"I might be a duck, but I'm human" : an analysis of clothing in Disney cartoons

Mickey Mouse, one of the world's most recognizable cartoon characters, did not wear a shirt in his earliest incarnation in theatrical shorts and, for many years, Donald Duck did not wear pants and still rarely does so. Especially when one considers the era in which these figures were first created by the Walt Disney Studio, in the 1920s and 1930s, why are they portrayed without full clothing? The obvious answer, of course, is that they are animals, and animals do not wear clothes. But these are no ordinary animals: in most cases, they do wear clothing - some clothing, at least - and they walk on two legs, talk in a more or less intelligible fashion, and display a number of other anthropomorphic traits. If they are essentially animals, why do they wear clothing at all? On the other hand, if these characters are more human than animal, as suggested by other behavioral traits - they walk, talk, work, read, and so on - why are they not more often fully clothed? To answer these questions I undertook three major research strategies used to gather evidence: interpretive textual analysis of 321 cartoons; secondary analysis of interviews conducted with the animators who created the Disney characters; and historical and archival research on the Disney Company and on the times and context in which it functioned. I was able to identify five themes that played a large part in what kind of clothing a character wore; first, the character's gender and/or sexuality; second, what species or "race" the character was; third, the character's socio-economic status; fourth, the degree to which the character was anthropomorphized; and, fifth, the context in which the character and its clothing appeared in a particular scene or narrative. I concluded that all of these factors played a part in determining, to some extent, the clothing worn by particular characters at particular times. However, certain patterns emerged from the analysis that could not be explained by these factors alone or in combination. Therefore, my analysis also investigates the individual and collective attitudes and desires of the men in the Disney studio who were responsible for creating these characters and the cultural conditions under which they were created. Drawing on literature from the psychoanalytic approach to film studies, I argue that the clothing choices spoke to an idealized fantasy world to which the animators (most importantly, Walt Disney himself), and possibly wider society, wanted to return.

Intellectual property rights and the campaign for access to essential medicines : the advocacy role assumed by Médecins Sans Frontières

Non-governmental organizations and transnational networks have been increasingly successful a t gaining influence within issue areas traditionally controlled by the state. In many instances, non-state actors have been instrumental in forcing issues onto the global agenda, have aided in the development or transformation of global regimes, and have participated in securing state compliance for the adoption of new international norms. This paper argues that, consistent with social constructivist theory, ideas are important in influencing state preferences and change may be possible when certain factors are present. I f non-state actors can influence states, it is meaningful to understand how this happens. This paper focuses on a campaign led by Medecins Sans Frontieres that began in the late 1990s to acquire affordable medicines for patients in developing states that could not afford patented drugs. The campaign reached a measure of success in that member states of the World Trade Organization re-negotiated contested terms and meanings within the trade agreement for intellectual property rights and allowed concessions that would benefit lower income states. What factors contributed to the success of the campaign? And what were the most important factors - the issue, the actors or the mechanisms used?

We need to have a conversation about OpenURL, a close look at a corpus of error reports from the 2013 academic year. Or, How I learned to stop worrying and give up on clean metadata.

Presented at Access 2014, winner of poster contest.

Higher PLIN5 but not PLIN3 content in isolated skeletal muscle mitochondria following acute in vivo contraction in rat hindlimb

Contraction-mediated lipolysis increases the association of lipid droplets and mitochondria, indicating an important role in the passage of fatty acids from lipid droplets to mitochondria in skeletal muscle. PLIN3 and PLIN5 are of particular interest to the lipid droplet–mitochondria interaction because PLIN3 is able to move about within cells and PLIN5 associates with skeletal muscle mitochondria. This study primarily investigated: 1) if PLIN3 is detected in skeletal muscle mitochondrial fraction; and 2) if mitochondrial protein content of PLIN3 and/or PLIN5 changes following stimulated contraction. A secondary aim was to determine if PLIN3 and PLIN5 associate and whether this changes following contraction. Male Long Evans rats (n = 21;age, 52 days; weight = 317 6 g) underwent 30 min of hindlimb stimulation (10 msec impulses, 100 Hz/3 sec at 10–20 V; train duration 100 msec). Contraction induced a ~50% reduction in intramuscular lipid content measured by oil red-O staining of red gastrocnemius muscle. Mitochondria were isolated from red gastrocnemius muscle by differential centrifugation and proteins were detected by western blotting. Mitochondrial PLIN5 content was ~1.6-fold higher following 30 min of contraction and PLIN3 content was detected in the mitochondrial fraction, and unchanged following contraction. An association between PLIN3 and PLIN5 was observed and remained unaltered following contraction. PLIN5 may play a role in mitochondria during lipolysis, which is consistent with a role in facilitating/regulating mitochondrial fatty acid oxidation. PLIN3 and PLIN5 may be working together on the lipid droplet and mitochondria during contraction-induced lipolysis.

Letter to Jarvis, Conklin and Co. is in S.D. Woodruff’s handwriting, but unsigned regarding the Shelby and Cunningham accounts

Letter (1 ¼ pages, handwritten) to Jarvis, Conklin and Co. is in S.D. Woodruff’s handwriting, but unsigned regarding the Shelby and Cunningham accounts, March 25, 1883.

Second copy of the memorandum respecting differences between the approximate and final estimate but this one has “memorandum of extras of Brown and McDonall contract” written on the outer page

Second copy of the memorandum respecting differences between the approximate and final estimate but this one has “memorandum of extras of Brown and McDonall contract” written on the outer page (3 pages, handwritten), n.d.

Certificate that Joseph Kingsmill, sheriff, has sold 6 acres in Lot no. 9 in the 4th Concession of Caistor to W.H. Dickson [originally said S.D. Woodruff, but this was crossed out]

Certificate that Joseph Kingsmill, sheriff, has sold 6 acres in Lot no. 9 in the 4th Concession of Caistor to W.H. Dickson [originally said S.D. Woodruff, but this was crossed out], May 23, 1857.

L'epoque sans nom esquisse de París, 1830-1833

UANL

Cooperative VS. Non-cooperative Truels: Little Agreement, but Does that Matter?

It is well-known that non-cooperative and cooperative game theory may yield different solutions to games. These differences are particularly dramatic in the case of truels, or three-person duels, in which the players may fire sequentially or simultaneously, and the games may be one-round or n-round. Thus, it is never a Nash equilibrium for all players to hold their fire in any of these games, whereas in simultaneous one-round and n-round truels such cooperation, wherein everybody survives, is in both the a -core and ß -core. On the other hand, both cores may be empty, indicating a lack of stability, when the unique Nash equilibrium is one survivor. Conditions under which each approach seems most applicable are discussed. Although it might be desirable to subsume the two approaches within a unified framework, such unification seems unlikely since the two approaches are grounded in fundamentally different notions of stability.

Investment Under Demand Uncertainty: the Newsboy Problem Revisited.

In this article we study the effect of uncertainty on an entrepreneur who must choose the capacity of his business before knowing the demand for his product. The unit profit of operation is known with certainty but there is no flexibility in our one-period framework. We show how the introduction of global uncertainty reduces the investment of the risk neutral entrepreneur and, even more, that the risk averse one. We also show how marginal increases in risk reduce the optimal capacity of both the risk neutral and the risk averse entrepreneur, without any restriction on the concave utility function and with limited restrictions on the definition of a mean preserving spread. These general results are explained by the fact that the newsboy has a piecewise-linear, and concave, monetary payoff witha kink endogenously determined at the level of optimal capacity. Our results are compared with those in the two literatures on price uncertainty and demand uncertainty, and particularly, with the recent contributions of Eeckhoudt, Gollier and Schlesinger (1991, 1995).

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.