Seasonal variation in month of diagnosis in children with type 1 diabetes registered in 23 European centers during 1989-2008: little short-term influence of sunshine hours or average temperature

BACKGROUND: The month of diagnosis in childhood type 1 diabetes shows seasonal variation.

OBJECTIVE: We describe the pattern and investigate if year-to-year irregularities are associated with meteorological factors using data from 50 000 children diagnosed under the age of 15 yr in 23 population-based European registries during 1989-2008.

METHODS: Tests for seasonal variation in monthly counts aggregated over the 20 yr period were performed. Time series regression was used to investigate if sunshine hour and average temperature data were predictive of the 240 monthly diagnosis counts after taking account of seasonality and long term trends.

RESULTS: Significant sinusoidal pattern was evident in all but two small centers with peaks in November to February and relative amplitudes ranging from ±11 to ±38% (median ±17%). However, most centers showed significant departures from a sinusoidal pattern. Pooling results over centers, there was significant seasonal variation in each age-group at diagnosis, with least seasonal variation in those under 5 yr. Boys showed greater seasonal variation than girls, particularly those aged 10-14 yr. There were no differences in seasonal pattern between four 5-yr sub-periods. Departures from the sinusoidal trend in monthly diagnoses in the period were significantly associated with deviations from the norm in average temperature (0.8% reduction in diagnoses per 1 °C excess) but not with sunshine hours.

CONCLUSIONS: Seasonality was consistently apparent throughout the period in all age-groups and both sexes, but girls and the under 5 s showed less marked variation. Neither sunshine hour nor average temperature data contributed in any substantial way to explaining departures from the sinusoidal pattern.

Short-Term Reversals: The Effects of Past Returns and Institutional Exits

Price declines over the previous quarter lead to stronger reversals across the subsequent two months. We explain this finding based on the dual notions that liquidity provision can influence reversals, and agents that act as de facto liquidity providers may be less active in past losers. Supporting these observations, we find that active institutions participate less in losing stocks, and that the magnitude of monthly return reversals fluctuates with changes in the number of active institutional investors. Thus, we argue that fluctuations in liquidity provision with past return performance accounts for the link between return reversals and past returns.

Impact of average household income and damage exposure on post-earthquake distress and functioning: A community study following the February 2011 Christchurch earthquake.

Post-traumatic stress, depression and anxiety symptoms are common outcomes following earthquakes, and may persist for months and years. This study systematically examined the impact of neighbourhood damage exposure and average household income on psychological distress and functioning in 600 residents of Christchurch, New Zealand, 4–6 months after the fatal February, 2011 earthquake. Participants were from highly affected and relatively unaffected suburbs in low, medium and high average household income areas. The assessment battery included the Acute Stress Disorder Scale, the depression module of the Patient Health Questionnaire (PHQ-9), and the Generalized Anxiety Disorder Scale (GAD-7), along with single item measures of substance use, earthquake damage and impact, and disruptions in daily life and relationship functioning. Controlling for age, gender and social isolation, participants from low income areas were more likely to meet diagnostic cut-offs for depression and anxiety, and have more severe anxiety symptoms. Higher probabilities of acute stress, depression and anxiety diagnoses were evident in affected versus unaffected areas, and those in affected areas had more severe acute stress, depression and anxiety symptoms. An interaction between income and earthquake effect was found for depression, with those from the low and medium income affected suburbs more depressed. Those from low income areas were more likely, post-earthquake, to start psychiatric medication and increase smoking. There was a uniform increase in alcohol use across participants. Those from the low income affected suburb had greater general and relationship disruption post-quake. Average household income and damage exposure made unique contributions to earthquake-related distress and dysfunction.

Stock structure of Atlantic herring Clupea harengus in the Norwegian Sea and adjacent waters

The genetic structure of Atlantic herring Clupea harengus L. was investigated in its north-easterly distribution in the Norwegian Sea and adjacent waters, using 23 neutral and one non-neutral (Cpa111) microsatellite loci. Fish from the suspected 2 main populations - the Norwegian spring-spawning herring (NSSH) and the Icelandic summer-spawning herring (ISSH) - were collected at spawning locations in their respective spawning seasons from 2009 to 2012. Samples were also collected from Norwegian autumn spawning locations, from different local Norwegian fjords such as the inner part of Trondheimsfjorden, Lindås pollene, Landvikvannet and Lusterfjorden, as well as from suspected Faroese spawning components. The observed level of genetic differentiation was significant but low (F_ST = 0.007) and mostly attributable to the differentiation of the local Norwegian fjord populations. The locus Cpa111, which was detected to putatively be under positive selection, exhibited the highest FST value (0.044). The observed genetic patterns were robust to exclusion of this locus. Landvikvannet herring was also genetically distinguishable from the 3 other fjord populations. In addition, the present study does not support genetic structuring among the ISSH and the NSSH.

Avoiding Negligence and Profusion: The failure of the Joint-Stock form in the Anglo-Indian Tea Trade, 1840-1870

In the 19th century, firms operating in the Anglo-Indian tea trade were organised using a variety ownership forms including the partnership, joint-stock and a combination of the two known as the Managing agency. Faced with both an increasing need for fixed capital and high agency costs caused by the distance between owners and managers, the firms adapted and increasingly adopted the hybrid managing agency model to overcome these problems. Using new data from Calcutta and Bengal Commercial Registers and detailed case studies of the Assam Company and Gillanders, Arbuthnot and Co, this paper demonstrates that British entrepreneurs did not see the choice of ownership as a dichotomy or firm boundaries as fixed, but instead innovatively drew on the strengths of different forms of ownership to compete and grow successfully.

Electron-impact ionization of diatomic molecules using a configuration-average distorted-wave method

Electron-impact ionization cross sections for diatomic molecules are calculated in a configuration-average distorted-wave method. Core bound orbitals for the molecular ion are calculated using a single-configuration self-consistent-field method based on a linear combination of Slater-type orbitals. The core bound orbitals are then transformed onto a two-dimensional (r,θ) numerical lattice from which a Hartree potential with local exchange is constructed. The single-particle Schrödinger equation is then solved for the valence bound orbital and continuum distorted-wave orbitals with S-matrix boundary conditions. Total cross section results for H2 and N2 are compared with those from semiempirical calculations and experimental measurements.

The Adaptiveness in Stock Markets: Testing the Stylized Facts in the DAX 30

By testing a simple asset pricing model of heterogeneous agents to characterize the power-law behavior of the DAX 30 from 1975 to 2007, we provide supporting evidence on empirical findings that investors and fund managers use combinations of fixed and switching strategies based on fundamental and technical analysis when making investment decisions. By conducting econometric analysis via Monte Carlo simulations, we show that the autocorrelation patterns, the estimates of the power-law decay indices, (FI)GARCH parameters, and tail index of the model match closely the corresponding estimates for the DAX 30. A mechanism analysis based on the calibrated model provides further insights into the explanatory power of heterogeneous agent models.