Mechanism of KMT5B haploinsufficiency in neurodevelopment in humans and mice.

Pathogenic variants in KMT5B, a lysine methyltransferase, are associated with global developmental delay, macrocephaly, autism, and congenital anomalies (OMIM# 617788). Given the relatively recent discovery of this disorder, it has not been fully characterized. Deep phenotyping of the largest (n = 43) patient cohort to date identified that hypotonia and congenital heart defects are prominent features that were previously not associated with this syndrome. Both missense variants and putative loss-of-function variants resulted in slow growth in patient-derived cell lines. KMT5B homozygous knockout mice were smaller in size than their wild-type littermates but did not have significantly smaller brains, suggesting relative macrocephaly, also noted as a prominent clinical feature. RNA sequencing of patient lymphoblasts and Kmt5b haploinsufficient mouse brains identified differentially expressed pathways associated with nervous system development and function including axon guidance signaling. Overall, we identified additional pathogenic variants and clinical features in KMT5B-related neurodevelopmental disorder and provide insights into the molecular mechanisms of the disorder using multiple model systems

Trading and financial market efficiency in eighteenth-century Holland

The three chapters of this thesis revolve around the trade in English stocks in the Amsterdam market during the 18th century. In the first chapter I use the primitive communication technology of that time to identify the impact of news on stock price volatility. I find that the arrival of news through sailing boats can explain between 30 and 50% of the price movements of the English stocks in Amsterdam. In the second chapter I provide evidence for the use and revelation of private information in the Amsterdam market. I show that price movements in Amsterdam and London are correlated, even when no information could be transmitted between the two markets. In the final chapter (joint with Hans-Joachim Voth) we study the impact of distressed trade in Amsterdam on stock prices. We show that prices responded immediately to news about the distress, but that actual distressed transactions were delayed.Esta tesis estudia el negocio en acciones ingleses en el mercado de valores de Amsterdam durante el siglo XVIII. En capítulo uno aplico la comunicación primitiva de esa época para identificar el impacto de noticias sobre la volatilidad de cotizaciones de acciones. Observo que la llegada de noticias mediante barco a vela explica entre 30 y 50% de los movimientos en las cotizaciones de acciones ingleses en el mercado de Amsterdam. En capítulo dos enseño que en Amsterdam se utilizó información privada sobre las acciones ingleses. Muestro una correlación entre los movimientos en las cotizaciones de Amsterdam y Londres, incluso cuando no hay intercambio de información entre los dos mercados. En el último capítulo (junto con Hans-Joachim Voth) estudiamos el impacto de transacciones forzados en Amsterdam sobre las cotizaciones. Mostramos que las cotizaciones responden notablemente a noticias sobre la necesidad de negociar, pero que las transacciones forzados fueron aplazadas