1,720,958 research outputs found
Social desirability responding
Yip Wing-yan, Rosanna.Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.Includes bibliographical references (leaves 58-62).Abstracts in English and Chinese.ACKNOWLEDGEMENTS --- p.2ABSTRACT --- p.3Chapter CHAPTER I: --- INTRODUCTION --- p.8The Conceptualization of Social Desirability Responding --- p.9Controversy on the Effect of Social Desirability Responding --- p.11Methods to Control Social Desirability Responding --- p.12"Prevention, Reduction and Statistical Control of Social Desirability Responding" --- p.13Measurement of Social Desirability Responding --- p.16The Chinese Personality Assessment Inventory --- p.20The Good Impression Scale of the CPAI --- p.21The Present Study --- p.22Chapter CHAPTER II: --- STUDY 1 --- p.24Method --- p.24Respondents --- p.24Instruments --- p.24Analysis --- p.25Results --- p.26Discussion --- p.31Chapter CHAPTER III: --- STUDY 2 --- p.33Method --- p.34Respondents --- p.34Instruments --- p.35Procedure --- p.35Analysis --- p.36Results --- p.38Discussion --- p.48Chapter CHAPTER IV: --- STUDY 3 --- p.51Method --- p.51Respondents --- p.51Instruments and Procedure --- p.51Analysis --- p.52Results --- p.52Discussion --- p.53Chapter CHAPTER V: --- GENERAL DISCUSSION --- p.54Limitations --- p.55Further Research --- p.56Conclusion --- p.56REFERENCES --- p.58APPENDIX A: ITEM LABEL AND CONTENT OF THE GIM --- p.63APPENDIX B: ITEM LABEL AND CONTENT OF THE GIM-2 --- p.64APPENDIX C: ITEM LABEL AND CONTENT OF THE BIDR --- p.6
Going Beyond Counting First Authors in Author Co-citation Analysis
The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Lévy processes, representation and models with applications in finance
L????vy processes are becoming increasingly important in Mathematical Finance. This thesis aims to contribute to the development of theoretical representations of L????vy processes and their financial applications. The first part of the thesis presents a computational explicit formula of the chaotic representation property (CRP) for the powers of increments of a L????vy process. The formula can be used to obtain the integrands of the CRP in terms of the orthogonalised compensated power jump processes and the CRP in terms of Poisson random measures. The second part of the thesis presents hedging strategies for European and exotic options in a L????vy market. By applying Taylor s theorem, dynamic hedging portfolios are constructed and in the case of European options, static hedging is also implemented. It is shown that perfect hedging can be achieved by investing in power jump assets, moment swaps or some traded financial derivatives depending on the same underlying asset. Note that variance swaps are special cases of moment swaps and are traded in OTC (Over-The- Counter) markets. We can also hedge by constructing the minimal variance portfolios that invest in the risk-free bank account, the underlying stock and variance swaps. The numerical algorithms and performance of the hedging strategies are presented. The third part of the thesis contributes to the design of an option trading strategy, where the stock price is driven by a L????vy process. The trading strategy is based on comparing the deviations between the density implied by historical time series and that implied by current market prices of the options. The performance of the trading strategy under di????erent market conditions is reported and optimal parameters are obtained using efficient frontier analysis. The analysis compares the expected returns with the Conditional Value at Risks (CVaRs). Simulation results show that the trading strategy has a high earning potential
Dispelling the Myths Behind First-author Citation Counts
We conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
Ecology of tetrodotoxin toxicity and ectoparasite burden of Hong Kong newt populations
Many amphibians have defensive chemicals in their skin. Newts from the family Salamandridae possess a potent neurotoxin - tetrodotoxin (TTX). TTX toxicity has been studied intensively, with the aim of revealing the function and origin of TTX in this family. Research has found within- and between-population variations in North American newts like Taricha, possibly related to co-evolution with its predator, symbiotic bacteria, or several life history traits (e.g., sex and life stage). However, our knowledge about TTX ecology in the Asian newt clade is relatively limited. Additionally, a group of water mites, Lurchibates, specifically parasitizes Asian newts, but the interaction between these parasites and their hosts is poorly understood. It is hypothesized that TTX plays a role in regulating the host-parasite interaction between the newts and the mites.
To fill the gap, I used the Hong Kong newt (Paramesotriton hongkongensis) and its parasitic water mite (Hygrobates aloisii) as a study system. I quantified TTX toxicity in six Hong Kong newt populations by field collection of skin samples. The ecological context of TTX variation was explored regarding different reproductive phases, sex, population, and life stage of the newts. I also surveyed the parasitism pattern of H. aloisii, evaluated its impact on the body condition of its host, and assessed if TTX toxicity helps the host defend against mite infestation.
The results showed that TTX levels and parasitism on P. hongkongensis varied both spatially and temporally. TTX levels ranged from undetectable to 15.6 μg/g, with a mean toxicity level of 0.271 μg/g. Male newts possessed a higher level of TTX in the breeding season compared to the non-breeding season, while females did not. Also, the inter-sex difference was only prominent in the non-breeding season, while the TTX level was roughly equal during the breeding season. TTX levels also differ significantly within and between breeding populations.
Parasitism of adult H. aloisii was limited to breeding newts and appeared to be completely absent in some populations. While the infestation intensity increased gradually, the accumulation patterns differed between the two life stages of H. aloisii at the end of the breeding season of the newts. Despite skin lesions of infested newts being observed, the results did not confirm that mite infestation severely affects the body condition of newts. TTX toxicity in P. hongkongensis does not contribute to the chemical defense against infestation by H. aloisii. This host-parasite system seems to have evolved to maintain a stable relationship, where the newts can tolerate mite infestation without severe impacts.
Overall, this study illustrates the variability of TTX in P. hongkongensis at the population level and contributes to a better understanding of the ecology of TTX and host-parasite interactions for Asian salamanders
Lévy Processes, Representations and Models with Application in Finance
Lévy processes are becoming increasingly important in Mathematical Finance. This thesis
aims to contribute to the development of theoretical representations of Lévy processes and
their financial applications. The first part of the thesis presents a computational explicit
formula of the chaotic representation property (CRP) for the powers of increments of a
Lévy process. The formula can be used to obtain the integrands of the CRP in terms of
the orthogonalised compensated power jump processes and the CRP in terms of Poisson
random measures.
The second part of the thesis presents hedging strategies for European and exotic
options in a Lévy market. By applying Taylor's theorem, dynamic hedging portfolios are
constructed and in the case of European options, static hedging is also implemented. It
is shown that perfect hedging can be achieved by investing in power jump assets, moment
swaps or some traded financial derivatives depending on the same underlying asset. Note
that variance swaps are special cases of moment swaps and are traded in OTC (Over-The-
Counter) markets. We can also hedge by constructing the minimal variance portfolios
that invest in the risk-free bank account, the underlying stock and variance swaps. The
numerical algorithms and performance of the hedging strategies are presented.
The third part of the thesis contributes to the design of an option trading strategy,
where the stock price is driven by a Lévy process. The trading strategy is based on
comparing the deviations between the density implied by historical time series and that
implied by current market prices of the options. The performance of the trading strategy
under di¤erent market conditions is reported and optimal parameters are obtained using
efficient frontier analysis. The analysis compares the expected returns with the Conditional
Value at Risks (CVaRs). Simulation results show that the trading strategy has a high
earning potential
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