bluuebunny/crossref_metadata_2025_split huggingface dataset:
Loss of genome maintenance accelerates podocyte damage and aging
Authors: Braun Fabian , Mandel Amrei M. , Blomberg Linda , Wong Milagros N. , Chatzinikolaou Georgia , Nair Viji , Akbar-Haase Roman , Puelles Victor G. , Meyer David H. , McCown Phillip J. , Haas Fabian , Rahmatollahi Mahdieh , Fermin Damian , Slaats Gisela G. , Bork Tillmann , Schell Christoph , Koehler Sybille , Brinkoetter Paul T. , Lindenmeyer Maja T. , Cohen Clemens D. , Kann Martin , Bloch Wilhelm , Sampson Matthew G. , Dollé Martijn ET , Kretzler Matthias , Garinis George A. , Huber Tobias B. , Schermer Bernhard , Benzing Thomas , Schumacher Björn , Kurschat Christine E. 
Published: September 2020

AbstractDNA repair is essential for preserving genome integrity and ensuring cellular functionality and survival. Podocytes, post-mitotic glomerular epithelial cells, bear limited regenerative capacity, and their survival is indispensable to maintain the function of the kidney’s filtration units. While podocyte depletion is a hallmark of the aging process and of many proteinuric kidney diseases, the underlying factors remain unclear.We investigated DNA repair in podocyte diseases by using a constitutive and an inducible podocyte-specific knockout mouse model forErcc1,a multifunctional endonuclease cofactor involved in nucleotide excision repair (NER), interstrand crosslink (ICL) repair, and DNA double-strand break (DSB) repair. We assessed the consequences ofErcc1lossin vivo,complemented by mechanisticalin vitrostudies of induced DNA damage in cultured podocytes. Furthermore, we characterized DNA damage-related alterations in mouse and human renal tissue of different ages as well as in patient biopsies with minimal change disease and focal segmental glomerulosclerosis.Podocyte-specificErcc1knockout resulted in accumulation of DNA damage with ensuing proteinuria, podocyte loss, glomerulosclerosis, renal insufficiency, and reduced lifespan. The response to genomic stress was different to the pattern reported in other cell types, as podocytes activated mTORC1 signaling upon DNA damagein vitroandin vivo. The induced mTORC1 activation was abrogated by inhibiting DNA damage response through DNA-PK and ATM kinasesin vitro. Moreover, pharmacological inhibition of mTORC1 modulated the development of glomerulosclerosis inErcc1-deficient mice. Perturbed DNA repair gene expression and genomic stress was also detected in podocytes of human focal segmental glomerulosclerosis, characterized by podocyte loss. Beyond that, DNA damage accumulation occurred in podocytes of healthy aging mice and humans.These findings reveal that genome maintenance is crucial for podocyte maintenance, linked to the mTORC1 pathway, and involved in the aging process as well as in the development of glomerulosclerosis, potentially serving as a therapeutic target in the future.
Molecular plasticity of the native mouse skeletal sarcomere revealed by cryo-ET
Authors: Wang Zhexin , Grange Michael , Wagner Thorsten , Kho Ay Lin , Gautel Mathias , Raunser Stefan 
Published: September 2020

AbstractSarcomeres are the force-generating and load-bearing devices of muscles. A precise molecular understanding of how the entire sarcomere is built is required to understand its role in health, disease and ageing. Here, we determine thein situmolecular architecture of vertebrate skeletal sarcomeres through electron cryo-tomography of cryo-focused ion beam-milled native myofibrils. The reconstructions reveal the three-dimensional organisation and interaction of actin and myosin filaments in the A-band, I-band and Z-disc and demonstrate how α -actinin cross-links antiparallel actin filaments to form a mesh-like structure in the Z-disc at an unprecedented level of molecular detail. A prominent feature is a so-far undescribed doublet of α-actinin cross-links with ∼ 6 nm spacing. Sub-volume averaging shows the interaction between myosin, tropomyosin and actin in molecular detail at ∼ 10 Å resolution and reveals two coexisting conformations of actin-bound heads. The flexible orientation of the lever arm and the essential and regulatory light chains allow the two heads of the “double-headed” myosin not only to interact with the same actin filament but also to split between two actin filaments. Our results provide new insights into the conformational plasticity and fundamental organisation of vertebrate skeletal muscle and serve as a strong foundation for futurein situinvestigations of muscle diseases.
Reward-associated configural cues elicit theta oscillations of rat retrosplenial neurons phase-locked to LFP theta cycles
Authors: Yoshida Masashi , Chinzorig Choijiljav , Matsumoto Jumpei , Nishimaru Hiroshi , Yamazaki Mitsuaki , Ono Taketoshi , Nishijo Hisao 
Published: September 2020

AbstractPrevious behavioral studies implicated the retrosplenial cortex (RSC) in stimulus-stimulus associations, and also in retrieval of remote associative memory based on EEG theta oscillations. To investigate the neural mechanisms underlying these processes, RSC neurons and local field potentials (LFPs) were simultaneously recorded from well-trained rats performing a cue-reward association task. In the task, simultaneous presentation of two multimodal conditioned stimuli (configural CSs) predicted a reward outcome opposite to that associated with individual presentation of each elemental CS. Here, we show neurophysiological evidence that the RSC is involved in stimulus-stimulus association where configural CSs are discriminated from each elementary CS that is a constituent of the configural CSs, and that memory retrieval of rewarding CSs is associated with theta oscillation of RSC neurons during CS presentation, which is phase-locked to LFP theta cycles.
Methodological Insights Jumping through hoops: publishing interview-based management accounting research
Authors: Tucker Basil P. 
Published: September 2020

PurposeThis reflection is aimed primarily at doctoral students, early career researchers and more experienced accounting researchers seeking to undertake interview-based academic accounting research. It is specifically designed to identify and confront some common obstacles to publishing interview-based management accounting research.Design/methodology/approachThis reflection is autoethnographic in the sense that it is based primarily on my publication experience, observations and reflections as an author/co-author and also as a reviewer and editor/editorial board member in submitting, reviewing and evaluating interview-based management accounting research. It therefore adopts a form of participant observation in approach in which the author seeks to provide to readers a sense of “being there” insofar as addressing the barriers to publishing interview-based management accounting research.FindingsWhilst the insights that interview-based accounting research can offer are well established, there remain practical obstacles in publishing this form of research. These obstacles – portrayed in this paper as “hoops” through which authors must jump – largely reduce to challenges in convincing the reader of the credibility and authenticity of their approach and demonstrating the trustworthiness and dependability of the findings and conclusions reached.Research limitations/implicationsThe academic and practical issues raised in this commentary will assist emerging scholars in anticipating and dealing with the challenges they face in submitting these types of studies to academic accounting journals.Originality/valueThis paper is a critical analysis and reflection of the process of publishing interview-based accounting research. Rather than attempting to replicate the many excellent commentaries on this topic, it is designed to be of practical use to emerging scholars in the design, delivery and presentation of qualitative interview-based accounting research with a particular aim of navigating the submission and review process.
Disaster risk governance: institutional vulnerability assessment with emphasis on non-structural measures in the municipality of Jaboatão dos Guararapes, Pernambuco (PE), Brazil
Authors: Coutinho Roberto Quental , Lucena Rejane , Henrique Hugo Manoel 
Published: September 2020

PurposeClimate change has had serious consequences at the global and local levels, which has required more effective scientific studies and management measures for disaster risk reduction strategies. This paper aims to analyze and discuss the degree of institutional vulnerability in terms of disaster risk governance, with emphasis on non-structural measures taken in the municipality of Jaboatão dos Guararapes, Pernambuco, Brazil.Design/methodology/approachFive indicators were analyzed, composed of Planning and Management Instrument, Management Structure, Preventive Action, Multidisciplinary Work and Emergency Funds. It is worth highlighting the form application with government actors, involving technicians from strategic areas of the municipality and official reports analysis. It stands out the importance of non-structural measures to strengthen this governance.FindingsFrom the results of this study was noted that municipal management adopted measures to develop integrated planning, acting within the principles recommended in the Sendai framework (2015–2030), characterized as a medium degree of institutional vulnerability. Recommendations are suggested for the improvement of the entire governance system, according to the indicators and documents analyzed.Originality/valueThis article integrates a set of data and analyses relevant to the Disaster Risk Governance, regarding the assessment of institutional vulnerability with a view to non-structural actions. The importance and significance of the composed indicators allow measuring and evaluating institutional vulnerabilities. The methodology created fomented the production of scientific knowledge that allows employment in other municipalities.
Modelling the impact of geo-tourism on geo-conservation of Hell’s Gate National Park in Kenya
Authors: Rop Wendy Chepkemei 
Published: September 2020

Purpose
The purpose of this paper is to model the impact of geotourism on geoconservation by observing two popular geotourism activities, namely, rock climbing and hiking. It proposes that as much as geotourism activities have potential negative impacts, they can also bring about positive modification of critical ecosystems like that of Hell’s Gate National Park.

Design/methodology/approach
This research opted for an exploratory research design using both open and close-ended questionnaires from 351 respondents and was complemented by documentary analysis. The statistical relationship between geotourism activities and geoconservation was modelled through linear regression.

Findings
As predicted the computation using hiking and rock climbing to predict geoconservation were significant with p = 0.004 < 0.05 and p = 0.002 < 0.05, respectively. Implying that selected geotourism activity(s) are positively related to geoconservation

Practical implications
Recognizing the symbiotic relationship, values and relevance of geotourism to geoconservation as a dynamic approach to preservation of protected area management is central to promoting ecosystem stewardship and contributes to the achievement of United Nations development goals.

Originality/value
This paper fulfils an identified need to study how geotourism activities can be used to preserve/conserve the ecological environments and geoheritage of a destination
HR professionals cultivating resilience and crisis awareness toward a business excellence environment
Authors: Nizamidou Christina , Vouzas Fotios 
Published: September 2020

PurposeThis paper explores how resilience may mitigate the impacts of a crisis and at the same time foster business excellence. Additionally, it seeks to analyze the role of HR department (HRD) in cultivating resilience and crisis awareness.Design/methodology/approachIn order for the authors to assess their hypotheses, a research model was conceptualized and tested by conducting an empirical study in Greek organizations that enlist the largest number of employees in Greece, belonging to various corporate sectors. Following the review of the relevant literature on resilience, business excellence and crisis management (CM), the research model and research hypotheses are presented.FindingsThe empirical section illustrates the statistical analysis of the collected data and the test of the research hypotheses. The authors managed to validate their research hypotheses through the research. The research demonstrated that promoting resilience and crisis awareness in a business excellence environment can reinforce the role of HRD aiming to overcome crises.Practical implicationsFollowing the research findings, the implications for managers and organizations are presented alongside with the research limitations. Managers and HRDs can review their mindset towards resilience. Thus, they may reevaluate their CM plans and processes according to the research findings.Originality/valueThe extended literature review proved that limited studies deal with the contribution of resilience regarding CM and business excellence. The originality of the present is to promote the cultivation of resilience in line with a high level of acquaintance with CM procedures to the dynamic role of HRD in terms of CM.
Skewness of Kurtosis?: Using Corrado and Su (1996)‘s Model
Authors: Kim Sol 
Published: September 2020

For the KOSPI 200 index options market. we examine the power of influence on pricing options of the skewness and the kurtosis of the risk neutral distribution. We compare the Black and Scholes (1973) model which does not consider the skewness or the kurtosis of the risk neutral distribution with Corrado and sue 1996)’s model which consider both the skewness and the kurtosis and the models which consider only the skewness or the kurtosis.
It is found that Corrado and sue 1996)‘s model which consider both skewness and kurtosis shows the best performance closely followed by the model which consider only the skewness for tile in-sample pricing and the out-of-sample pricing. As a result. it contributes to pricing options to consider both skewness and kurtosis and the skewness is more important factor for pricing options than the kurtosis.
Underpricing of Index Futures prices, Prospect Theory and Intraday Momentum
Authors: Kim Suhkyong 
Published: September 2020

We investigate intraday data for KOSPI 200 index and KOSPI 200 index futures. Hourly theoretical futures prices are calculated based on cost of carry model. we compare hourly index futures prices with their theoretical prices. Consistent with a large body of previous researches in this area, we find the persistent deviation of futures prices from their theoretical prices. Futures prices are undervalued relative to their theoretical prices. The data indicate that the difference between futures price and its theoretical price exhibits U-shaped pattern over the trading hours. The differences are higher at open and at 15:00 and are lower over intraday trading hours, implying that previous studies using daily closing prices overstate this mispricing.
We also examine the effect of intraday spot return on the behavior of the difference between the hourly futures price and its theoretical price. The finding indicates that the intraday momentum generates U-shaped pattern of this mispricing. This contrasts with Kim and Park (2011)'s finding that the difference also increases as the prior 60 day spot return increases. Our finding invalidates their explanation the activities of arbitrageurs bring monotonic increasing pattern of the magnitude of this mispricing in their daily data.
We propose a new explanation the U shaped patttern of the difference between the futures price and its theoretical price generated by the intraday spot return's moment. We introduce risk-seeking trader in our new explanation. The trader's risk-seeking behavior is based on prospect theory (Kahneman and Tversky (1979)). We argue that the risk-seeking traders cause intraday momentum effect to generate the U-shaped pattern of this mispricing. We add speculator's variables to Kim and Park (2011)'s regression equation and estimate it. The results from the regression analysis lend support to our new explanation as well as theirs, implying that speculators and arbitrageurs are present and active in the spot and futures markets and generate different pattern of the mispricing.
The Effect of Discriminative Trading Frictions on Option Strategies
Authors: Hwang Sang Won 
Published: September 2020

I estimate that a margin as trading frictions has an effect on the strategies of writing options. The important results are as follows.
First, by the margin requirement is increased, the size of short position is reduced. Second, the discrimination of a margin requirement is due to the way that the member margin is imposed less about 1/3 than the customer margin by derivatives market business regulation in KRX. Third, the customer margin is from 1.4 to 1.6 times more than the member margin, and the margin “haircut” ratio is similar to that of the margin. Fourth, by target weight increases, the difference between target weight and effective weight is increased. Fifth, by target weight is increased, the member have higher returns on writing combination position than the customer have. It means that when investors increase the size of short position using all of account, they not only can suffer loss because of margin call but also can make profit.
Overall, the difference between the returns of the member and the returns of the customer can be quite substantial. So, this paper contributes to the literature that studies the impact of the different imposition of margins by showing how frictions limit the customer from supplying liquidity to the market and hence releasing pressure on the member.
Lead-Lag Relationship between Volatility Index and Stock Market Index
Authors: Lee Jae Ha , Chung Je Ryun 
Published: September 2020

This study examines the lead-lag relationship between KOSPI200 and the volatility index based on the implied volatility from the KOSPI200 options. The sample period covers from January 2, 2003 to June 30, 2004. Both daily and minute-by-minute data were used for the lead-lag analysis. The study also determines whether the response of volatil ity index to KOSPI200 is symmetric or not. The most important findings may be summarized as follows.
First, there is no lead-lag relationship between the change in volatility index and the KOSPI200 returns on a daily basis. However, on a minute-by-minute basis, volatility index leads KOSPI200 for the group of largest increases in volatility index, and the opposite is true for the group of largest decreases and least changes in volatility index. The option market appears to react more quickly to volatility increases, while the stock market seems more sensitive to volatility decreases. Second, the volatility increase in response to the stock market decline is more severe than the volatility decrease in response to the stock market rise for daily data. This evidence of asymmetry suggests that volatility index plays a role of investors’fear gauge. Our results show no asymmetric response of volatility index to stock market movements for weekly data.
Lead-Lag Relationship between Return and Volume in the KOSPI200 Spot and Option Markets
Authors: Lee Jae Ha , Hahn Deok Hee 
Published: September 2020

This study explores the Granger causal relationship between return and volume in the KOSPI200 spot and option markets for the period from December 13. 2002 to December 9. 2004. using minute-by-minute data. Specifically, we examine the lead-lag relationship among OPtion volume, option return, cash volume, and cash return to determine whether option volume and return impact cash return.
Our results show that option volume has no direct impact on cash return as cash return unilaterally leads option volume‘ While option volume impacts cash volume. cash return unilaterally leads cash volume. implying no indirect impact of option volume on cash return.
However, there is evidence that option return impacts cash return directly, given a bilateral causality between option return and casll return. Option return also impacts cash volume, but again cash volume has no impact on cash return. meaning no indirect impact of option return on cash return. Our findings were generally robust across days of the week and different maturities. Finally, we analyzed lead-lag relationship within the option market. and found a bilateral causality between option volume and option return. This implies that option volume may impact cash return indirectly via option return.
Efficiency of Price Discovery during Nighttime Trading Session : Evidence from KOSPI200 Global Futures
Authors: Lee Woo-Baik , Woo Min-Cheol 
Published: September 2020

Trading of KOSPI 200 futures on CME Globex platform, which was launched in November 2009, starts at 18:00 and closes at 05:00 in the next morning. This paper examines how price of KOSPI200 Global futures is discovered during nighttime trading session by using tick data.
The overall results of this study can be summarized as follows; First, we find that the weighted price contribution (WPC) exhibits asymmetric ‘W’-shaped curve during session. This finding is interpreted as that information is consequently transmitted from Globex and NYSE with ‘U’-shaped curve of intradaily price discovery to KOSPI 200 Global futures. Meanwhile, the weighted volume contribution (WVC) also shows ‘W’-shaped curve but weighted price contribution per volume contribution (WPCV) indicates asymmetric ‘U’-shaped curve. This finding that a trade is more (less) informative when trading intensity is higher (lower) provides evidence of partially supporting the “Event Uncertainty Hypothesis” over “Hot Potato Hypothesis”. Second, the price change of closing to opening time significantly contributes to price change during the close-to-close time span. This result explains information during regular daytime trading of KOSPI200 futures is efficiently incorporated in opening price of nighttime session. Third, nighttime traders of KOSPI200 futures recognize volatility of US stock market as more valuable information than the price of futures on CME Globex.
A Study on Alternative Index Strategies in Korean Stock Market
Authors: Yoon Bohyun , Choi Young-Min 
Published: September 2020

There have been several studies of alternative equity index strategies which suggest better investment opportunities with higher risk adjusted return pointing out empirical evidence of inefficient risk-return trade-off implied in the market-cap weighted index. Commercial products based on these strategies, regarded as passive equity strategies, become more popular in the U.S. and European stock markets. We investigates whether these strategies are also valid in Korean stock market and our empirical results add support to their efficacy.
From Fama-French 3-factor analysis, we find that the excess return of alternative equity index is attributed to market, size and value factors and it does not show a significantly positive alpha. Even without positive alpha, however, these strategies are valuable to investors in the sense that they offer opportunities to fully exploit size and value premium with long-only portfolios. The advantage of these strategies is more straightforward recalling the fact that rebalancing of Fama-French factor portfolios involves short-sale and high turnover.