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Daily Measures (daily + measure)

Distribution by Scientific Domains

Psychology	50%
Business, Economics, Finance and Accounting	50%

Selected Abstracts

Pure Contagion and Investors' Shifting Risk Appetite: Analytical Issues and Empirical Evidence

INTERNATIONAL FINANCE, Issue 3 2002
Manmohan S. Kumar
This paper discusses a ,pure' form of financial contagion, unrelated to economic fundamentals , investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk appetite and discusses whether it is possible to directly measure them in a way that can enable policy makers to differentiate between financial contagion and domestic fundamentals as the immediate source of a crisis. Daily measures of risk appetite are computed and their usefulness in predicting financial crises is assessed. [source]

Influence of recorder affect on the content of behavioural diaries and the recall of behaviours

APPLIED COGNITIVE PSYCHOLOGY, Issue 4 2001
Patrick H. Raymark
Two experiments are described. In Experiment 1, supervisors (N,=,4) kept daily performance diaries for each of four subordinates over an eight-week period. In Experiment 2, students (N,=,48) kept behavioural diaries for their instructor over a three-week period. Daily measures of positive and negative affect were used to predict the favourability, person-typicality and behavioural specificity of diary entries. Diary-keepers tended to record behaviours that were consistent with their affect levels. Analyses of the variability of the favourability and person-typicality ratings further suggested that high negative affect induced diary-keepers to make fine discriminations among events, while high positive affect induced diary-keepers to perceive events as similar. Diary-keeper affect and the three diary content variables were used to predict memory for the diary entries. Diary-keepers in Experiment 1 reported higher recall for negative behaviours than for positive behaviours, particularly if the behaviours were typical of others. This same negativity effect in recall emerged in Experiment 2, but only when there was low consistency in the positive affect experienced by diary-keepers at encoding and recall. Copyright © 2001 John Wiley & Sons, Ltd. [source]

Perceived Fitness Predicts Daily Coping Better Than Physical Activity

JOURNAL OF APPLIED BIOBEHAVIORAL RESEARCH, Issue 1 2000
Thomas G. Plante
One hundred sixty-six participants (70 males, 96 females) completed a series of questionnaires measuring perceived fitness, social desirability, self-esteem, hope, and perceived stress levels and coping abilities. Participants were then given an activity monitoring device to wear for 1 week. Participants recorded daily measures of physical activity, perceived fitness, and perceived stress and coping over 7 days. Results revealed that although perceived physical fitness was reliably associated with coping, actual physical activity was not. These associations remained even after statistically controlling for gender, social desirability, self-esteem, hope, perceived stress, and anxiety. Findings suggest that perceived physical fitness may be a better predictor of daily coping than actual physical activity. [source]

Persistence of volatility in futures markets

THE JOURNAL OF FUTURES MARKETS, Issue 6 2006
Zhiyao Chen
This article examines the characteristics of key measures of volatility for different types of futures contracts to provide a better foundation for modeling volatility behavior and derivative values. Particular attention is focused on analyzing how different measures of volatility affect volatility persistence relationships. Intraday realized measures of volatility are found to be more persistent than daily measures, the type of GARCH procedure used for conditional volatility analysis is critical, and realized volatility persistence is not coherent with conditional volatility persistence. Specifically, although there is a good fit between the realized and conditional volatilities, no coherence exists between their degrees of persistence, a counterintuitive finding that shows realized and conditional volatility measures are not a substitute for one another. © 2006 Wiley Periodicals, Inc. Jrl Fut Mark 26:571,594, 2006 [source]