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Background and Aims\ud Lack of timely referral and significant waits for specialist review amongst individuals with unresolved gastrointestinal (GI) symptoms can result in delayed diagnosis of Inflammatory Bowel Disease (IBD).\ud \ud Aims\ud To determine the frequency and duration of GI symptoms and predictors of timely specialist review before the diagnosis of both Crohn’s Disease (CD) and ulcerative colitis (UC).\ud \ud Methods\ud Case-control study of IBD matched 1:4 for age and sex to controls without IBD using the Clinical Practice Research Datalink from 1998-2016.\ud \ud Results\ud We identified 19,555 cases of IBD, and 78,114 controls. 1 in 4 cases of IBD reported gastrointestinal symptoms to their primary care physician more than 6 months before receiving a diagnosis. There is a significant excess prevalence of GI symptoms in each of the 10 years before IBD diagnosis. GI symptoms were reported by 9.6% and 10.4% at 5 years before CD and UC diagnosis respectively compared to 5.8% of controls. Amongst patients later diagnosed with IBD

This paper goes beyond the extant comparisons of Islamic and conventional investments by econometrically assessing their convergence dynamics, in a dataset spanning over 1996–2020, covering ten business sectors and five episodes of crisis. We use a dynamic multivariate framework to estimate time-varying correlations, which we submit to beta and sigma-convergence analysis. Subsequently we examine how convergence dynamics affect portfolio risk management and crisis propagation. Our results show strong convergence of Islamic and conventional investments. During crises conventional convergence rates double, but Islamic ones are less affected. Sectoral diversification works best for conventional investments; Islamic ones behave as a single entity. On average we document a 7% risk diversification benefit from Islamic investments, at a 64 basis points cost. Yet, at the epicentre of the Covid-19 financial crisis this rises to 466 basis points and highlights the resilience of these investments in an exogenous event. Islamic investments reduce volatility spillovers in the financial system, but they are progressively less insulated across time. Our findings withstand a battery of robustness checks and are primarily useful to policy makers and investors. © 2021 Elsevier B.V.

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Background\ud Despite a higher prevalence of psychosocial morbidity in Inflammatory Bowel Disease (IBD), the association between depressive state and disease course in IBD is poorly understood.\ud \ud Aim\ud To investigate the impact of depressive state on disease course in IBD.\ud \ud Methods\ud We conducted a systematic review in MEDLINE, EMBASE, the Cochrane Database of Systematic Reviews and PsychINFO for prospective studies evaluating the impact of baseline depressive state on subsequent disease course in adult IBD.\ud \ud Results\ud Eleven studies matched our entry criteria, representing 3194 patients with IBD. Three reported on patients with ulcerative colitis (UC), four included patients with Crohn's disease (CD) exclusively, and four studies included both UC and CD. Five studies reported an association between depressive state and disease course. None of the UC‐specific studies found any association. In three of four CD‐specific studies, a relationship between depressive state and worsening disease course was found. In four of five studies including patients in remission at baseline, no association between depressive state and disease course was found. Pooled analysis of IBD studies with patients in clinical remission at baseline identified no association between depressive state and disease course (HR 1.04, 95%CI: 0.97‐1.12).\ud \ud Conclusion\ud There is limited evidence to support an association between depressive state and subsequent deterioration in disease course in IBD, but what data that exist are more supportive of an association with CD than UC. Baseline disease activity may be an important factor in this relationship. Further studies are needed to understand the relationship between mental health and outcomes in IBD.

Ulcerative colitis (UC) is a chronic inflammatory condition affecting the large bowel and is associated with a significant risk of both requirement for surgery and the need for hospitalisation. Thiopurines, and more recently, anti-tumour necrosis factor (aTNF) therapy have been used successfully to induce clinical remission. However, there is less data available on whether these agents prevent long-term colectomy rates or the need for hospitalisation. The focus of this article is to review the recent and pertinent literature on the long-term impact of thiopurines and aTNF on long-term surgical and hospitalisation rates in UC. Data from population based longitudinal research indicates that thiopurine therapy probably has a protective role against colectomy, if used in appropriate patients for a sufficient duration. aTNF agents appear to have a short term protective effect against colectomy, but data is limited for longer periods. Whereas there is insufficient evidence that thiopurines affect hospitalisation, evidence favours that aTNF therapy probably reduces the risk of hospitalisation within the first year of use, but it is less clear on whether this effect continues beyond this period. More structured research needs to be conducted to answer these clinically important questions.

This paper examines the interaction between mutual fund flows and stock returns in Greece. Specifically, we investigate the possibility of a causality mechanism through which mutual funds flows may affect stock returns and vice versa. The statistical evidence derived from the error correction model indicates that there is a bidirectional causality between mutual fund flows and stock returns. Cointegration results show that mutual funds flows cause stock returns to rise or fall. This may be explained by the fact that, in Greece, equity mutual funds are obliged by law to invest a certain percentage of their cash in stocks. Thus, inflows and outflows of cash in equity funds seem to cause higher and lower stock returns in Greek stock market. © 2004 Elsevier Inc. All rights reserved.

The purpose of this study is to investigate whether there are certain price patterns during the trading session in the Athens Stock Exchange (ASE). We investigate statistically the series of stock returns, the volatility of stock returns and trading volume. In our analysis we use data from two different time periods; a period of rising prices (“bull” market) and a period of declining stock prices (“bear” market). We also use different categories of shares i.e. blue chips, medium capitalization stocks and small capitalization stocks. Our results indicate that there exist specific intraday patterns. The explanation of the revealed patterns can be based on investor sentiment and stock market microstructure characteristics