Digital health and telehealth connectivity have become important aspects of clinical care. Connected devices, including continuous glucose monitors and automated insulin delivery systems for diabetes, are being used increasingly to support personalized clinical decisions based on automatically collected data. Furthermore, the development, demand, and coverage for telehealth have all recently expanded, as a result of the COVID-19 pandemic. Medical care, and especially diabetes care, are therefore becoming more digital through the use of both connected digital health devices and telehealth communication. It has therefore become necessary to integrate digital data into the electronic health record and maintain personal data confidentiality, integrity, and availability. Connected digital monitoring combined with telehealth communication is known as virtual health. For this virtual care paradigm to be successful, patients must have proper skills, training, and equipment. We propose that along with the five current vital signs of blood pressure, pulse, respiratory rate, temperature, and pain, at this time, digital connectivity should be considered as the sixth vital sign. In this article, we present a scale to assess digital connectivity.
The ongoing COVID-19 pandemic has sent shock waves across the global stock markets. Several financial crises in the past too have had a global impact with their reach extending beyond the country of origin. The current study compares the contagion effect of four such crises viz. the Asian financial crisis, the US subprime crisis, the Eurozone debt crisis, and the currently ongoing Covid-19 crisis on Asian stock markets to understand which of these has had the most severe impact. It finds that among all the four crises, the US subprime crisis has been the most contagious for the Asian stock markets. The study also highlights the difference between severities of a liquidity crisis versus a real crisis and identifies the markets that remained insulated from all these crises, a finding which will be useful for portfolio managers in devising their asset allocation.
The basis of pharmacotherapy requires knowledge of two properties of a drug: pharmacokinetics (PK) and pharmacodynamics (PD). In the era of precision medicine, there is growing interest in determining between-individual variations in PK and PD. While these two dimensions of pharmacotherapy are key foci of investigation, a third property is also emerging as a critical factor in understanding how a drug affects an individual. This third property of a drug is known as phamacoadherence (PA). There can be wide variation in PA among people with diabetes, whether they are using oral or injectable medications. The use of new digital health interventions and telehealth communication tools, such as smart insulin pens, is now creating opportunities for health care professionals to have a more complete understanding of the PA of drugs, which allows for more personalized prescribing practices.
Theoretically, stock dividends have no impact on financial position of the announcing company as net worth and total assets remain the same, though empirical evidence across the globe shows that markets react to stock dividend announcements. The present study analyses the market reaction pertaining to stock dividend decisions in the Indian context. Market reaction has been captured in terms of impact on returns, liquidity, and risk. The sample includes 51 ‘pure’ stock dividend announcements from January 1, 2002 to June 30, 2010. The study finds that the announcement of stock dividends induces an increase in the wealth of the shareholders in India. A consistent pattern of positive average abnormal returns during the pre-announcement window till the announcement day and a pattern of negative average abnormal returns during the post-announcement window have been observed. On cumulating these results, the shareholders of the companies that issued stock dividends gain significant returns. The justification for such results seems to be that the information about the stock dividends announcement reaches the investors prior to the decision date as it is manda-tory for the issuing company to inform the exchange (where it is listed) about the date of the board meeting. It has been observed that the companies usually inform the exchange seven days prior to the day of the board meeting. In most of the cases, the companies provide the agenda item information along with the board meeting date to the exchange. In such a situation, the moment this information about the agenda item is given to the exchange, this becomes public information and investors start reacting to it. The cumulative average abnormal return values over various size event windows depict that an investor can earn substantial returns if he purchases the shares on the day the news of board meeting (to announce stock dividends) comes to the market and sells them one day after the announcement day. The investor can also gain if the shares are purchased one day prior to the announcement day and are sold one day after the announcement day. The trading quantity reduces significantly immediately after these decisions are announced. On a short-term basis, the investors seem to perceive that the announcement of stock dividends provides signals about the firm's bright future prospects. This leads to a decline in trading quantity as investors, who own the shares at the time of announcement, prefer to hold the shares expecting an increase in their wealth in future. In the long-run, a marginally positive impact has been observed. The announcement of stock dividends reduces variability of returns in the short-run as well as in the long run, lending price stability to the stocks of the announcing companies.
One of the key goals of strategic asset allocation is protection against inflation. High inflation eats up real returns, causing a damaging effect on a portfolio of bonds and equities. Inflation-linked bonds (ILBs) were introduced to shield the purchasing power of a portfolio from inflationary conditions by linking portfolio returns to inflation, over a bond’s life term. The current research evaluates the acceptability of ILBs as a separate asset class and as an inflation hedge. It uses data from four emerging and four developed markets for a period of five years, that is, 2011–2016. The study employs multiple regression, cross-correlations and mean-variance spanning techniques to demonstrate the abovementioned benefits of ILBs. The findings of the study establish an advantage of excess returns provided by ILBs over nominal bonds under varying inflationary conditions. An improvement in mean-variance efficiency is found when ILBs are added to a portfolio. Overall, the study contributes to the body of knowledge by suggesting that ILBs can be included in a portfolio to hedge, as well as to improve its strategic asset allocation.
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