Highlights d p63 and SOX2 drive elevated GLUT1 expression by SLC2A1 intronic enhancer transactivation d Enhanced GLUT1-mediated glucose influx fuels antioxidant production to promote survival d Systemic glucose restriction concurrently targets vital metabolic and oncogenic pathways d High random blood glucose is associated with poorer outcomes in squamous cancer patients

Highlights We investigate the tail-dependency networks of 51 financial assets. The extreme quantile coherency is estimated using the quantile cross-spectral analysis and the tail-dependency network is built using the force-directed layout algorithm. The Covid-19 pandemic asymmetrically increases the network density, with stronger effects in the left-tail dependencie of asset returns. The cross-asset tail-dependency of equity, currency and commodity increases considerably, implying a higher degree of tail contagion effects. Bitcoin and US Treasury bonds are disconnected from both tail-dependency networks, suggesting their safe-haven characteristics.

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We assess investors' reaction to new information arrivals in financial markets by examining the relationships between trading volume and the higher moments of returns in 18 international equity and currency markets. Our volume-volatility results support extant information theories and further contribute new evidence of cross market relations between volume and volatility. We also find that the direct impact of volume on the level of negative skewness is less significant for more diversified regional portfolios. Furthermore, the negative interaction between volume and kurtosis can be explained by the differences of opinion in financial markets. We observe stronger interdependence among higher moments in reaction to significant events, but the strength is dampened by trading volume. This result is consistent with trading volume being a source of heteroskedasticity in asset returns.

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