Association of Poly (ADP-Ribose) Polymerase 1 Variants with Oral Squamous Cell Carcinoma Susceptibility in a South Indian Population.

Background: Oral cancers account for approximately 2% of all cancers diagnosed each year; however, the vast majority (80%) of the affected individuals are smokers whose risk of developing a lesion is five to nine times greater than that of non-smokers. Tobacco smoke contains numerous carcinogens that cause DNA damage, including oxidative lesions that are removed effectively by the base-excision repair (BER) pathway, in which poly (ADP-ribose) polymerase 1 (PARP-1), plays key roles. Genetic variations in the genes encoding DNA repair enzymes may alter their functions.

Quantifying fluctuations in market liquidity: analysis of the bid-ask spread.

Quantifying the statistical features of the bid-ask spread offers the possibility of understanding some aspects of market liquidity. Using quote data for the 116 most frequently traded stocks on the New York Stock Exchange over the two-year period 1994-1995, we analyze the fluctuations of the average bid-ask spread S over a time interval deltat. We find that S is characterized by a distribution that decays as a power law P[S>x] approximately x(-zeta(S) ), with an exponent zeta(S) approximately = 3 for all 116 stocks analyzed.

A theory of power-law distributions in financial market fluctuations.

Insights into the dynamics of a complex system are often gained by focusing on large fluctuations. For the financial system, huge databases now exist that facilitate the analysis of large fluctuations and the characterization of their statistical behaviour. Power laws appear to describe histograms of relevant financial fluctuations, such as fluctuations in stock price, trading volume and the number of trades.

Quantifying stock-price response to demand fluctuations.

We empirically address the question of how stock prices respond to changes in demand. We quantify the relations between price change G over a time interval Deltat and two different measures of demand fluctuations: (a) Phi, defined as the difference between the number of buyer-initiated and seller-initiated trades, and (b) Omega, defined as the difference in number of shares traded in buyer- and seller-initiated trades. We find that the conditional expectation functions of price change for a given Phi or Omega, (Phi) and (Omega) ("market impact function"), display concave functional forms that seem universal for all stocks.