Survey of arsenic and its speciation in rice products such as breakfast cereals, rice crackers and Japanese rice condiments

Rice has been demonstrated to be one of the major contributors to arsenic (As) in human diets in addition to drinking water, but little is known about rice products as an additional source of As exposure. Rice products were analyzed for total As and a subset of samples were measured for arsenic speciation using high performance liquid chromatography interfaced with inductively coupled plasma-mass spectrometry (HPLC-ICP-MS). A wide range of rice products had total and inorganic arsenic levels that typified those found in rice grain including, crisped rice, puffed rice, rice crackers, rice noodles and a range of Japanese rice condiments as well as rice products targeted at the macrobiotic, vegan, lactose intolerant and gluten intolerance food market. Most As in rice products are inorganic As (75.2-90.1%). This study provides a wider appreciation of how inorganic arsenic derived from rice products enters the human diet. (C) 2008 Elsevier Ltd. All rights reserved.

Much Ado About Nothing: The Limitation of Liability and the Market for 19th century Irish Bank Stock

Abstract Limited liability is widely believed to be a prerequisite for the emergence of an active and liquid securities market because the transactions costs associated with trading ownership of unlimited liability firms are viewed as prohibitive. In this article, we examine the trading of shares in an Irish bank, which limited its liability in 1883. Using this bank’s archives, we assemble a time series of trading data, which we test for structural breaks. Our results suggest that the move to limited liability had a negligible impact upon the trading of this bank’s shares.

rbcL sequences reveal multiple cryptic introductions of the Japanese red alga Polysiphonia harveyi.

In Europe, the last 20 years have seen a spectacular increase in accidental introductions of marine species, but it has recently been suggested that both the actual number of invaders and their impacts have been seriously underestimated because of the prevalence of sibling species in marine habitats. The red alga Polysiphoniaharveyi is regarded as an alien in the British Isles and Atlantic Europe, having appeared in various locations there during the past 170 years. Similar or conspecific populations are known from Atlantic North America and Japan. To choose between three competing hypotheses concerning the origin of P. harveyi in Europe, we employed rbcL sequence analysis in conjunction with karyological and interbreeding data for samples and isolates of P. harveyi and various congeners from the Pacific and North Atlantic Oceans. All cultured isolates of P. harveyi were completely interfertile, and there was no evidence of polyploidy or aneuploidy. Thus, this biological species is both morphologically and genetically variable: intraspecific rbcL divergences of up to 2.1% are high even for red algae. Seven rbcL haplotypes were identified. The four most divergent haplotypes were observed in Japanese samples from Hokkaido and south-central Honshu, which are linked by hypothetical 'missing' haplotypes that may be located in northern Honshu. These data are consistent with Japan being the centre of diversity and origin for P. harveyi. Two non-Japanese lineages were linked to Hokkaido and Honshu, respectively. A single haplotype was found in all North Atlantic and Mediterranean accessions, except for North Carolina, where the haplotype found was the same as that invading in New Zealand and California. The introduction of P. harveyi into New Zealand has gone unnoticed because P. strictissima is a morphologically indistinguishable native sibling species. The sequence divergence between them is 4–5%, greater than between some morphologically distinct red algal species. Two different types of cryptic invasions of P. harveyi have therefore occurred. In addition to its introduction as a cryptic sibling species in New Zealand, P. harveyi has been introduced at least twice into the North Atlantic from presumed different source populations. These two introductions are genetically and probably also physiologically divergent but completely interfertile.

Technology and the architecture of markets: re-configuring the Canadian equity market

This paper examines the relation between technical possibilities, liberal logics, and the concrete reconfiguration of markets. It focuses on the enrolling of innovations in communication and information technologies into the markets traditionally dominated by stock exchanges. With the development of capacities to trade on-screen, the power of incumbent market makers has been challenged as a less stable array of competing quasi-public and private marketplaces emerges. Developing a case study of the Toronto Stock Exchange, I argue that narrative emphasis on the performative power of sociotechnical innovations, the deterritorialisation of financial relations, and the erosion of state capacities needs qualification. A case is made for the importance of developing an understanding of: the spaces of encounter between emerging social technologies and property rights, rules of exchange, and structures of governance; and the interplay of orderings of different institutional composition and spatial reach in the reconfiguration of market architectures. Only then can a better grasp be gained of the evolving dynamics between making markets, the regulatory powers of the state, and their delimitations.

Less of a Puzzle: a new look at the forward forex market

The two-country monetary model is extended to include a consumption externality with habit persistence. The model is simulated using the artificial economy methodology. The 'puzzles' in the forward market are re-examined. The model is able to account for: (a) the low volatility of the forward discount; (b) the higher volatility of expected forward speculative profit; (c) the even higher volatility of the spot return; (d) the persistence in the forward discount; (e) the martingale behavior of spot exchange rates; and (f) the negative covariance between the expected spot return and expected forward speculative profit. It is unable to account for the forward market bias because the volatility of the expected spot return is too large relative to the volatility of the expected forward speculative profit.