guarantee for future performance. We describe the popularity of investment styles as collective preferences of individuals and the changes of such preferences over time. In order to measure popularity, it will be necessary to construct a popularity index for different investment styles. Using different variables that reflect popularity we create a popularity index that reflects whether a style is popular or not. Having constructed a popularity index, it will be possible to check to what extent these portfolios are exposed to style investing or style popularity. In addition, the time series of returns form the different investment styles will be used to show that past performance is a guarantee for the attractiveness of investment styles
