3 resultados para Oliveira, Ney Coe de
Resumo:
Poster presentado a la Rodríguez 1ª Jornadas de Investigación de la Facultad de Ciencia y Tecnología celebrada en Leioa del 21 a 23 de mayo de 2008.
Resumo:
[EN] The aim of this paper is to study systematic liquidity at the Euronext Lisbon Stock Exchange. The motivation for this research is provided by the growing interest in financial literature about stock liquidity and the implications of commonality in liquidity for asset pricing since it could represent a source of non-diversifiable risk. Namely, it is analysed whether there exist common factors that drive the variation in individual stock liquidity and the causes of the inter-temporal variation of aggregate liquidity. Monthly data for the period between January 1988 and December 2011 is used to compute some of the most used proxies for liquidity: bid-ask spreads, turnover rate, trading volume, proportion of zero returns and the illiquidity ratio. Following Chordia et al. (2000) methodology, some evidence of commonality in liquidity is found in the Portuguese stock market when the proportion of zero returns is used as a measure of liquidity. In relation to the factors that drive the inter-temporal variation of the Portuguese stock market liquidity, the results obtained within a VAR framework suggest that changes in real economy activity, monetary policy (proxied by changes in monetary aggregate M1) and stock market returns play an important role as determinants of commonality in liquidity.
Resumo:
Autism and Alzheimer's disease (AD) are, respectively, neurodevelopmental and degenerative diseases with an increasing epidemiological burden. The AD-associated amyloid-beta precursor protein-alpha has been shown to be elevated in severe autism, leading to the 'anabolic hypothesis' of its etiology. Here we performed a focused microarray analysis of genes belonging to NOTCH and WNT signaling cascades, as well as genes related to AD and apoptosis pathways in cerebellar samples from autistic individuals, to provide further evidence for pathological relevance of these cascades for autism. By using the limma package from R and false discovery rate, we demonstrated that 31% (116 out of 374) of the genes belonging to these pathways displayed significant changes in expression (corrected P-values <0.05), with mitochondria- related genes being the most downregulated. We also found upregulation of GRIN1, the channel-forming subunit of NMDA glutamate receptors, and MAP3K1, known activator of the JNK and ERK pathways with anti-apoptotic effect. Expression of PSEN2 (presinilin 2) and APBB1 (or F65) were significantly lower when compared with control samples. Based on these results, we propose a model of NMDA glutamate receptor-mediated ERK activation of alpha-secretase activity and mitochondrial adaptation to apoptosis that may explain the early brain overgrowth and disruption of synaptic plasticity and connectome in autism. Finally, systems pharmacology analyses of the model that integrates all these genes together (NOWADA) highlighted magnesium (Mg2+) and rapamycin as most efficient drugs to target this network model in silico. Their potential therapeutic application, in the context of autism, is therefore discussed.