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Berg fired wide after the break and PSV keeper Andreas Isaksson saved well from Kyle Bartley's header for the visitors.
BBC: PSV Eindhoven 0-0 Rangers
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Form a corner kick, Naismith crashed a header against the crossbar, Kyle Bartley's follow-up effort was scrambled clear before Edu's prod was stopped illegally by the PSV midfielder standing by the post.
BBC: Rangers 0-1 PSV Eindhoven (agg 0-1)
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The Scottish Football Association has begun an investigation into Wednesday's events, but Mjallby played down his own involvement in the tunnel at half-time, when he appeared to clash with Rangers defender Kyle Bartley.
BBC: Johan Mjallby not worried about Neil Lennon's future
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Goalkeeper Alexander retained his place in the Rangers team, Allan McGregor left out as is custom in this competition, while there were also starts in attack for Steven Naismith and Jelavic as the cup-tied Richard Foster and injured Kyle Bartley dropped out.
BBC: Celtic 1-2 Rangers (aet)
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Kyle Sheehan was stabbed in the leg in Jiggins Lane, Bartley Green, on 21 September.
BBC: Plea by grandmother of Kyle Sheehan to find killer