Violators versus non-violators of information security measures in organizations—A study of distinguishing factors

The present study analyzes the elements that differentiate violators from non-violators of information security measures. Various elements are derived from established theories and models such as general deterrence theory, theory of planned behavior, theory of reasoned action, protection motivation theory, and social cognitive theory. To examine these factors, the data are gathered through an online study conducted in a Midwestern University, USA. The data are collected using questionnaires, and after scrutiny, 195 questionnaires are selected for final analysis. This data are analyzed using second-level statistical techniques, such as chi-square analysis and ANOVA. Results reveal that violators and non-violators of information security measures differ significantly with respect to many factors. These factors include perceived privacy, subjective norms, perceived information security policy (ISP) scope, perceived severity of penalty, perceived celerity of penalty, management support, organizational security culture, and perceived organizational IT capability. The non-significant factors are trust and work load. Implications for practitioners and researchers are provided.     

Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation

We use quantile regression to investigate the short‐term return‐volatility relation between stock index returns and changes in implied volatility index. Neither the leverage hypothesis nor the volatility feedback hypothesis effectively explains the asymmetric return‐volatility relation. Instead, behavioral explanations, such as the affect and representativeness heuristics, are supported by our results, particularly in the short‐term; the affect heuristic plays an important role. Moreover, in the context of an extreme volatility change distribution, the affect heuristic and time‐pressure dominate. Thus, we observe strong negative and asymmetric relations between each volatility index and its corresponding stock market index. The asymmetry increases monotonically from the median quantile to the uppermost quantile (i.e., 95%); therefore, ordinary least squares (OLS) regression underestimates this relation at upper quantiles. Additionally, the VIX presents the highest asymmetric return‐volatility relation, followed by the VSTOXX, VDAX, and VXN. Finally, the observed asymmetry is more pronounced with the new volatility index measure than with the old, at‐the‐money volatility index measure. © 2012 Wiley Periodicals, Inc. Jrl Fut Mark 33:235–265, 2013     

测试H.264/AVC视频的鲁棒性传输的宏块分配映射(英文)

H.264/AVC视频压缩标准给易出错网络的视频鲁棒性传输过程中提供了一些误差恢复技术。灵活的宏块排序 (FMO)是其中之一,它采用宏块分配映射(MBAmap)来分离框架中可能出现的误差。本文将提出一个新的测试 MBAmap的方法。我们采用这种技术来测试MBAmaps从而支持在解码过程中的误差隐藏并且增强接收视频的主客观质量。     

Willingness to Pay for Pesticide Free Fruits: Evidence from Pakistan

ABSTRACT

This paper analyzes factors influencing consumption decision of pesticide free fruits (PFF) and estimates the willingness to pay (WTP) price premium for PFF in Pakistan. A contingent valuation survey of 200 households was conducted using face to face interview and payment card method. Results suggested that 93.5% respondents were WTP higher prices for PFF. Remarkably, around 35% respondents were WTP 16–20% higher prices and 24% respondents were WTP 6–10% higher prices for PFF than the existed conventional price. In addition, our ordered logit regression suggests that demographic and socio-economic variables such as age, education, income, household’s size and perception about health benefits are significantly associated with higher WTP for PFF.     

Nonparametric Sharpe Ratio

Sharpe ratio is a widely accepted tool for comparing the portfolio performance. In this paper we have proposed a nonparametric measure of the Sharpe rule. The statistical properties of this nonparametric measure and the standard Sharpe ratio are then developed under both normality and non-normality of observations. Further thebias corrected measures are given. An empirical application is also provided.

     

Nonparametric estimation and hypothesis testing in econometric models

In this paper we systematically review and develop nonparametric estimation and testing techniques in the context of econometric models. The results are discussed under the settings of regression model and kernel estimation, although as indicated in the paper these results can go through for other econometric models and for the nearest neighbor estimation. A nontechnical survey of the asymptotic properties of kernel regression estimation is also presented. The technique described in the paper are useful for the empirical analysis of the economic relations whose true functional forms are usually unknown.     

The econometric analysis of models with risk terms

In this paper we have attempted to provide an integrated approach to the estimation of models with risk terms. It was argued that there exist orthogonality conditions between variables in the information set and higher-order moments of the unanticipated variable density. These could be exploited to provide consistent estimators of the parameters associated with the risk term. Specifically, it was recommended that an IV estimator should be applied, with instruments constructed from the information set. Four existing methods commonly used to estimate models with risk terms are examined, and applications of the techniques are made to the estimation of the risk term in the $US/$C exchange market, and the effects of price uncertainty upon production.     

Computer users’ ergonomics and quality of life – evidence from a developing country

This study is aimed at investigating the quality of workplace ergonomics at various Pakistani organizations and quality of life of computer users working in these organizations. Two hundred and thirty-five computer users (only those employees who have to do most of their job tasks on computer or laptop, and at their office) responded by filling the questionnaire covering questions on workplace ergonomics and quality of life. Findings of the study revealed the ergonomics at those organizations was poor and unfavourable. The quality of life (both physical and mental health of the employees) of respondents was poor for employees who had unfavourable ergonomic environment. The findings thus highlight an important issue prevalent at Pakistani work settings.