• Title/Summary/Keyword: root stock

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Control of Fusarium Wilt of Watermelon with the Root-Stock Grafting of Sicyos angulatus L. (안동오이 대목을 이용한 수박 덩굴쪼김병 방제)

  • 이순구;이원형
    • Korean Journal Plant Pathology
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    • v.10 no.3
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    • pp.240-244
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    • 1994
  • Watermelon plants grafted with the root-stock of wild-cucumber (Sicyos angulatus) were not infected by Fusarium oxysporum f.sp. niveum in pot inoculation and infected fields tests. Controlling efficacy of the root-stock grafting with S. angulatus on Fusarium wilt of watermelon was more excellent than that of the root-stock grafting with Lagenaria siceraria. The isolates of Fusarium oxysprum from cucurbitaceae plants had a certain host-specific pathogenicity, but they did not express the absolute one forma specialis-one host-plant phenomenon by the root dipping inoculation. The pathogenic isolates of Fusarium oxysproum from cucurbitaceae crops did not infect the root-stock plant such as S. angulatus, L. siceraria and Cucurbita ficifolia. The fast-wilting of watermelon caused by uncertain agents was observed in watermelon plant grafted with L. siceraria in the continuously cropping fields, but it was not observed in watermelon plants grafted with S. angulatus in the same fields.

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Studies of mulberry seedling preparation by cattage method sapling (II) Study of cultivating method of mulberry root-stock (상수 재육채묘법에 관한 시험 (II) 상수 묘목의 육성법에 관한 시험)

  • 박병희;유근섭;조철호;김문협
    • Journal of Sericultural and Entomological Science
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    • v.3
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    • pp.37-43
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    • 1963
  • This experimental work was carried out to know the best method in producing the root stock effectively. The major experimental work was carried out by using Kairyo-Nezumigaeshi, and the comparative works were carried out by using Ichi-Hei, Kairyo-Nezumigaeshi, Ro-Soh, Yongchon-Chuwoo and Suwon No. 4. Results obtained from the test are as follows. 1. The larger size of the branch burried, the better live ratio and the quality of the sapling was found, and there was no significant difference between the top part and bottom part of the branch from the point of view of the ratio, but it was found that the top part showed better live ratio and quality. Mean time there was no difference in live ratio between the two sprouts root-stock type and the three sprouts root-stock type. 2. When the live ratio and sapling quality was compared from the aspect of the new root development, the heavy and medium developed root type showed better result than the poor developed one. 3. For the ambushing depth test of the root-stock, the root-stock which was painted with paraffin on the top and exposed in the air was found to have best live ratio. Mean time, even though paraffin was not painted all the top of the root-stock, the one which was exposed the top of it or the one ambushed with thin soil layer, showed better live ratio than the one deep ambushed. 4. There was difference for the live ratio between the perpendicularly ambushed root-stock and the lied ambushed mot-stock, but the former method showed better sapling quality. 5. The soil nature did not show any difference for the live ratio between the sand loam and clay loam, but the former one showed better sapling quality. 6. There was no difference live ratio between the mulberry varieties, but Yongchon-Chuwoo showed best sapling quality. 7. The grafted sapling production cost was 2.30 won and cattage sapling cost was 1.61 won.

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The Existence of Random Walk in the Philippine Stock Market: Evidence from Unit Root and Variance-Ratio Tests

  • CAMBA, Abraham C. Jr.;CAMBA, Aileen L.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.10
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    • pp.523-530
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    • 2020
  • The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

An Exponential GARCH Approach to the Effect of Impulsiveness of Euro on Indian Stock Market

  • Sahadudheen, I
    • The Journal of Asian Finance, Economics and Business
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    • v.2 no.3
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    • pp.17-22
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    • 2015
  • This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

A Dynamic Study on Housing and Stock Market in Europe : Focused on Greece

  • JEONG, Dong-Bin
    • East Asian Journal of Business Economics (EAJBE)
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    • v.8 no.1
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    • pp.57-69
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    • 2020
  • Purpose - This study examines what are the asset market fluctuations in Europe and how each economic variable affects major variables, and explore the dynamics of housing and stock market through Greece. The variables under consideration are balance on current account (BCA), index of stock (STOCK), gross domestic product (GDP), housing price indices (HOUSING), M3, real rate of interest (IR_REAL) and household credits (LOAN). We investigate the functional and causal relationships between housing and stock market. Research design, data, and methodology - Vector error correction model (VECM) is used to figure out the dynamic relationships among variables. This study also contains the augmented Dickey-Fuller unit root, cointegration, Granger causality test, and impulse response function and variance decomposition analysis by EViews 11.0. Results - The statistical tests show that all variables under consideration have one unit root and there is a longterm equilibrium relationship among variables for Greece. GDP, IR_REAL, M3, STOCK and LOAN can be considered as causal factors to affect real estate market, while GDP, LOAN, M3, BCA and HOUSING can bring direct effects to stock market in Greece. Conclusions - It can be judged that the policy that affects the lending policy of financial institutions may be more effective than the indirect variable such as monetary interest rate.

Studies on the Pear Abnormal Leaf Spot Disease - 3. Graft Transmissibility of the Causal Agent - (배나무잎 이상반점증상에 관한 연구 - 3. 병원의 접목전염 -)

  • 남기웅;김충회
    • Korean Journal Plant Pathology
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    • v.11 no.3
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    • pp.217-223
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    • 1995
  • Nature of graft transmissibility of pear abnormal leaf spot disease was examined by various grafting methods in the greenhouse and field. When the diseased and symptomless twigs were collected in winter and grafted in the next spring to the seed-originated healthy root stock, the abnormal leaf spot was developed only in the case of the diseased twigs. Double grafting on a seed-originated healthy root stock, where the diseased and the symptomless twigs were used as 1st and 2nd scions, respectively, developed abnormal leaf spot lesions without exception on the 2nd scions. Tongue-graft with the diseased and the symptomless trees also incited abnormal leaf spots on the both trees. Abnormal leaf spots of were also developed on HN-39, an indicator pear tree, used as a 2nd scion in a double graft test, where the diseased twig and a seed-originated healthy tree were used as the 1st scion and the root stock, respectively. When the diseased twig was top-grafted to the healthy root stock, lesion development of abnormal spot was limited to the grafted twig itself in the 1st year, but expanded to the main branches in the 2nd year, and spread over the whole tree in the 3rd year. This result indicates that the causal agent of abnormal leaf spot disease is transmitted by graft.

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Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Chinese Stock Markets

  • Lee, Jung Wan;Zhao, Tianyuan Frederic
    • The Journal of Asian Finance, Economics and Business
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    • v.1 no.1
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    • pp.5-14
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    • 2014
  • This paper empirically examines the short-run and long-run causal relationship between stock market prices and exchange rates in Chinese stock markets using monthly data from January 2002 to December 2012 retrieved from the National Bureau of Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity Wald tests, impulse responses, variance decomposition techniques and structural break tests are employed. This study found 1) long-run causality from exchange rates to stock prices in Chinese stock markets and 2) short-run causality from Japanese yen and Korean won exchange rates to stock prices in the Shanghai Stock Exchange strongly prevails while in the Shenzhen Stock Exchange weakly prevails. The impact of the global financial crisis from 2007 to 2009 on Chinese stock markets was insignificant.

A Study on Revegetation Measures with Recycling Root-stock of Native Tree(I) (자생 수목 그루터기를 이용한 자연식생복원 녹화공법 연구(I))

  • Oh, Koo-Kyoon;Kwon, Tae-Ho;Bae, Jung-Nam;Park, Seok-Gon
    • Journal of the Korean Society of Environmental Restoration Technology
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    • v.6 no.5
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    • pp.28-39
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    • 2003
  • This study was carried out to elucidate effective restoration measures for natural forest with recycling native tree un site from November 2001 to October 2002 to obtain a basic information for revegetation measure, eight experimental treatment was done and the length of stump, root-ball size of stump, antisepsis treatment of trunk cut, Planting season and contents of organic matter in soil were effective on regrowth of root-stock. Thirteen tree species including Quercus acutissima among twenty tree species showed outstanding sprout and survival rate(over 90 percent), Planting in November and combinated planting with 5 trees and 9 shrubs of root-stock per 100$m^2$ plot showed a good growth. And 10 percent of organic matter plot showed a good crown coverage.

Are Precious Metals Hedge Against Financial and Economic Variables?: Evidence from Cointegration Tests

  • YAQOOB, Tanzeela;IQBAL, Javed
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.1
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    • pp.81-91
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    • 2021
  • This paper investigates the long run hedging ability of precious metals against the risks associated with adverse conditions of economic and financial variables for Pakistan, the USA, China, and India. Monthly data of gold, silver, platinum, stock returns, exchange rate, industrial production, and inflation was collected for the selected economies. Saikkonen and Lutkepohl (2002) unit root test was employed to access the unit root properties of the data series and identify the break dates. Furthermore, this study used the Johansen cointegration test with and without structural breaks to identify the long-run relationship between metals prices and different financial and economic variables. The findings suggest that the time series under study have unit root problem at level with and without structural breaks. Without considering structural breaks, the Johansen trace test indicates that in Pakistan and China, gold, silver, and platinum hold a cointegrating relationship with macroeconomic and financial variables. For the US, gold indicates cointegration which supports the hedging ability of gold against inflation, stock, and industrial production in the long run. The results of the cointegration test after incorporating the structural breaks provide even stronger evidence of the long-run relationship of precious metals and consumer prices, exchange rate, and stock prices.