Background
Ammopiptanthus nanus is a rare broad-leaved shrub that is found in the desert and arid regions of Central Asia. This plant species exhibits extremely high tolerance to drought and freezing and has been used in abiotic tolerance research in plants. As a relic of the tertiary period, A. nanus is of great significance to plant biogeographic research in the ancient Mediterranean region. Here, we report a draft genome assembly using the Pacific Biosciences (PacBio) platform and gene annotation for A. nanus.FindingsA total of 64.72 Gb of raw PacBio sequel reads were generated from four 20-kb libraries. After filtering, 64.53 Gb of clean reads were obtained, giving 72.59× coverage depth. Assembly using Canu gave an assembly length of 823.74 Mb, with a contig N50 of 2.76 Mb. The final size of the assembled A. nanus genome was close to the 889 Mb estimated by k-mer analysis. The gene annotation completeness was evaluated using Benchmarking Universal Single-Copy Orthologs; 1,327 of the 1,440 conserved genes (92.15%) could be found in the A. nanus assembly. Genome annotation revealed that 74.08% of the A. nanus genome is composed of repetitive elements and 53.44% is composed of long terminal repeat elements. We predicted 37,188 protein-coding genes, of which 96.53% were functionally annotated.ConclusionsThe genomic sequences of A. nanus could be a valuable source for comparative genomic analysis in the legume family and will be useful for understanding the phylogenetic relationships of the Thermopsideae and the evolutionary response of plant species to the Qinghai Tibetan Plateau uplift.
This paper examines the effect of the inherent demand implied by short interest by studying how stock price reactions to earnings announcements depend on the level of short interest. We find that, for extreme good and bad news events, the inherent demand increases stock prices around the earnings announcement date, with the effect being stronger for good news relative to bad news. Specifically, the initial market reaction to an extreme positive earnings surprise is larger for firms with high levels of short interest. On the other hand, for an extreme negative earnings surprise event, the initial market reaction is less negative for heavily shorted firms. Furthermore, we find that the post-earnings-announcement drift is smaller (larger) in magnitude for extreme positive (negative) earnings surprises for the heavily shorted firms.
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