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Four-factor Model (four-factor + model)
Selected AbstractsCross-cultural assessment of eating disorders: psychometric properties of a Spanish version of the Bulimia Test-Revised,EUROPEAN EATING DISORDERS REVIEW, Issue 6 2007Mayra N. Berrios-Hernandez Abstract The purpose of this study was to examine the psychometric properties of a Spanish version of the Bulimia Test-Revised (BULIT-R). The goal was to test the factor-structure equivalence of the BULIT-R across two samples of college students from two different cultures, Spain and the US. Researchers using exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) have reported different model solutions for the factor-structure of the BULIT-R: a one-factor model, a four-factor model, a five-factor model and a six-factor model. For the two samples, CFA did not support any of the models previously reported in the literature. EFA supported a six- and a four-factor models for the US and Spanish samples, respectively. © 2007 John Wiley & Sons, Ltd and Eating Disorders Association. [source] Validation of the UPPS impulsive behaviour scale: a four-factor model of impulsivityEUROPEAN JOURNAL OF PERSONALITY, Issue 7 2005Stephen P. Whiteside The current study attempts to clarify the multi-faceted nature of impulsivity through the use of the four-factor UPPS Impulsive Behaviour scale. In order to build the nomological network surrounding this scale, the UPPS was administered to individuals with borderline personality disorder (BPD), pathological gamblers (PG), alcohol abusers (divided into two groups based on the presence of antisocial features), and a control group. Several of the UPPS scales (e.g. Urgency, lack of Premeditation, and Sensation Seeking) differentiated the BPD, PG, and alcohol abusers with antisocial features from a group of non-antisocial alcohol abusers and a control group. Overall, the UPPS scales accounted for between 7% (pathological gambling) and 64% (borderline personality disorder features) of the overall variance in the psychopathology measures. Individual UPPS scales also made unique contributions to several of these disorders, which may provide insight into which of these personality traits may predispose individuals to behave in maladaptive or problematic ways. The results provide support for the differentiation of impulsivity-related constructs into the current four-factor model. Copyright © 2005 John Wiley & Sons, Ltd. [source] Persistence and the four-factor model in the Australian funds market: a noteACCOUNTING & FINANCE, Issue 1 2010Jacquelyn E. Humphrey G11; G23 Abstract We investigate whether Australian fund managers are able to deliver persistent performance using Carhart's (1997) four-factor model. Short- and long-term persistence is examined and the sample is also divided into unit trusts and superannuation funds. We do not find evidence of persistence in any sample of funds. We find that winner (loser) funds tend to hold past winner (loser) stocks. Winner and loser unit trusts both appear to have positive exposure to small stocks. [source] The Social Capital of Blacks and Whites: Differing Effects of the Mass Media in the United StatesHUMAN COMMUNICATION RESEARCH, Issue 2 2006Christopher E. Beaudoin This study relied on telephone survey interviews of adults in two U.S. metropolitan areas to examine whether the relationship between mass media use and social capital varies according to ethnicity. A multigroup approach taken with structural equation modeling validates a four-factor model of social capital for Blacks and Whites and then, with the implementation of a comprehensive model that also includes mass media inputs, tests for structural variance between the ethnic groups. A well-fitting comprehensive model is achieved, with significant differences between Blacks and Whites in terms of the mass media use structures. In support of the two hypotheses, the relationship between news use and social capital is less positive for Blacks than for Whites and the relationship between entertainment TV viewing and social capital is more negative for Blacks than for Whites. These findings are discussed in terms of literature involving mass media effects on social capital, news coverage of ethnic groups, and ethnic differences in self-conceptualization and media responses. [source] Common Risk Factors Versus a Mispricing Factor of Tokyo Stock Exchange Firms: Inquiries into the Fundamental Value Derived from Analyst Earnings Forecasts,INTERNATIONAL REVIEW OF FINANCE, Issue 3 2009KEIICHI KUBOTA ABSTRACT We search for common factors and/or a mispricing factor for Tokyo Stock Exchange firms. We utilize the Edwards,Bell,Ohlson model to compute the firms' fundamental value and divide this value by the firms' market price to construct a new variable called a ,value-to-price ratio' (VPR). We find that this VPR variable can generate abnormal returns even after adjusting for the risk factors related to portfolio style differences. To find out whether it is indeed a risk factor or simply a characteristic, we construct return difference portfolios of the high VPR stocks minus the low value-to-price stocks and call this portfolio the upward-forecast minus downward-forecast (UMD) factor. Fama and MacBeth test indicate that the risk premium for this UMD factor is positive. The best model in terms of the adjusted R2 value is the four-factor model in which the UMD factor is added to the Fama and French three factors. GMM Euler condition tests reveal that the UMD factor helps to price assets and that the four-factor model is not rejected. We conclude the VPR variable contains new information content that is not contained in the conventional Fama and French's three factors. [source] Depressive symptom patterns in patients with Parkinson's disease and other older adultsJOURNAL OF CLINICAL PSYCHOLOGY, Issue 12 2001Kristi J. Erdal Research on depression in Parkinson's disease (PD) has suggested that PD patients experience a qualitatively different depression from that of other older adults, endorsing fewer cognitive symptoms of depression (e.g., guilt, failure) and greater somatic (e.g., poor sleep) and mood symptoms (e.g., sadness, hopelessness); however, this has never been tested directly. In the present study, two PD groups, one with cognitive impairment (PD + CI; n = 26) and one without cognitive impairment (PD; n = 45), and three control groups of older adults were compared on measures of depressive symptomatology. The control groups included a physically disabled group (n = 46), a cognitively impaired group (CI; n = 21), and a healthy group (n = 50). Confirmatory factor analysis verified a four-factor model of depressive symptoms (Cognitive, Mood, Somatic, and Fatigue symptoms). Comparisons revealed that the PD group had a depressive-symptom pattern that was not significantly different from the disabled and healthy groups. The PD + CI group had a symptom pattern that was more similar to the CI group than to the PD group. Implications for the conceptualization of depression in older adults are discussed. © 2001 John Wiley & Sons, Inc. J Clin Psychol 57: 1559,1569, 2001. [source] Development and testing of the velicer attitudes toward violence scale: evidence for a four-factor modelAGGRESSIVE BEHAVIOR, Issue 2 2006Craig A. Anderson Abstract The factor structure of the Velicer Attitudes Toward Violence Scale [VATVS; Velicer, Huckel and Hansen, 1989] was examined in three studies. Study 1 (n=460 undergraduates) found a poor fit for a hierarchical five-factor model earlier advanced by Velicer et al. [1989], but a good fit for an oblique four-factor model. In Study 2, this alternative model was cross-validated in a confirmatory factor analysis of an additional 195 undergraduate students. In Study 3, the competing models were compared in terms of ability to predict self-reported aggression, with 823 undergraduate students. The new four-factor model proved superior. Other findings included evidence of factorial invariance on the VATVS, and more favorable attitudes toward violence among men than women. The VATVS appears to measure the same four attitudinal constructs for men and women: violence in war, penal code violence, corporal punishment of children, and intimate violence. Aggr. Behav. 32:122,136, 2006. © 2006 Wiley-Liss, Inc. [source] Familial associations of intense preoccupations, an empirical factor of the restricted, repetitive behaviors and interests domain of autismTHE JOURNAL OF CHILD PSYCHOLOGY AND PSYCHIATRY AND ALLIED DISCIPLINES, Issue 8 2009Christopher J. Smith Background:, Clinical heterogeneity of autism likely hinders efforts to find genes associated with this complex psychiatric disorder. Some studies have produced promising results by restricting the sample according to the expression of specific familial factors or components of autism. Previous factor analyses of the restricted, repetitive behaviors and interest (RRBI) domain of autism have consistently identified a two-factor model that explains a moderate amount of variance. The identification of additional factors may explain more variance in the RRBI domain and provide an additional component of autism that may help in the identification of underlying genetic association. Methods:, We conducted factor analyses of RRBI symptoms with a sample that included verbal subjects meeting full criteria for autism aged 5 to 22 years (n = 245). Among affected sibling pairs (n = 126) we examined the familial aggregation of the identified factors. We also examined the associations of the factors with autism-related personality traits in fathers and mothers (n = 50). Results:, The previously identified two-factor model , insistence on sameness (IS) and repetitive stereotypic motor behaviors (RSMB) , was replicated in our sample. Next, a second factor analysis that included the item for verbal rituals resulted in a four-factor model , IS, ,simple' RSMB, ,complex' RSMB, and a fourth factor including symptoms associated with intense preoccupations (IP). Of these four, both IS and IP were significantly familial among affected siblings, but only IP was significantly correlated with the broader autism phenotype traits of rigidity and aloofness in fathers. Conclusions:, The results support previous evidence for the IS factor, its familiality, and the identification of IP as an additional strong candidate trait for genetic studies of autism. [source] LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGMTHE JOURNAL OF FINANCIAL RESEARCH, Issue 3 2007Duong Nguyen Abstract We examine whether the use of the three-moment capital asset pricing model can account for liquidity risk. We also make a comparative analysis of a four-factor model based on Fama,French and Pástor,Stambaugh factors versus a model based solely on stock characteristics. Our findings suggest that neither of the models captures the liquidity premium nor do stock characteristics serve as proxies for liquidity. We also find that sensitivities of stock return to fluctuations in market liquidity do not subsume the effect of characteristic liquidity. Furthermore, our empirical findings are robust to differences in market microstructure or trading protocols between NYSE/AMEX and NASDAQ. [source] Psychometric properties of the Swedish PedsQL, Pediatric Quality of Life Inventory 4.0 generic core scalesACTA PAEDIATRICA, Issue 9 2009Solveig Petersen Abstract Aim:, To study the psychometric performance of the Swedish version of the Pediatric Quality of Life Inventory (PedsQL) 4.0 generic core scales in a general child population in Sweden. Methods:, PedsQL forms were distributed to 2403 schoolchildren and 888 parents in two different school settings. Reliability and validity was studied for self-reports and proxy reports, full forms and short forms. Confirmatory factor analysis tested the factor structure and multigroup confirmatory factor analysis tested measurement invariance between boys and girls. Results:, Test-retest reliability was demonstrated for all scales and internal consistency reliability was shown with , value exceeding 0.70 for all scales but one (self-report short form: social functioning). Child-parent agreement was low to moderate. The four-factor structure of the PedsQL and factorial invariance across sex subgroups were confirmed for the self-report forms and for the proxy short form, while model fit indices suggested improvement of several proxy full-form scales. Conclusion:, The Swedish PedsQL 4.0 generic core scales are a reliable and valid tool for health-related quality of life (HRQoL) assessment in Swedish child populations. The proxy full form, however, should be used with caution. The study also support continued use of the PedsQL as a four-factor model, capable of revealing meaningful HRQoL differences between boys and girls. [source] | |||||||||||||