Exchange reactions of organic halides and organo-silicon compounds with boron tribromide and boron triiodide

Reactions of the boron halides with organic halides and organo-silicon compounds have been investigated. The results show exchange of halogens between the BX3 (X = Br# 1) and the organic halidef exchange of the halogen of the C-X bond being proved. The rates of halogen exchange vary. Reaction of the heavier halides with organo-silicon compounds indicated that the silicon-carbon bonds ruptured in the absence of electronegative atom attached to the silicon. The presence of an electronegative atom (halogen or oxygen) attached to the silicon causes the bond between the silicon and the electronegative atom to be preferentially broken. Products of exchange reactions of the boron halides and the organic halides or the organo-silicon compounds were studied by use of 1H NMR and GC/MS. From these results some possible mechanisms for the exchange reactions are postulated, but further work is indicated to prove the real courses of the reactions

NMR studies of the exchange reactions of CH3CN.BX3 with excess CH3CN /|nJoseph Fogelman. -- 260 St. Catharines, Ont. : [s. n.],

Exchange reactions between molecular complexes and excess acid or base are well known and have been extensively surveyed in the literature(l). Since the exchange mechanism will, in some way involve the breaking of the labile donor-acceptor bond, it follows that a discussion of the factors relating to bonding in molecular complexes will be relevant. In general, a strong Lewis base and a strong Lewis acid form a stable adduct provided that certain stereochemical requirements are met. A strong Lewis base has the following characteristics (1),(2) (i) high electron density at the donor site. (ii) a non-bonded electron pair which has a low ionization potential (iii) electron donating substituents at the donor atom site. (iv) facile approach of the site of the Lewis base to the acceptor site as dictated by the steric hindrance of the substituents. Examples of typical Lewis bases are ethers, nitriles, ketones, alcohols, amines and phosphines. For a strong Lewis acid, the following properties are important:( i) low electron density at the acceptor site. (ii) electron withdrawing substituents. (iii) substituents which do not interfere with the close approach of the Lewis base. (iv) availability of a vacant orbital capable of accepting the lone electron pair of the donor atom. Examples of Lewis acids are the group III and IV halides such (M=B, AI, Ga, In) and MX4 - (M=Si, Ge, Sn, Pb). The relative bond strengths of molecular complexes have been investigated by:- (i) (ii) (iii) (iv) (v] (vi) dipole moment measurements (3). shifts of the carbonyl peaks in the IIIR. (4) ,(5), (6) .. NMR chemical shift data (4),(7),(8),(9). D.V. and visible spectrophotometric shifts (10),(11). equilibrium constant data (12), (13). heats of dissociation and heats of reactions (l~), (16), (17), (18), (19). Many experiments have bben carried out on boron trihalides in order to determine their relative acid strengths. Using pyridine, nitrobenzene, acetonitrile and trimethylamine as reference Lewis bases, it was found that the acid strength varied in order:RBx3 > BC1 3 >BF 3 • For the acetonitrile-boron trihalide and trimethylamine boron trihalide complexes in nitrobenzene, an-NMR study (7) showed that the shift to lower field was. greatest for the BB~3 adduct ~n~ smallest for the BF 3 which is in agreement with the acid strengths. If electronegativities of the substituents were the only important effect, and since c~ Br ,one would expect the electron density at the boron nucleus to vary as BF3

Interaction and knowledge exchange among academic business librarians in Ontario

A research project submitted to the Faculty of Extension, University of Alberta in partial fulfillment of the requirements for the degree of Master of Arts in Communications and Technology in 2005.

An Act to authorise the stock held by private parties in the Welland Canal to be purchased on behalf of the Province [Welland Canal Stock Bill], 1841

The bill is a proposal by the government to purchase Welland Canal stock held in private hands. The bill was read for the first time on Wednesday 4 August, 1841, and received second reading on 10th August, 1841. One hundred and fifty copies were printed of the bill. This example was addressed to Samuel Street at the Falls of Niagara, by William Hamilton Merritt, September 1841.

Stock market reactions to changes in the FTSE SmallCap and S&P/TSX SmallCap indices

Stocks added to (deleted from) the Russell 2000 and the S&P 600 indexes experience positive (negative) abnormal returns following the announcement. However, researchers disagree on whether these abnormal returns are permanent or temporary and offer competing explanations. I address this controversy by examining market reactions for firms that are added to or deleted from the FTSE Small Cap index (the main testing sample) and the S&P/TSX SmallCap index (the comparison sample). For the main testing sample, all stocks except pure additions, experience a permanent price change that is accompanied by a permanent change in liquidity. However, for the comparison sample, abnormal returns over the announcement period fully reverted within 30 days. In further examination of stock liquidity for the main testing sample, sample stocks experience permanent change in liquidity. Taken together, the observed results support the price pressure and liquidity hypotheses.

Electrical Development Company of Ontario certificate of stock ownership, ca. 1910.

The Electrical Development Company of Ontario was created in 1903. It was one of three private power companies that had water power leases with the Niagara Parks Commission, but was the only one that was financed with Canadian capital. The company built the Toronto Power Generating Station at Niagara Falls beginning in 1906, and the power house was completed in 1913. During the construction, there was much debate about whether the utility should remain privately operated or become a public utility. In 1920, the company became part of the public utility.

O.S. Rixford Manufacturing Company corporate stock book, 1883-1898.

Around 1837, Luther Rixford founded a tool manufacturing business (originally known as the Luther Rixford Manufacturing Co.) in East Highgate, Vermont, that specialized in manufacturing scythes and other agricultural tools. A branch of this business was established in Upper Bedford, Quebec, around the late 1840's. Subsequent generations of the Rixford family took over the operations of both facilities, and in 1857 Oscar S. Rixford renamed the company the O.S. Rixford Manufacturing Co. The company was incorporated in 1883. Around 1920, the O.S. Rixford Manufacturing Company (of Canada) was acquired by Welland Vale Manufacturing, in St. Catharines, Ontario. The Rixford Company in Vermont continued operations until 1956, when decreasing demand for the tools they manufactured caused them to close their doors.

Clinician-Perceived Bridges and Barriers to Parental Implementation of Picture Exchange Communication System (PECS): An evaluation.

Picture Exchange Communication System (PECS) is an augmentative and alternative communicative system that improves communication and decreases problem behaviors in children with Developmental Disabilities and Autism. The mediator model is a validated approach that clinicians use to train parents to perform evidence-based interventions. Parental non-adherence to treatment recommendations is a documented problem. This qualitative study investigated clinician-perceived factors that influence parental adherence to PECS recommendations. Three focus groups (n=8) were conducted with Speech Language Pathologists and Behavior Therapists experienced in providing parents with PECS recommendations. Constant comparison analysis was used. In general, clinicians believed that PECS was complex to implement. Thirty-one bridges were identified to overcome complexity. Twenty-two barriers and 6 other factors also impacted parental adherence. Strategies to address these factors were proposed based on a review of the literature. Future research will be performed to validate these findings using parents and a larger sample size.

Oxygen exchange in galls of Eurosta solidaginis (Diptera: Tephritidae)

Hypoxia in plant tissue should affect animals living within. Gallmakers stimulate their plant hosts to produce the gall they inhabit and feed on, and also influence the gall phenotype for other adaptations, such as defense against predators. The potential for hypoxia in galls of Eurosta solidaginis was studied in the context of potential adaptations to gall oxygen level, using a combination of direct measurement, mathematical modelling, and respirometry on both gallmakers and hosts. Modelling results suggested mild hypoxia tolerable to the larva persists for most of the growth season, whereas more severe hypoxia may occur earlier in fully-grown young galls. Field data from one of the two years studied showed hypoxia more severe than expected, and coincided with adverse weather conditions and high larval mortality. The hypoxia may be related to host response to adverse weather. Whether hypoxia directly caused larval mortality requires further study.

The Impact of a Corporate Name Change on Stock Price and Trading Volume of Canadian Companies

This thesis examines the impact of a corporate name change on stock price and trading volume of Canadian companies around the announcement date, the approval date, and the adoption date over the time period from 1997 to 2011. Name changes are classified into six categories: major and minor, structural and pure, diversified and focused, accompanied with a change in ticker symbol and without a change in ticker symbol, “Gold” name addition and deletion, and different reasons for name changes (e.g., merger and acquisition, change of structure, change of strategy, and better image). The thesis uses the standard event study methodology to perform abnormal return and trading volume analyses. In addition, regression analysis is employed to examine which type of a name change has the largest impact on cumulative abnormal returns. Sample stocks exhibit a significant positive abnormal return one-day prior to the approval day and one day after the adoption date. Around the approval date we observe significant abnormal returns for stocks with a structural name change. On the day after the adoption date we document abnormal returns for stocks with major, minor, structural, pure, focused, and ticker symbol name changes. If a merger or acquisition is the reason for a name change, companies tend to experience a significant positive abnormal return one-day before the approval date and on the adoption date. If a change of structure is the reason for a name change, companies exhibit a significant positive abnormal return on the approval date and a significant negative abnormal return on the adoption date. In case of a change of strategy as the reason for a name change, companies show a significant negative abnormal return around the approval date and a significant positive abnormal return around the adoption date.

Macroeconomic News and Exchange Rates: Evidence of Unstable Effect

Although the link between macroeconomic news announcements and exchange rates is well documented in recent literature, this connection may be unstable. By using a broad set of macroeconomic news announcements and high frequency forex data for the Euro/Dollar, Pound/Dollar and Yen/Dollar from Nov 1, 2004 to Mar 31, 2014, we obtain two major findings with regards to this instability. First, many macroeconomic news announcements exhibit unstable effects with certain patterns in foreign exchange rates. These news effects may change in magnitude and even in their sign over time, over business cycles and crises within distinctive contexts. This finding is robust because the results are obtained by applying a Two-Regime Smooth Transition Regression Model, a Breakpoints Regression Model, and an Efficient Test of Parameter Instability which are all consistent with each other. Second, when we explore the source of this instability, we find that global risks and the reaction by central bank monetary policy to these risks to be possible factors causing this instability.

A DYNAMIC FRAMEWORK FOR THE RELATIONS BETWEEN FOREIGN EXCHANGE RATES, SAVINGS AND INVESTMENTS

The Meese-Rogoff forecasting puzzle states that foreign exchange (FX) rates are unpredictable. Since one country’s macroeconomic conditions could affect the price of its national currency, we study the dynamic relations between the FX rates and some macroeconomic accounts. Our research tests whether the predictability of the FX rates could be improved through the advanced econometrics. Improving the predictability of the FX rates has important implications for various groups including investors, business entities and the government. The present thesis examines the dynamic relations between the FX rates, savings and investments for a sample of 25 countries from the Organization for Economic Cooperation and Development. We apply quarterly data of FX rates, macroeconomic indices and accounts including the savings and the investments over three decades. Through preliminary Augmented Dickey-Fuller unit root tests and Johansen cointegration tests, we found that the savings rate and the investment rate are cointegrated with the vector (1,-1). This result is consistent with many previous studies on the savings-investment relations and therefore confirms the validity of the Feldstein-Horioka puzzle. Because of the special cointegrating relation between the savings rate and investment rate, we introduce the savings-investment rate differential (SID). Investigating each country through a vector autoregression (VAR) model, we observe extremely insignificant coefficient estimates of the historical SIDs upon the present FX rates. We also report similar findings through the panel VAR approach. We thus conclude that the historical SIDs are useless in forecasting the FX rate. Nonetheless, the coefficients of the past FX rates upon the current SIDs for both the country-specific and the panel VAR models are statistically significant. Therefore, we conclude that the historical FX rates can conversely predict the SID to some degree. Specifically, depreciation in the domestic currency would cause the increase in the SID.

Macroeconomic News Effects and Foreign Exchange Jumps

This thesis investigates how macroeconomic news announcements affect jumps and cojumps in foreign exchange markets, especially under different business cycles. We use 5-min interval from high frequency data on Euro/Dollar, Pound/Dollar and Yen/Dollar from Nov. 1, 2004 to Feb. 28, 2015. The jump detection method was proposed by Andersen et al. (2007c), Lee & Mykland (2008) and then modified by Boudt et al. (2011a) for robustness. Then we apply the two-regime smooth transition regression model of Teräsvirta (1994) to explore news effects under different business cycles. We find that scheduled news related to employment, real activity, forward expectations, monetary policy, current account, price and consumption influences forex jumps, but only FOMC Rate Decisions has consistent effects on cojumps. Speeches given by major central bank officials near a crisis also significantly affect jumps and cojumps. However, the impacts of some macroeconomic news are not the same under different economic states.

Macroeconomic News and LOB in Foreign Exchange ECN Market

We investigate the macroeconomic news effect on the dynamics of the limit order books (LOB) for euro-dollar ECN market in different economic states between Jan. 2006 to Dec. 2009. Using a VAR-STR model on the news surprise, pure news, aggregated good and bad news, we show that news effects on the LOB dynamics vary in different states of economy. The LOB dynamics are measured by depth, spread, slope and volatility. In contract to slope and volatility, depth and spread strongly respond to news surprise and pure news during recession and expansion. These characteristics are more affected by aggregated good and bad news during expansion. News effects are robust to alternative characteristic measures, the different sides of the LOB and the different levels in the LOB.

Certificate for One Share of Capital Stock in Nicola Valley Coal and Coke Company

Certificate for 1 share of capital stock in Nicola Valley Coal and Coke Company to Welland D. Woodruff, May 13, 1905.