Self excitation in equity indices

A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes cases where the initial crash serves to weaken the system to some extent, making subsequent crashes more likely. This thesis investigates if equity markets possess this property. A self-exciting extension of the well-known jump-based Bates (1996) model is used as the workhorse model for this thesis, and a particle-filtering algorithm is used to facilitate estimation by means of maximum likelihood. The estimation method is developed so that option prices are easily included in the dataset, leading to higher quality estimates. Equilibrium arguments are used to price the risks associated with the time-varying crash probability, and in turn to motivate a risk-neutral system for use in option pricing. The option pricing function for the model is obtained via the application of widely-used Fourier techniques. An application to S&P500 index returns and a panel of S&P500 index option prices reveals evidence of self excitation.

Self-management of chemotherapy-related nausea and vomiting : a cross-sectional survey of Chinese cancer patients

BACKGROUND Chemotherapy-induced nausea and vomiting (CINV) remain prevalent among cancer patients despite pharmacological advances in CINV therapy. Patients can initiate nonpharmacologic strategies, which potentially play an important role as adjuncts to pharmacological agents in alleviating CINV. Some studies have explored nausea and vomiting self-management (NVSM) behaviors among patients in Western settings; however, little is known about the NVSM behaviors of patients in China. OBJECTIVES This study examines NVSM behaviors of Chinese cancer patients. METHODS A cross-sectional survey was conducted in a specialist cancer hospital in southeast China. RESULTS A sample of 255 cancer patients was recruited. A mean of 8.56 (±3.15) NVSM behaviors was reported. Most NVSM behaviors were rated as moderately effective and were implemented with moderate self-efficacy. Higher distress levels, better functional status, previous similar symptom experiences, receiving chemotherapy as an inpatient, and greater support from multiple levels were related to greater engagement in NVSM; higher self-efficacy levels pertaining to NVSM behaviors were associated with reports of more relief from specific NVSM behaviors. CONCLUSIONS A range of NVSM strategies was initiated by Chinese cancer patients and provided some relief. A range of individual, health status, and environmental factors influenced engagement with and relief from NVSM behaviors. IMPLICATIONS FOR PRACTICE To enhance Chinese patients' NVSM, patients should be supported to engage in behaviors including taking antiemetics, modifying their diet, using psychological strategies, and creating a pleasant environment. The findings highlight the importance of enhancing patients' self-efficacy in NVSM, alleviating symptom distress, and improving social support to achieve better outcomes.

Fuel consumption and gas emissions of an automatic transmission vehicle following simple eco-driving instructions on urban roads

Following eco-driving instructions can reduce fuel consumption between 5 to 20% on urban roads with manual cars. The majority of Australian cars have an automatic transmission gear-box. It is therefore of interest to verify whether current eco-driving instructions are e cient for such vehicles. In this pilot study, participants (N=13) drove an instrumented vehicle (Toyota Camry 2007) with an automatic transmission. Fuel consumption of the participants was compared before and after they received simple eco-driving instructions. Participants drove the same vehicle on the same urban route under similar tra c conditions. We found that participants drove at similar speeds during their baseline and eco-friendly drives, and reduced the level of their accelerations and decelerations during eco-driving. Fuel consumption decreased for the complete drive by 7%, but not on the motorway and inclined sections of the study. Gas emissions were estimated with the VT-micro model, and emissions of the studied pollutants (CO2, CO, NOX and HC) were reduced, but no di erence was observed for CO2 on the motorway and inclined sections. The di erence for the complete lap is 3% for CO2. We have found evidence showing that simple eco-driving instructions are e cient in the case of automatic transmission in an urban environment, but towards the lowest values of the spectrum of fuel consumption reduction from the di erent eco-driving studies.

The Alcohol Intervention Training Program (AITP): a response to alcohol misuse in the farming community

Background Farm men and women in Australia have higher levels of problematic alcohol use than their urban counterparts and experience elevated health risks associated with excessive alcohol consumption. The Sustainable Farm Families (SFF) program has worked successfully with farm men and women to address health, well- being and safety and has identified that further research and training is required to understand and address alcohol misuse behaviours. This project will add an innovative component to the program by training health professionals working with farm men and women to discuss and respond to alcohol-related physical and mental health problems. Methods/Design A mixed method design with multi-level evaluation will be implemented following the development and delivery of a training program (The Alcohol Intervention Training Program {AITP}) for Sustainable Farm Families health professionals. Pre-, post- and follow-up surveys will be used to assess both the impact of the training on the knowledge, confidence and skills of the health professionals to work with alcohol misuse and associated problems, and the impact of the training on the attitudes, behaviour and mental health of farm men and women who participate in the SFF project. Evaluations will take a range of forms including self-rated outcome measures and interviews. Discussion The success of this project will enhance the health and well-being of a critical population, the farm men and women of Australia, by producing an evidence-based strategy to assist them to adopt more positive alcohol-related behaviours that will lead to better physical and mental health.

Mussel-inspired bioceramics with self-assembled Ca-P/polydopamine composite nanolayer : preparation, formation mechanism, improved cellular bioactivity and osteogenic differentiation of bone marrow stromal cells

The nanostructured surface of biomaterials plays an important role in improving their in vitro cellular bioactivity as well as stimulating in vivo tissue regeneration. Inspired by the mussel’s adhesive versatility, which is thought to be due to the plaque–substrate interface being rich in 3,4-dihydroxy-L-phenylalamine (DOPA) and lysine amino acids, in this study we developed a self-assembly method to prepare a uniform calcium phosphate (Ca-P)/polydopamine composite nanolayer on the surface of b-tricalcium phosphate (b-TCP) bioceramics by soaking b-TCP bioceramics in Tris–dopamine solution. It was found that the addition of dopamine, reaction temperature and reaction time are three key factors inducing the formation of a uniform Ca-P/polydopamine composite nanolayer. The formation mechanism of a Ca-P/polydopamine composite nanolayer involved two important steps: (i) the addition of dopamine to Tris–HCl solution decreases the pH value and accelerates Ca and P ionic dissolution from the crystal boundaries of b-TCP ceramics; (ii) dopamine is polymerized to form self-assembled polydopamine film and, at the same time, nanosized Ca-P particles are mineralized with the assistance of polydopamine, in which the formation of polydopamine occurs simultaneously with Ca-P mineralization (formation of nanosized microparticles composed of calcium phosphate-based materials), and finally a self-assembled Ca-P/polydopamine composite nanolayer forms on the surface of the b-TCP ceramics. Furthermore, the formed self-assembled Ca-P/polydopamine composite nanolayer significantly enhances the surface roughness and hydrophilicity of b-TCP ceramics, and stimulates the attachment, proliferation, alkaline phosphate (ALP) activity and bone-related gene expression (ALP, OCN, COL1 and Runx2) of human bone marrow stromal cells. Our results suggest that the preparation of self-assembled Ca-P/polydopamine composite nanolayers is a viable method to modify the surface of biomaterials by significantly improving their surface physicochemical properties and cellular bioactivity for bone regeneration application.

Optimisation of indoor environmental quality and energy consumption within office buildings

This research investigated airborne particle characteristics and their dynamics inside and around the envelope of mechanically ventilated office buildings, together with building thermal conditions and energy consumption. Based on these, a comprehensive model was developed to facilitate the optimisation of building heating, ventilation and air conditioning systems, in order to protect the health of their occupants and minimise the energy requirements of these buildings.

Rural self-reliance: the impact on health experiences of people living with type II diabetes in rural Queensland, Australia

Objective: The objective of the study was to explore whether and how rural culture influences type II diabetes management and to better understand the social processes that rural people construct in coping with diabetes and its complications. In particular, the study aimed to analyse the interface and interactions between rural people with type II diabetes and the Australian health care system, and to develop a theoretical understanding that reflects constructs that may be more broadly applicable. Methods: The study applied constructivist grounded theory methods within an interpretive interactionist framework. Data from 39 semi-structured interviews with rural and urban type II diabetes patients and a mix of rural health care providers were analysed to develop a theoretical understanding of the social processes that define diabetes management in that context. Results: The analysis suggests that although type II diabetes imposes limitations that require adjustment and adaptation, these processes are actively negotiated by rural people within the environmental context to fit the salient social understandings of autonomy and self-reliance. Thus, people normalized self-reliant diabetes management behaviours because this was congruent with the rural culture. Factors that informed the actions of normalization were relationships between participants and health care professionals, support, and access to individual resources. Conclusions: The findings point to ways in which rural self-reliance is conceived as the primary strategy of diabetes management. People face the paradox of engaging with a health care system that at the same time maximizes individual responsibility for health and minimizes the social support by which individuals manage the condition. The emphasis on self-reliance gives some legitimacy to a lack of prevention and chronic care services. Success of diabetes management behaviours is, however, contingent on relative resources. Where there is good primary care, there develops a number of downstream effects including a sense of empowerment to manage difficult rural environmental circumstances. This has particular bearing on health outcomes for people with fewer resources.

Food and Brisbane households : dietary, social and health consequences of food insecurity

Background & Aims: Access to sufficient amounts of safe and culturally-acceptable foods is a fundamental human right. Food security exists when all people, at all times, have physical, social, and economic access to sufficient, safe and nutritious food to meet their dietary needs and food preferences for an active and healthy life. Food insecurity therefore occurs when the availability or access to sufficient amounts of nutritionally-adequate, culturally-appropriate and safe foods, or, the ability to acquire such foods in socially-acceptable ways, is limited. Food insecurity may result in significant adverse effects for the individual and these outcomes may vary between adults and children. Among adults, food insecurity may be associated with overweight or obesity, poorer self-rated general health, depression, increased health-care utilisation and dietary intakes less consistent with national recommendations. Among children, food insecurity may result in poorer self or parent-reported general health, behavioural problems, lower levels of academic achievement and poor social outcomes. The majority of research investigating the potential correlates of food insecurity has been undertaken in the United States (US), where regular national screening for food insecurity is undertaken using a comprehensive multi-item measurement. In Australia, screening for food insecurity takes place on a three yearly basis via the use of a crude, single-item included in the National Health Survey (NHS). This measure has been shown to underestimate the prevalence of food insecurity by 5%. From 1995 – 2004, the prevalence of food insecurity among the Australian population remained stable at 5%. Due to the perceived low prevalence of this issue, screening for food insecurity was not undertaken in the most recent NHS. Furthermore, there are few Australian studies investigating the potential determinants of food insecurity and none investigating potential outcomes among adults and children. This study aimed to examine these issues by a) investigating the prevalence of food insecurity among households residing in disadvantaged urban areas and comparing prevalence rates estimated by the more comprehensive 18-item and 6-item United States Department of Agriculture (USDA) Food Security Survey Module (FSSM) to those estimated by the current single-item measure used for surveillance in Australia and b) investigating the potential determinants and outcomes of food insecurity, Methods: A comprehensive literature review was undertaken to investigate the potential determinants and consequences of food insecurity among developed countries. This was followed by a cross-sectional study in which 1000 households from the most disadvantaged 5% of Brisbane areas were sampled and data collected via mail-based survey (final response rate = 53%, n = 505). Data were collected for food security status, sociodemographic characteristics (household income, education, age, gender, employment status, housing tenure and living arrangements), fruit and vegetable intakes, meat and take-away consumption, presence of depressive symptoms, presence of chronic disease and body mass index (BMI) among adults. Among children, data pertaining to BMI, parent-reported general health, days away from school and activities and behavioural problems were collected. Rasch analysis was used to investigate the psychometric properties of the 18-, 10- and 6-item adaptations of the USDA-FSSM, and McNemar's test was used to investigate the difference in the prevalence of food insecurity as measured by these three adaptations compared to the current single-item measure used in Australia. Chi square and logistic regression were used to investigate the differences in dietary and health outcomes among adults and health and behavioural outcomes among children. Results were adjusted for equivalised household income and, where necessary, for indigenous status, education and family type. Results: Overall, 25% of households in these urbanised-disadvantaged areas reported experiencing food insecurity; this increased to 34% when only households with children were analysed. The current reliance on a single-item measure to screen for food insecurity may underestimate the true burden among the Australian population, as this measure was shown to significantly underestimate the prevalence of food insecurity by five percentage points. Internationally, major potential determinants of food insecurity included poverty and indicators of poverty, such as low-income, unemployment and lower levels of education. Ethnicity, age, transportation and cooking and financial skills were also found to be potential determinants of food insecurity. Among Australian adults in disadvantaged urban areas, food insecurity was associated with a three-fold increase in experiencing poorer self-rated general health and a two-to-five-fold increase in the risk of depression. Furthermore, adults from food insecure households were twoto- three times more likely to have seen a general practitioner and/or been admitted to hospital within the previous six months, compared to their food secure counterparts. Weight status and intakes of fruits, vegetables and meat were not associated with food insecurity. Among Australian households with children, those in the lowest tertile were over 16 times more likely to experience food insecurity compared to those in the highest tertile for income. After adjustment for equivalised household income, children from food insecure households were three times more likely to have missed days away from school or other activities. Furthermore, children from food insecure households displayed a two-fold increase in atypical emotions and behavioural difficulties. Conclusions: Food insecurity is an important public health issue and may contribute to the burden on the health care system through its associations with depression and increased health care utilisation among adults and behavioural and emotional problems among children. Current efforts to monitor food insecurity in Australia do not occur frequently and use a tool that may underestimate the prevalence of food insecurity. Efforts should be made to improve the regularity of screening for food insecurity via the use of a more accurate screening measure. Most of the current strategies that aim to alleviate food insecurity do not sufficiently address the issue of insufficient financial resources for acquiring food; a factor which is an important determinant of food insecurity. Programs to address this issue should be developed in collaboration with groups at higher risk of developing food insecurity and should incorporate strategies to address the issue of low income as a barrier to food acquisition.

Development, implementation and evaluation of a cancer survivor self-management care plan

Aim There is a growing population of people with cancer who experience physiological and psychological effects that persist long after treatment is complete. Interventions that enhance survivors’ self-management abilities might help offset these effects. The aim of this pilot study was to develop, implement and evaluate interventions tailored to assist patients to manage post-treatment health issues effectively. Method In this pre-post intervention cohort study, participants were recruited on completion of cancer treatment. Participants recruited preimplementation, who received usual care, comprised the control group. Participants recruited later formed the intervention group. In the intervention group, the Cancer Care Coordinator developed an individualised, structured Cancer Survivor Self-management Care Plan. Participants were interviewed on completion of treatment (baseline) and at three months. Assessments concerned health needs (CaSUN), self-efficacy in adjusting and coping with cancer and health-related quality of life (FACIT-B or FACT-C). The impact of the intervention was determined by independent t-tests of change scores. Results The intervention (n = 32) and control groups (n = 35) were comparable on demographic and clinical characteristics. Sample mean age was 54 + 10 years. Cancer diagnoses were breast (82%) and colorectal (18%). Statistically significant differences (p < 0.05) indicated improvement in the intervention group for: (a) functional well-being, from the FACIT, (Control: M = −0.69, SE = 0.91; Intervention: M = 3.04, SE = 1.13); and (b) self-efficacy in maintaining social relationships, (Control: M = −0.333, SE = 0.33; Intervention: M = 0.621, SE = 0.27). No significant differences were found in health needs, other subscales of quality of life, the extent and number of strategies used in coping and adjusting to cancer and in other domains of self-efficacy. Conclusions While the results should be interpreted with caution, due to the non-randomised nature of the study and the small sample size, they indicate the potential benefits of tailored self-management interventions warrant further investigation in this context.

Self-gifting guilt : an examination of self-gifting motivations and post-purchase regret

Purpose Self-gifting is a performative process in which consumers purchase products for themselves. The literature to date remains silent on a determination and connection between the extents of post-purchase regret resulting from self-gifting behavior. The purpose of this paper is to examine identification and connection of self-gifting antecedents, self-gifting and the effect on post purchase regret. Design/methodology/approach This study claims the two antecedents of hedonistic shopping and indulgence drive self-gifting behaviors and the attendant regret. A total of 307 shoppers responded to a series of statements concerning the relationships between antecedents of self-gifting behavior and the effect on post-purchase regret. Self-gifting is a multi-dimensional construct, consisting of therapeutic, celebratory, reward and hedonistic imports. Confirmatory factor analysis and AMOS path modeling enabled examination of relationships between the consumer traits of hedonistic shopping and indulgence and the four self-gifting concepts. Findings Hedonic and indulgent shoppers engage in self-gifting for different reasons. A strong and positive relationship was identified between hedonic shoppers and reward, hedonic, therapeutic and celebratory self-gift motivations. hedonic shoppers aligned with indulgent shoppers who also engaged the four self-gifting concepts. The only regret concerning purchase of self-gifts was evident in the therapeutic and celebratory self-gift motivations. Research limitations/implications A major limitation was the age range specification of 18 to 45 years which meant the omission of older generations of regular and experienced shoppers. This study emphasizes the importance of variations in self-gift behaviors and of post-purchase consumer regret. Originality/value This research is the first examination of an hedonic attitude to shopping and indulgent antecedents to self-gift purchasing, the concepts of self-gift motivations and their effect on post-purchase regret.

Usefulness of a self-reported history of chickenpox in adult women in the Top End

Early determination of immune status is essential for the prevention and/or amelioration of disease following exposure to chickenpox. This is of particular significance for pregnant women because of the additional risks to the foetus or newborn.1 To determine the usefulness of a self-reported history of chickenpox in adult women in the Top End, we compared it with serological evidence of immunity.

Bioecological factors influencing women's alcohol consumption across the life span

Background Substantial changing trends in women’s alcohol consumption show increased proportions women drinking at risky/ high risk levels. Not confined to the younger female population, these increases are also occurring in older female age groups (aged 35 and over), posing a set of risks differing to those of their male counterparts. However, little research investigates the influences behind these changing trends. The current research examined multiple level influences (i.e. cultural, social and psychosocial on women’s drinking across a range of age groups. Methods Semi-structured telephone interviews were conducted with thirty-five women (aged 18-55) residing in Australia. Interview development was guided by an adaptation of Bronfenbrenner’s Bioecological Model of Development to assess multiple areas of influences from cultural through to psychosocial (i.e. intra-individual). Each interview took approximately 1 hour to complete. Findings Bronfenbrenner’s Bioecological Model could account for multiple-level factors impacting women’s drinking with multidirectional influences interacting across each level. Cultural influences included gender roles and national identity. Exosystem influences (e.g. infrastructure, legislation, and media) and microsystem influences (e.g. drinking context, family, partner and peer influence) were clearly identified as impacting drinking behaviours. Finally, at the psychosocial level, attitudes and expectations around the disinhibiting effects of alcohol and social facilitation emerged as key influences. Discussion The outcomes indicated the importance of these influences as women’s alcohol-related attitudes and behaviours changed across a woman’s life span and across age cohorts. Future research will build on these initial findings in order to underpin targeted interventions of the key factors influencing women’s drinking.

Capturing the 'authentic voice' : challenges and opportunities for voice and self-representation in two ABC storytelling projects

In recent years there has been a noticeable move by various public institutions, such as public service broadcasters and community media organisations, to capture and disseminate the voices and viewpoints of ‘ordinary people’ through inviting them to share stories about their lives. One of the foremost objectives of many such projects is to provide under-represented individuals and groups with an opportunity to express and represent themselves; as such, the capture and broadcast of ‘authentic voices’ is a central value. This paper discusses the notion of ‘authentic voice’, and questions the framing role of public media organisations in storytelling projects that aim to provide individuals with space for self-expression and self-representation. It considers the ways in which tensions arise on multiple levels when individuals are asked to express and represent themselves within projects and spaces that are managed by institutions. This paper begins by discussing the challenges and opportunities that arise within storytelling projects that are facilitated by public institutions and community media arts organisations, and that aim to amplify the voices of “ordinary people” (Thumim, 2009). It examines ways in which ‘voice’ is facilitated, curated, broadcast and distributed within such projects, particularly questioning the ways in which project facilitation and the curation of stories for public broadcast can both help and hinder the amplification of ‘authentic voice’. Furthermore, we seek to discuss how ‘authentic voice’ is defined, and what is involved in the process of amplification. The paper moves on to discuss a case study in order to demonstrate some of the tensions that are evident within a storytelling project that is managed by a public institution – Australia’s national broadcaster – and the ways these tensions impact upon the capture and broadcast of an ‘authentic voice’ for project participants. The Australian Broadcasting Corporation’s (ABC) ‘Heywire’ project is a storytelling competition and website that aims to ‘give voice’ to 16-22 year olds who live in rural, regional and remote parts of Australia. Looking at tensions that exist on organisational, political and philosophical levels within the Heywire project reveals a number of conflicts of interest and objectives between the institution and project participants. This leads us to question whether institutionally-managed storytelling projects can effectively support individuals to have an ‘authentic voice’, and whether struggles of aims and objectives diminish the personal benefits that people may derive from expressing and representing themselves within such projects.

How do Chinese fashion designers become global fashion leaders? A new perspective on legitimisation in China’s fashion system

The term fashion system describes inter-relationships between production and consumption, illustrating how the production of fashion is a collective activity. For instance, Yuniya Kawamura (2011) notes systems for the production of fashion differ around the globe and are subject to constant change, and Jennifer Craik (1994, 6) draws attention to an ‘array of competing and intermeshing systems cutting across western and non-western cultures. In China, Shanghai’s nascent fashion system seeks to emulate the Eurocentric system of Fashion Weeks and industry support groups. It promises designers a platform for global competition, yet there are tensions from within. Interaction with a fashion system inevitably means becoming validated or legitimised. Legitimisation in turn depends upon gatekeepers who make aesthetic judgments about the status, quality, and cultural value of a designers work (Becker 2008). My paper offers a new perspective on legitimisation that is drawn mainly from my PhD research. I argue that some Chinese fashion designers are on the path to becoming global fashion designers because they have embraced a global aesthetic that resonates with the human condition, rather than the manufactured authenticity of a Eurocentric fashion system that perpetuates endless consumption. In this way, they are able to ‘self-legitimise’. I contend these designers are ‘designers for humans’, because they are able to look beyond the mythology of fashion brands, and the Eurocentric fashion system, where they explore the tensions of man and culture in their practice. Furthermore, their design ethos pursues beauty, truth and harmony in the Chinese philosophical sense, as well as incorporating financial return in a process that is still enacted through a fashion system. Accordingly, cultural tradition, heritage and modernity, while still valuable, have less impact on their practice.