scholarly journals The role of volume in order book dynamics: a multivariate Hawkes process analysis

2016 ◽  
Vol 17 (7) ◽  
pp. 999-1020 ◽  
Author(s):  
Marcello Rambaldi ◽  
Emmanuel Bacry ◽  
Fabrizio Lillo
Keyword(s):  
Process Analysis ◽  
Order Book ◽  
Hawkes Process

Consumer–Celebrity Parasocial Interaction: A Conditional Process Analysis

2021 ◽  
pp. 097215092110103
Author(s):  
Yadvinder Parmar ◽  
Bikram Jit Singh Mann
Keyword(s):  
Sampling Method ◽  
Process Analysis ◽  
Purchase Intentions ◽  
Moderating Effect ◽  
Parasocial Interaction ◽  
Conditional Process Analysis ◽  
The Relationship ◽  
Self Administered Questionnaire ◽  
Moderating Role

This article aims to empirically examine the mediating impact of consumer’s parasocial interaction on the relationship between celebrity images on the consumer’s purchase intentions. It aims to empirically investigate the moderating role of celebrity liking in the formation of consumer’s parasocial interaction. Four different versions of self-administered questionnaire using different celebrities as a stimulus were developed. Data were collected from 484 respondents. Quota cum judgemental sampling method was used for the study. The findings show that parasocial interaction mediates the relationship between celebrity images and purchase intentions. It also reveals positive moderating effect of celebrity liking. It has significant implications for marketers and academicians.

Exploring the effects of physical punishment on aggressive behavior and peer victimization: a conditional process analysis

2016 ◽  
Vol 8 (1) ◽  
pp. 21-32 ◽  
Author(s):  
Patrik Söderberg ◽  
Kaj Bjorkqvist ◽  
Karin Österman
Keyword(s):  
Depressive Symptoms ◽  
Aggressive Behavior ◽  
Peer Victimization ◽  
Online Survey ◽  
Process Analysis ◽  
Physical Punishment ◽  
Process Models ◽  
Content Type ◽  
Conditional Process Analysis

Purpose – Recent studies indicate that exposure to physical punishment is associated with both aggressive behavior and peer victimization at school. The purpose of this paper is to explore the bidirectional relationship between aggressive behavior and peer victimization as outcomes of physical punishment, as well as the role of depressive symptoms. Design/methodology/approach – A sample of 2,424 Finnish upper primary school pupils (1,282 girls, 1,148 boys, mean age=14.2, SD=1.0) completed an online survey during class. Two conditional process models were applied using a macro for SPSS developed by Hayes (2012). Findings – Exposure to physical punishment was found to be associated with both aggressive behavior and peer victimization at school. The effect on victimization was partially mediated by aggressive behavior and depressive symptoms, whereas the effect on aggressive behavior was partially mediated by peer victimization experiences but not by depressive symptoms. The relationship between physical punishment and peer victimization was somewhat stronger for girls than for boys, but this effect was not accounted for by gender differences in depressive symptoms or aggressive behavior. Originality/value – Few studies to date have addressed the connection between aggressive behavior and peer victimization as outcomes of physical punishment. In addition, the study expands on the concept of “victim personality” by examining the mediating role of depressive symptoms. Methodologically, the study is an example of how the statistical software SPSS can be used for multiple mediation and conditional process analysis as an alternative to SEM analyses.

scholarly journals Are Engaged Workaholics Protected against Job-Related Negative Affect and Anxiety before Sleep? A Study of the Moderating Role of Gender

2018 ◽  
Vol 15 (9) ◽  
pp. 1996 ◽  
Author(s):  
Paola Spagnoli ◽  
Cristian Balducci ◽  
Liliya Scafuri Kovalchuk ◽  
Francesco Maiorano ◽  
Carmela Buono
Keyword(s):  
Negative Affect ◽  
Work Engagement ◽  
Process Analysis ◽  
Future Directions ◽  
Open Questions ◽  
Heavy Work ◽  
Conditional Process Analysis ◽  
The Relationship ◽  
Moderating Role

Although the interplay between workaholism and work engagement could explain several open questions regarding the Heavy Work Investment (HWI) phenomenon, few studies have addressed this issue. Thus, with the purpose of filling this literature gap, the present study aimed at examining a model where job-related negative affect mediates the relationship between the interplay of workaholism and work engagement, and anxiety before sleep. Since gender could have a role in the way the interplay would impact on the theorized model, we also hypothesized a moderated role of gender on the specific connection concerning the interplay between workaholism and work engagement, in relation to job-related negative affect. Conditional process analysis was conducted on a sample of 146 participants, balanced for gender. Results supported the mediating model and indicated the presence of a moderated role of gender, such that engaged workaholic women reported significantly less job-related negative affect than disengaged workaholic women. On the contrary, the interplay between workaholism and work engagement did not seem significant for men. Results are discussed in light of the limitations and future directions of the research in this field, as well as the ensuing practical implications.

scholarly journals Removing Barriers to BIM Adoption

2010 ◽  
pp. 546-560 ◽  
Author(s):  
James Harty ◽  
Richard Laing
Keyword(s):  
Process Analysis ◽  
Project Delivery ◽  
Integrated Project Delivery ◽  
Building Information Modelling ◽  
Building Regulations ◽  
Building Information ◽  
Integrated Project ◽  
Environmental Simulations ◽  
Heating Loads

Building information modelling (BIM) is not only an authoring tool for architects and engineers, but also for all stakeholders in the building programme procurement process. Analysis tools like code checking of building regulations and environmental simulations that can report on heating loads, daylighting and carbon use will push the adoption of intelligent modelling faster and further than previously thought. The benefits for clients should not be underestimated either and some are already reaping them where project certainty is to the fore. However, the professional language that architects and engineers espouse is a latent force that can run counter to fostering collaboration. An emerging professional, the Architectural Technologist, can bridge that divide and adopt the adjunct role of manager in the integrated project delivery.

Culture as a Pathway to Maximizing the Stress-Buffering Role of Social Support

2018 ◽  
Vol 40 (3) ◽  
pp. 294-311 ◽  
Author(s):  
Belinda Campos ◽  
Ilona S. Yim ◽  
David Busse
Keyword(s):  
Social Support ◽  
Perceived Social Support ◽  
Process Analysis ◽  
Mediation Effect ◽  
Latino Culture ◽  
Future Health ◽  
Cortisol Reactivity ◽  
Stress Buffering ◽  
Conditional Process Analysis

We theorized that sociocultural contexts characterized by a form of interdependence that emphasizes mutual obligations, emotional positivity, and readily accessible social support from family may maximize the benefits of social support. This form of interdependence characterizes Latino culture and is captured by the cultural value familism. Eighty-six Latino and non-Latino participants completed measures of familism and perceived social support before taking part in a standardized laboratory stress task that elicits cortisol reactivity. Cortisol reactivity is an indicator of bodily response to stress that is linked to vulnerability to the adverse effects that stress can have on future health. As predicted, results revealed a moderated mediation pattern. Conditional process analysis showed that familism was indirectly linked to cortisol reactivity through perceived social support, and this mediation effect was moderated by sociocultural context; stress buffering effects were only observed in the Latino sample. These novel findings highlight the role of culture and, specifically, familism in Latinos, for maximizing the benefits that social support can have for stress physiology implicated in long-term health outcomes.

Over-the-Counter Markets

Dark Markets ◽  
2012 ◽  
Author(s):  
Darrell Duffie
Keyword(s):  
Limit Order Book ◽  
Institutional Setting ◽  
Order Book ◽  
Limit Order ◽  
Over The Counter ◽  
Limited Knowledge ◽  
Trading Mechanism

This chapter introduces the institutional setting of over-the-counter (OTC) markets and raises some of the key conceptual issues associated with market opaqueness. An OTC market does not use a centralized trading mechanism, such as an auction, specialist, or limit-order book, to aggregate bids and offers and to allocate trades. Instead, buyers and sellers negotiate terms privately, often in ignorance of the prices currently available from other potential counterparties and with limited knowledge of trades recently negotiated elsewhere in the market. OTC markets are thus said to be relatively opaque; investors are somewhat in the dark about the most attractive available terms and about whom to contact for attractive terms. Prices and allocations in OTC markets are, to varying extents, influenced by opaqueness and by the role of intermediating brokers and dealers.

scholarly journals DOES SPEED MATTER? THE ROLE OF HIGH‐FREQUENCY TRADING FOR ORDER BOOK RESILIENCY

2020 ◽  
Vol 43 (4) ◽  
pp. 933-964
Author(s):  
Benjamin Clapham ◽  
Martin Haferkorn ◽  
Kai Zimmermann
Keyword(s):  
High Frequency ◽  
High Frequency Trading ◽  
Order Book

Green Design Based on the Concept of Ecological Holism

2010 ◽  
Vol 44-47 ◽  
pp. 1598-1602 ◽  
Author(s):  
Ying Zhan
Keyword(s):  
Design Process ◽  
Process Analysis ◽  
Green Design

Ecological Holism regards the overall interests of the ecosystem as the highest value, advocating the integrity, harmony, stability, and balance of the ecosystem to be maintained and preserved. Only with the concept of eco-holism guiding Green Design, can its ultimate goal come into reality. In this paper, the significance of setting up the notion of Ecological Holism in Green Design is discussed, and the directing role of Ecological Holism is elaborated via thoroughly Green Design process analysis.

scholarly journals Unbiased Atomistic Insight in the Mechanisms and Solvent Role for Globular Protein Dimer Dissociation

2018 ◽  
Author(s):  
Faidon Z. Brotzakis ◽  
Peter G. Bolhuis
Keyword(s):  
Transition State ◽  
Degrees Of Freedom ◽  
Process Analysis ◽  
Salt Bridge ◽  
Underlying Mechanism ◽  
Full Detail ◽  
Hydration Water ◽  
Native Contact ◽  
Reorientation Dynamics

Association and dissociation of proteins are fundamental processes in nature. While this process is simple to understand conceptually, the details of the underlying mechanism and role of the solvent are poorly understood. Here we investigate the mechanism and solvent role for the dissociation of the hydrophilic β-lactoglobulin dimer by employing transition path sampling. Analysis of the sampled path ensembles indicates that dissociation (and association) occurs via a variety of mechanisms: 1) a direct aligned dissociation 2) a hopping and rebinding transition followed by unbinding 3) a sliding transition before unbinding. Reaction coordinate and transition state analysis predicts that, besides native contact and vicinity salt-bridge interactions, solvent degrees of freedom play an important role in the dissociation process. Analysis of the structure and dynamics of the solvent molecules reveals that the dry native interface induces enhanced populations of both disordered hydration water and hydration water with higher tetrahedrality, mainly nearby hydrophobic residues. Bridging waters, hydrogen bonded to both proteins, support contacts, and exhibit a faster decay and reorientation dynamics in the transition state than in the native state interface, which renders the proteins more mobile and assists in rebinding. While not exhaustive, our sampling of rare un-biased reactive molecular dynamics trajectories shows in full detail how proteins can dissociate via complex pathways including (multiple) rebinding events. The atomistic insight obtained assists in further understanding and control of the dynamics of protein-protein interaction including the role of solvent.PACS numbers:

The Role of Visual Analysis in the Regulation of Electronic Order Book Markets

2014 ◽  
Author(s):  
Mark E. Paddrik ◽  
Richard Haynes ◽  
Andrew Todd ◽  
Peter Beling ◽  
William Scherer
Keyword(s):  
Visual Analysis ◽  
Order Book ◽  
Electronic Order ◽  
Book Markets
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