Sheng, X. (Xin)
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- Testing the white noise hypothesis in high-frequency housing returns of the United States(Universidad de Oviedo, 2020) Cuñado, J. (Juncal); Kumar-Tiwari, A. (Aviral); Gupta, R. (Rangan); Sheng, X. (Xin)In the pure time-series sense, weak-form of efficiency of the housing market would imply unpredictability of housing returns. Given this, utilizing a daily dataset of aggregate housing market returns of the United States, we test whether housing market returns are white noise using the blockwise wild bootstrap in a rolling-window framework. We investigate the dynamic evolution of housing market efficiency and find that the white noise hypothesis is accepted in most windows associated with non-crisis periods. However, for some periods before the burst of the housing market bubbles, and during the subprime mortgage crisis, European sovereign debt crisis and the Brexit, the white noise hypothesis is rejected, indicating that the housing market is inefficient in periods of turbulence. Our results have important implications for economic agents.
- Female chromosome X mosaicism is age-related and preferentially affects the inactivated X chromosome(Nature Publishing Group: Nature Communications, 2016) Machiela, M.J. (Mitchell J.); Goldstein, A.M. (Alisa M.); Hu, N. (Nan); Koh, W.P. (Woon-Puay); Stevens, V.L. (Victoria L.); Wiencke, J.K. (John K.); Hunter, D.J. (David J.); Patiño-García, A. (Ana); Chen, C. (Chu); Seow, A. (Adeline); Khaw, K.T. (Kay-Tee); Kim, Y.T. (Young Tae); Schwartz, A.G. (Ann G.); Wong, M.P. (Maria Pik); Hsiung, C.A. (Chao A.); Xia, L. (Lucy); Hankinson, S.E. (Susan E.); Liao, L. (Linda); Fuchs, C.S. (Charles S.); Zhou, W. (Weiyin); Silverman, D.T. (Debra T.); Sampson, J. (Joshua); Chen, C. (Constance); McNeill, L.H. (Lorna H.); Li, D. (Donghui); McWilliams, R.R. (Robert R.); Park, J.Y. (Jae Yong); Zheng, W. (Wei); Olson, S.H. (Sara H.); Wu, Y.L. (Yi-Long); Magliocco, A.M. (Anthony M.); Tang, Z.Z. (Ze-Zhong); Arslan, A.A. (Alan A.); Jenab, M. (Mazda); Hu, W. (Wei); Mitchell, J.M. (J. Machiela); Wolpin, B.M. (Brian M.); Canzian, F. (Federico); Chaffee, K.G. (Kari G.); Amundadottir, L. (Laufey); Qiao, Y.L. (You-Lin); Butler, M.A. (Mary A.); Schwartz, K.L. (Kendra L.); Lu, L. (Lingeng); Purdue, M. (Mark); Hoover, R.N. (Robert N.); Davis, F.G. (Faith G.); Johansen, C. (Christoffer); Lissowska, J. (Jolanta); Hutchinson, A. (Amy); Kooperberg, C. (Charles); Freedman, N.D. (Neal D.); Chang, I.S. ( I-Shou); Stram, D. (Daniel); Wunder, J.S. (Jay S.); Harris, C.C. (Curtis C.); Petersen, G. (Gloria); Doherty, J. (Jennifer); Stolzenberg-Solomon, R.Z. (Rachael Z.); Wentzensen, N. (Nicolas); Setiawan, V.W. (Veronica Wendy); Garcia-Closas, M. (Montserrat); Liang, X. (Xiaolin); Wacholder, S. (Sholom); Kim, Y.H. (Yeul Hong); Brinton, L.A. (Louise A.); Zeleniuch-Jacquotte, A. (Anne); Friedenreich, C.M. (Christine M.); Duell, E.J. (Eric J.); Beane-Freeman, L.E. (Laura E.); Gallinger, S. (Steven); Zanetti, K.A. (Krista A.); Blot, W.J. (William J.); Teras, L.R. (Lauren R.); Wang, Z. (Zhaoming); Fraumeni, J.F. (Joseph F.); Hautman, C. (Christopher); Klein, R. (Robert); White, E. (Emily); Kraft, P. (Peter); Buring, J.E. (Julie E.); Giovannucci, E.L. (Edward L.); Figueroa, J.D. (Jonine D.); Yang, P.C. (Pan-Chyr); Chung, C.C. (Charles C.); Pooler, L. (Loreall); Tobias, G.S. (Geoffrey S.); Severi, G. (Gianluca); Hong, Y.C. (Yun-Chul); Mirabello, L. (Lisa); Prokunina-Olsson, L. (Ludmila); Burdett, L. (Laurie); Wu, C. (Chen); Haiman, C.A. (Christopher A.); Black, A. (Amanda); Holly, E.A. (Elizabeth A.); Liu, J. (Jianjun); Ruder, A.M. (Avima M.); Hicks, B. (Belynda); Peplonska, B. (Beata); LaCroix, A. (Andrea); Gaziano, J.M. (J. Michael); Caporaso, N.E. (Neil E.); Shin, M.H. (Min-Ho); Shu, X.O. (Xiao-Ou); Zhou, B. (Baosen); Lan, Q. (Qing); Dagnall, C. (Casey); Bock, C.H. (Cathryn H.); Real, F.X. (Francisco X.); Yang, Q. (Qi); Yu, K. (Kai); Gaudet, M.M. (Mia M.); Prescott, J. (Jennifer); Wu, T. (Tangchun); Kolonel, L.N. (Laurence N.); Malats, N. (Nuria); Visvanathan, K. (Kala); Savage, S.A. (Sharon A.); Aldrich, M.C. (Melinda C.); Chanock, S.J. (Stephen J.); Bracci, P.M. (Paige M.); Rodriguez-Santiago, B. (Benjamin); Riboli, E. (Elio); Klein, A.P. (Alison P.); Spitz, M.R. (Margaret R.); Risch, H.A. (Harvey A.); Perez-Jurado, L.A. (Luis A.); Lin, D. (Dongxin); Chen, K. (Kexin); Gillanders, E.M. (Elizabeth M.); Taylor, P.R. (Philip R.); Yang, H.P. (Hannah P.); Jacobs, K. (Kevin); Ding, T. (Ti); Abnet, C.C. (Christian C.); Wu, Y.Q. (Yan Q.); Peters, U. (Ulrike); Sheng, X. (Xin); Landi, M.T. (María Teresa); Le-Marchand, L. (Loic); Goldin, L. (Lynn); Gao, Y.T. (Yu-Tang); Fan, J.H. (Jin-Hu); Orlow, I. (Irene); Berndt, S.I. (Sonja I.); Epstein, C.G. (Caroline G.); Karlins, E. (Eric); Chatterjee, N. (Nilanjan); Cullen, M. (Michael); Moore, L.E. (Lee E.); Kim, H.N. (Hee Nam); Wheeler, W. (William); Melin, B.S. (Beatrice S.); De Vivo, I. (Immaculata); Giles, G.G. (Graham G.); Krogh, V. (Vittorio); Amos, C. (Christopher); Shen, H. (Hongbing); Crous Bou, M. (Marta); Yeager, M. (Meredith); Wang, J.C. (Jiu-Cun); Tucker, M. (Margaret); Schumacher, F. (Fredrick); Carreon, T. (Tania); Ziegler, R.G. (Regina G.); Kurtz, R.C. (Robert C.); Van Den Berg, D. (David); Henriksson, R. (Roger); Gapstur, S.M. (Susan M.); Hallmans, G. (Goran); Bueno-de-Mesquita, H.B. (H. Bas); Rothman, N. (Nathaniel); Dean, M.C. (Michael C.); Cook, L.S. (Linda S.); Matsuo, K. (Keitaro); Rajaraman, P. (Preetha)To investigate large structural clonal mosaicism of chromosome X, we analysed the SNP microarray intensity data of 38,303 women from cancer genome-wide association studies (20,878 cases and 17,425 controls) and detected 124 mosaic X events42Mb in 97 (0.25%) women. Here we show rates for X-chromosome mosaicism are four times higher than mean autosomal rates; X mosaic events more often include the entire chromosome and participants with X events more likely harbour autosomal mosaic events. X mosaicism frequency increases with age (0.11% in 50-year olds; 0.45% in 75-year olds), as reported for Y and autosomes. Methylation array analyses of 33 women with X mosaicism indicate events preferentially involve the inactive X chromosome. Our results provide further evidence that the sex chromosomes undergo mosaic events more frequently than autosomes, which could have implications for understanding the underlying mechanisms of mosaic events and their possible contribution to risk for chronic diseases.