RAPD for the typing of coagulase-negative staphylococci implicated in catheter-related bloodstream infection

Objectives: A rapid random amplification of polymorphic DNA (RAPD) technique was developed to distinguish between strains of coagulase-negative staphylococci (CoNS) involved in central venous catheter (CVC)-related bloodstream infection. Its performance was compared with that of pulsed-field gel electrophoresis (PFGE). Methods: Patients at the University Hospital Birmingham NHS Foundation Trust, U.K. who underwent stem cell transplantation and were diagnosed with CVC-related bloodstream infection due to CoNS whilst on the bone marrow transplant unit were studied. Isolates of CoNS were genotyped by PFGE and RAPD, the latter employing a single primer and a simple DNA extraction method. Results: Both RAPD and PFGE were highly discriminatory (Simpson's diversity index, 0.96 and 0.99, respectively). Within the 49 isolates obtained from blood cultures of 33 patients, 20 distinct strains were identified by PFGE and 25 by RAPD. Of the 25 strains identified by RAPD, nine clusters of CoNS contained isolates from multiple patients, suggesting limited nosocomial spread. However, there was no significant association between time of inpatient stay and infection due to any particular strain. Conclusion: The RAPD technique presented allows CoNS strains to be genotyped with high discrimination within 4 h, facilitating real-time epidemiological investigations. In this study, no single strain of CoNS was associated with a significant number of CVC-related bloodstream infections. © 2005 Published by Elsevier Ltd on behalf of the British Infection Society

Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets

In this article we test the weak form of the efficient market hypothesis for Central and Eastern Europe (CEE) equity markets for the period 1999-2009. To test weak-form efficiency in the markets, this study uses autocorrelation analysis, runs test and variance ratio test. We find that stock markets of the CEE do not follow a random walk process. THis is an important finding for the CEE markets as an informed investor can identify mispriced assets in the markets by studying the past prices in these markets. We also test the presence of daily anomalies for the same group of stock markets using a basic model and a more advanced Generalised Autoregressive Conditional Heteroscedasticity in Mean ((GARCH-M) model. Results indicate that day-of-the-week effect is not evident in most of markets except for some. Overall results indicate that some of these markets are not weak and an efficient and informed investor can make abnormal profits by studying the past prices of these assets in these markets