Although Coumadin does have several side effects (see source for a complete list), there does not seem to be any that would affect the artificial curl of a hair. A permanent wave, commonly called a perm, is the chemical and / or thermal treatment of hair to produce waves, curls or straight hair. The use of the word 'permanent' is justified insofar as when the wave is permed, it remains so; however, as the hair grows, the new hair that grows has not been waved, while cutting the hair from the end removes that which is waved, giving the impression that the permanent wave gradually disappears.
Since a permanent is performed on the dead cells of the hair follicle, it would seem impossible for Coumadin to have any type of effect at all.
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