bluuebunny/crossref_metadata_2025_split huggingface dataset:
Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R
Authors: Jiang George J. , Tian Yisong S. 
Published: February 2010

AbstractHorizon-matched historical volatility is commonly used to forecast future volatility for option valuation under the Statement of Financial Accounting Standards (SFAS) 123R. In this paper, we empirically investigate the performance of using historical volatility to forecast long-term stock return volatility in comparison with a number of alternative forecasting methods. In analyzing forecasting errors and their impact on reported income due to option expensing, we find that historical volatility is a poor forecast for long-term volatility and that shrinkage adjustment toward comparable-firm volatility only slightly improves its performance. Forecasting performance can be improved substantially by incorporating both long memory and comovements with common market factors. We also experiment with a simple mixed-horizon realized volatility model and find its long-term forecasting performance to be more accurate than historical forecasts but less accurate than long-memory forecasts.
Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
Authors: Kaplanski Guy , Levy Haim 
Published: February 2010

AbstractIn a recently published paper, Edmans, García, and Norli (2007) reveal a strong association between results of soccer games and local stock returns. Inspired by their work, we propose a novel approach to exploit this effect on the aggregate international level with the following three unique features: i) The aggregate effect does not depend on the games’ results; hence, the effect is an exploitable predictable effect. ii) The aggregate effect is based on many games; hence, it is very large and highly significant. We find that the average return on the U.S. market over the World Cup’s effect period is – 2.58%, compared to +1.21% for all-days average returns over the same period length. iii) Exploiting the aggregate effect is involved with trading in a single index for a relatively long period.
Osteopontin as a novel prognostic marker in stable ischaemic heart disease: a 3‐year follow‐up study
Authors: Georgiadou Panagiota , Iliodromitis Efstathios K. , Kolokathis Fotios , Varounis Christos , Gizas Vassilis , Mavroidis Manolis , Capetanaki Yassemi , Boudoulas Harisios , Kremastinos Dimitrios T. 
Published: February 2010

Eur J Clin Invest 2010; 40 (4): 288–293AbstractObjectives  Osteopontin (OPN) is a glycoprotein, which may play a major role in the regulation of biological phenomena. Increased levels of OPN have been linked to the presence and to the severity of atherosclerosis. This study was undertaken to assess the prognostic significance of plasma OPN levels in patients with stable ischaemic heart disease (IHD).Methods  In 101 patients with stable IHD and angiographically documented significant coronary artery stenosis, plasma OPN levels were measured at baseline (time of coronary arteriography). Patients were prospectively followed for a median time of 3 years (minimum 2·25, maximum 3·9 years). The primary study endpoint was the composite of cardiovascular death, non‐fatal myocardial infarction, need for revascularization and hospitalization for cardiovascular reasons.Results  Baseline lnOPN levels were directly related to age (r = 0·27, P < 0·001) and inversely to left ventricular ejection fraction (r = −0·32, P < 0·01). Left ventricular ejection fraction was an independent predictor of plasma OPN levels after adjustment for age and gender (β = −0·013, P = 0·02). Median OPN value was 55 ng mL−1. In the univariate Cox‐regression analysis, OPN levels > 55 ng mL−1 (n = 50) were significantly related to adverse cardiac outcome (HR = 2·40, 95% CI: 1·11–5·23, P = 0·027). In multivariate model, OPN levels > 55 ng mL−1 remained statistically significant independent predictor of adverse outcome after adjustment for age, gender, left ventricular ejection fraction and the number of diseased coronary arteries (HR = 2·88, 95% CI: 1·09–7·58, P = 0·032).Conclusion  OPN may provide significant prognostic information independent of other traditional prognostic markers in patients with stable IHD.
Neurological manifestations of antiphospholipid syndrome
Authors: Rodrigues Carlos E. M. , Carvalho Jozélio F. , Shoenfeld Yehuda 
Published: February 2010

Eur J Clin Invest 2010; 40 (4): 350–359AbstractBackground  Neurologic disorders are among the most common and important clinical manifestations associated with the antiphospholipid syndrome (APS). It is characterized by diverse neurological manifestations. These include stroke, transient ischaemic attack, Sneddon’s syndrome, convulsions/epilepsy, dementia, cognitive deficits, headaches/migraine, chorea, multiple sclerosis‐like, transverse myelitis, ocular symptoms and Guillain–Barré syndrome.Material and methods  We review the latest data about neurologic disorders and APS.Results  In patients under 45 years of age, 20% of strokes are potentially associated with APS. Our study group recently reported a correlation between primary APS and peripheral neuropathy. Only one study investigated the occurrence of peripheral neuropathy in patients diagnosed with PAPS through electrophysiological study and showed alterations in 35% of patients. The mechanism of nervous system involvement in APS is considered to be primarily thrombotic. However, other mechanisms have been described, such as antiphospholipid antibodies that bind to the neural tissue, deregulating their functions and having an immediate pathogenic effect.Conclusions  This review summarizes the latest data regarding the clinical aspects, radiological and therapeutic of major neurologic manifestations associated with antiphospholipid antibodies.
De‐hardening in contrasting cultivars of timothy and perennial ryegrass during winter and spring
Authors: Jørgensen M. , Østrem L. , Höglind M. 
Published: February 2010

AbstractScenarios of climate changes indicate longer and more frequent spells of mild weather during winter in northern latitudes. De‐hardening in perennial grasses could increase the risk of frost kill. In this study, the resistance to de‐hardening of different grass species and cultivars was examined, and whether the resistance changes during winter or between years, was tested. In Experiment 1, two cultivars of timothy (Phleum pratense L.) and perennial ryegrass (Lolium perenne L.) of contrasting winter hardiness were grown under ambient winter conditions, transferred from the field in January and April 2006 to the laboratory for 9 d with controlled de‐hardening conditions of 3°C, 9°C and 15°C. The timothy cultivars were tested at 3°C, 6°C and 9°C in a similar experiment (Experiment 2) in January 2007. De‐hardening, measured as decrease in frost tolerance (LT50), was less in timothy than in perennial ryegrass and increased with increasing temperatures. The northern winter‐hardy cultivar Engmo of timothy de‐hardened more rapidly than the less‐hardy cultivar Grindstad, but had higher initial frost tolerance in both experiments, whereas there was less difference between cultivars of perennial ryegrass in Experiment 1. Cultivar Grindstad of timothy lost all hardiness in early spring at all temperatures, whereas cultivar Engmo maintained some hardiness at 3°C. Cultivar Engmo de‐hardened at a lower rate in 2007 than in 2006, in spite of similar frost tolerance at the start of de‐hardening treatment in both years. This indicates that the rate of de‐hardening was controlled by factors additional to the initial frost tolerance and that autumn weather conditions might be important for the resistance to de‐hardening.
Short‐term impact of grazing by sheep on vegetation dynamics in a newly created salt‐marsh site
Authors: Milotić T. , Erfanzadeh R. , Pétillon J. , Maelfait J.‐P. , Hoffmann M. 
Published: February 2010

AbstractThe effects of grazing by sheep at a stocking density of c. 1 sheep ha−1 from August to April on total vegetation cover, diversity of plant species, above‐ground plant biomass and concentration of crude protein, neutral‐detergent fibre and acid‐detergent fibre of salt‐marsh vegetation was assessed over a 2‐year period on a newly created salt‐marsh area on the Belgian coast. Assessments were made in both grazed and ungrazed areas in four elevation zones: low, intermediate, high and floodmark zone. The cover of dominant salt‐marsh species (Salicornia europaea, Limonium vulgare and Elymus athericus), plant diversity, plant biomass and chemical composition of herbage were compared between grazed and ungrazed plots, and between 2005 (initial state) and 2007 (after a 2‐year grazing period) using paired t‐tests. Grazing by sheep maintained plant diversity in the high zone, whereas diversity decreased in the ungrazed plots. Grazing had no apparent effect on total vegetation cover and composition of the vegetation. Concentration of crude protein in herbage increased and that of neutral‐detergent fibre decreased in the high and intermediate zones. Expansion of the dominant species of the high zone, E. athericus, was not affected by the stocking density used in the study.
Long‐standing environmental conditions, geographic isolation and host–symbiont specificity influence the relative ecological dominance and genetic diversification of coral endosymbionts in the genus Symbiodinium
Authors: LaJeunesse Todd C. , Pettay Daniel T. , Sampayo Eugenia M. , Phongsuwan Niphon , Brown Barbara , Obura David O. , Hoegh‐Guldberg Ove , Fitt William K. 
Published: February 2010

AbstractAim  This study examines the importance of geographic proximity, host life history and regional and local differences in environment (temperature and water clarity) in driving the ecological and evolutionary processes underpinning the global patterns of diversity and distribution of symbiotic dinoflagellates. By comparing and contrasting coral–algal symbioses from isolated regions with differing environmental conditions, we may assess the potential of coral communities to respond to significant changes in climate.Location  Indian Ocean.Methods  Community assemblages of obligate symbiotic invertebrates were sampled at numerous sites from two regions, the north‐eastern Indian Ocean (Andaman Sea, western Thailand) and the western Indian Ocean (Zanzibar, Tanzania). Molecular genetic methods, including denaturing gradient gel electrophoresis analysis of the ribosomal internal transcribed spacers, DNA sequencing and microsatellite genotyping, were used to characterize the ‘species’ diversity and evolutionary relationships of symbiotic dinoflagellates (genus Symbiodinium). Host–symbiont specificity, geographic isolation and local and regional environmental factors were evaluated in terms of their importance in governing the distribution and prevalence of certain symbiont taxa.Results  Host‐generalist symbionts (C3u and D1‐4, formerly D1a now designated Symbiodinium trenchi) frequently occurred alone and sometimes together in hosts with horizontal modes of symbiont acquisition. However, the majority of Symbiodinium diversity consisted of apparently host‐specific ‘species’. Clade C Symbiodinium were diverse and dominated host assemblages from sites sampled in the western Indian Ocean, a pattern analogous to symbiont communities on the Great Barrier Reef with similar environmental conditions. Clade D Symbiodinium were diverse and occurred frequently in hosts from the north‐eastern Indian Ocean, especially at inshore locations, where temperatures are warmer, water turbidity is high and large tidal exchanges commonly expose coral populations to aerial desiccation.Main conclusions  Regional and local differences in cnidarian–algal combinations indicate that these symbioses are ecologically and evolutionarily responsive and can thrive under various environmental conditions. The high temperatures and turbid conditions of the north‐eastern Indian Ocean partly explain the ecological success of Clade D Symbiodinium relative to Clade C. Phylogenetic, ecological and population genetic data further indicate that Clade D has undergone an adaptive radiation, especially in regions around Southeast Asia, during the Pleistocene.
Pityriasis lichenoides et varioliformis acuta: a disease spectrum
Authors: Fernandes Neil F. , Rozdeba Paul J. , Schwartz Robert A. , Kihiczak George , Lambert W. Clark 
Published: February 2010

AbstractPityriasis lichenoides et varioliformis acuta (PLEVA), or Mucha–Habermann disease (MHD), is a cutaneous disorder evident with crops of erythematous macules and papules, usually on the trunk and flexural areas of the extremities. Its etiology remains unknown. PLEVA is speculated to be an inflammatory reaction triggered by certain infectious agents, an inflammatory response secondary to T‐cell dyscrasia, or an immune complex‐mediated hypersensitivity. Histologic examination of a skin biopsy specimen is the standard for the identification of PLEVA, but definitive diagnosis may be difficult. Apart from the febrile ulcerative variant, which may be fatal, PLEVA tends to be self‐limited in its course. Treatment is targeted mainly at the symptomatic relief of pruritus.
Unilateral sacroiliitis associated with systemic isotretinoin treatment
Authors: Barbareschi Mauro , Paresce Erberto , Chiaratti Anna , Ferla Lodigiani Alessandra , Clerici Giovanna , Greppi Franco 
Published: February 2010

AbstractBackground  Acne fulminans is the most severe form of inflammatory acne characterized by the acute onset of inflammatory nodules and plaques, most commonly on the chest and the back. The lesions undergo rapid suppuration, leaving ragged hemorrhagic ulcers. Typically, it affects adolescent males with a history of mild to moderate acne. The affected patients often have constitutional symptoms such as fever, malaise, arthralgias, and myalgias. Leukocytosis is commonly associated. Sacroiliitis is reported in 21% of acne fulminans patients in association with arthritis and in a few cases it is reported during isotretinoin treatment, suggesting the drug triggering.Conclusion  We report a case of a young male patient in whom the induction of acne fulminans by systemic isotretinoin was associated with unilateral sacroiliitis.
Analysis of elevated temperature‐induced inhibition of photosystem II using chlorophyll a fluorescence induction kinetics in wheat leaves (Triticum aestivum)
Authors: Mathur S. , Jajoo A. , Mehta P. , Bharti S. 
Published: February 2010

AbstractWheat is the major crop plant in many parts of the world. Elevated temperature‐induced changes in photosynthetic efficiency were studied in wheat (T. aestivum) leaves by measuring Chl a fluorescence induction kinetics. Detached leaves were subjected to elevated temperature stress of 35 °C, 40 °C or 45 °C. Parameters such as Fv/Fm, performance index (PI), and reaction centre to absorbance ratio (RC/ABS) were deduced using radial plots from fluorescence induction curves obtained with a plant efficiency analyser (PEA). To derive precise information on fluorescence induction kinetics, energy pipeline leaf models were plotted using biolyzer hp3 software. At 35 °C, there was no effect on photosynthetic efficiency, including the oxygen‐evolving complex, and the donor side of PSII remained active. At 40 °C, activity was reduced by 14%, while at 45 °C, a K intermediate step was observed, indicating irreversible damage to the oxygen‐evolving complex. This analysis can be used to rapidly screen for vitality and stress tolerance characteristics of wheat growing in the field under high temperature stress.
Different karyotype patterns among allopatric Pinus nigra (Pinaceae) populations revealed by molecular cytogenetics
Authors: Bogunić F. , Siljak‐Yakovlev S. , Muratović E. , Ballian D. 
Published: February 2010

AbstractTo examine variation and taxonomic recognition of Pinus nigra (European black pine) at the intraspecific level, chromosomal distribution of 5S and 18S‐5.8S‐26S rDNA loci revealed by fluorescent in situ hybridisation (FISH) and fluorochrome banding with chromomycin A3 and DAPI were analysed among allopatric populations belonging to different subspecies. Despite prevalent opinion on predominantly conserved and homogenous conifer karyotypes, several patterns were observed. Surprisingly, interstitial 18S rDNA loci and DAPI heterochromatin staining after FISH showed variations in distribution and localisation. Three subspecies shared a pattern with nine 18S rDNA loci (ssp. nigra, pallasiana and laricio) while ssp. dalmatica and salzmannii had eight rDNA loci. DAPI banding displayed two patterns, one with a high number of signals (ssp. nigra, pallasiana and dalmatica) and the other with a lower number of signals (ssp. salzmannii and laricio). We conclude that our results cannot provide proof for either classification scheme for the P. nigra complex, but rather demonstrate the variability of different heterochromatin fractions at the intraspecific level.
Children’s participation in home, school and community life after acquired brain injury
Authors: Galvin Jane , Froude Elspeth H. , McAleer Jennifer 
Published: February 2010

Aims:  This study aimed to describe participation at home, school and in the community of Australian children who had sustained an acquired brain injury (ABI). Parent ratings regarding the impact of cognitive, motor and behavioural impairments on participation were obtained. In addition, the influence of environmental factors on participation was investigated. Methodology:  This study used a cross‐sectional design with convenience sampling to recruit 20 children who attended a rehabilitation review clinic between September 2006 and September 2007. Participants completed the Child and Family Follow‐up Survey (Bedell, 2004) to describe the participation of their children in home, school and community settings. The CFFS was developed based on the International Classification of Function, and uses parent report to measure the impact of impairments and environmental factors on children’s participation in home, school and community life. Results:  The children were reported to have the greatest participation restrictions for structured events in the community, and social, play or leisure activities with peers either at school or in the community. Children were least restricted moving about in and around their own homes. Conclusions:  This research describes difficulties encountered by Australian children with ABI in participating in community‐based activities with their same aged peers. This study adds to the current literature describing patterns of participation of United States children who have sustained brain injuries, and provides useful information for Australian therapists to consider when addressing children’s return to school and engagement with their peers following brain injury.
Review: Anticoagulation for haemodialysis
Authors: SURANYI MICHAEL , CHOW JOSEPHINE SF 
Published: February 2010

ABSTRACTThe coagulation cascade is complex but well studied. Dialysis membranes and lines are inherently pro‐coagulant and activate both the intrinsic and extrinsic pathways of coagulation, as well as platelets and other circulating cellular elements. To provide safe and effective dialysis, appropriate anticoagulant measures must be applied. Haemodialysis, including anticoagulation, is prescribed by dialysis doctors but delivered by dialysis nurses. The main agents used in clinical practice for anticoagulation during haemodialysis are unfractionated heparin (UF heparin) and low‐molecular‐weight heparin (LMWH). LMWH has a number of potential advantages, apart from cost. One of the most serious complications of the use of any form of heparin is heparin‐induced thrombocytopaenia (HIT) Type II, which occurs more commonly with UF heparin than LMWH. HIT Type II risks severe morbidity and mortality and is challenging to treat successfully in both the acute and chronic phase. In HIT Type II anticoagulation must be delivered without heparin. A wide array of newer anticoagulants are becoming progressively available, each with unique advantages and disadvantages. In maintenance haemodialysis patients with an increased risk of bleeding, a ‘no heparin’ dialysis may be undertaken, or regional anticoagulation considered. Because this aspect of dialysis is so important to the safe and effective delivery of haemodialysis therapy, dialysis clinicians need to review and update their knowledge of dialysis anticoagulation on a regular basis.
Time‐resolved genetic responses of Lactococcus lactis to a dairy environment
Authors: Bachmann Herwig , De Wilt Leonie , Kleerebezem Michiel , Van Hylckama Vlieg Johan E. T. 
Published: February 2010

Summary Lactococcus lactis is one of main bacterial species found in mixed dairy starter cultures for the production of semi‐hard cheese. Despite the appreciation that mixed cultures are essential for the eventual properties of the manufactured cheese the vast majority of studies on L. lactis were carried out in laboratory media with a pure culture. In this study we applied an advanced recombinant in vivo expression technology (R‐IVET) assay in combination with a high‐throughput cheese‐manufacturing protocol for the identification and subsequent validation of promoter sequences specifically induced during the manufacturing and ripening of cheese. The system allowed gene expression measurements in an undisturbed product environment without the use of antibiotics and in combination with a mixed strain starter culture. The utilization of bacterial luciferase as reporter enabled the real‐time monitoring of gene expression in cheese for up to 200 h after the cheese‐manufacturing process was initiated. The results revealed a number of genes that were clearly induced in cheese such as cysD, bcaP, dppA, hisC, gltA, rpsE, purL, amtB as well as a number of hypothetical genes, pseudogenes and notably genetic elements located on the non‐coding strand of annotated open reading frames. Furthermore genes that are likely to be involved in interactions with bacteria used in the mixed strain starter culture were identified.
Ageing in place and technologies of place: the lived experience of people with dementia in changing social, physical and technological environments
Authors: Brittain Katherine , Corner Lynne , Robinson Louise , Bond John 
Published: February 2010

AbstractThis paper explores the varied meanings and lived experiences of older people with dementia, in relation to everyday technologies in public spaces outside the home, through re‐analysis of qualitative data generated from research that focused on the use of technology in supporting people with dementia to carry on with their everyday outside activities. The data have been re‐analysed to critically examine how people with memory loss manage being outside in both familiar and unfamiliar public environments. In doing so the authors explore how technologies mediate between the physical and social environment in which people with dementia live. This paper highlights the importance of a neglected space within dementia research, namely the outside public environment. Although the outside environment and activities that take place in that space, for some, are curtailed, for others the physical and social security of familiar environments enables them to carry on with everyday activities in this public realm. Outside space can be both therapeutic and frightening and this paper demonstrates that people with dementia can sometimes feel out of place in public space. It however also shows the variety of ways people with dementia use everyday technologies to manage ‘feeling out of place’.