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A equação de Black-Scholes com ação impulsiva / The Black-Scholes equation with impulse actionEveraldo de Mello Bonotto 13 June 2008 (has links)
Impulsos são perturbações abruptas que ocorrem em curto espaço de tempo e podem ser consideradas instantâneas. E os mercados financeiros estão sujeitos a choques bruscos como mudanças de governos, quebra de empresas, entre outros. Assim, é natural considerarmos a ação de tais eventos na precificação de ativos financeiros. Nosso objetivo neste trabalho é obtermos uma formulação para a equação diferencial parcial de Black-Scholes com ação impulsiva de modo que os impulsos representem estes choques. Utilizaremos a teoria de integração não-absoluta em espaço de funções para obtenção desta formulação / Impulses describe the evolution of systems where the continuous development of a process is interrupted by abrupt changes of state. Financial markets are subject to extreme events or shocks as government changes, companies colapse, etc. Thus it seems natural to consider the action of these events in the valuation of derivative securities. The aim of this work is to obtain a formulation for the Black-Scholes equation with impulse action where the impulses can represent these shocks. We use the non-absolute integration theory in functional spaces to obtain such formulation
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Hallå, behöver du verkligen den där? : En studie om interna och externa faktorers påverkan på impulsivt köpbeteende i den digitala modehandeln / Hey, do you really need that? : A study regarding internal and external influences on impulsive buying behaviour in the digital fashion commerceNilsson, Ida, Jakobsson, Emmy January 2021 (has links)
Den digitala utvecklingen i dagens samhälle ger konsumenter reklam och erbjudande vart de än kollar. Via sociala medier når företag lätt ut till sin målgrupp och kan med små medel påverka konsumentens behov. Detta har skapat ett nytt sätt att konsumera där konsumenter inte endast handlar nödvändigheter utan skapar ett eget behov i takt med att den ständiga exponeringen för nya produkter. Denna exponeringen leder till impulsiva köp. I denna studie har en kvantitativ enkät och en kvalitativ intervju använts för att kartlägga konsumentens köpbeteende. Syftet är att undersöka de interna och externa faktorer sompåverkar konsumenternas impulsiva köpbeteende. Den kvantitativa enkäten användes för att ge en generell bild av konsumenternas köpbeteende för att sedan kompletteras med intervjuernas mer djupgående svar. Studiens resultat presenteras och analyseras utifrån tre utvalda kategorier som varit grund till enkät- och intervjufrågorna. Kategorierna utgår från studiens valda teoretiska perspektiv som innefattar modellerna Consumer Impulsive Formation Enactment (CIFE) och The Stimulus-Organism-Response (S-O-R). Modellerna används som hjälpmedel för att kartlägga konsumenternas beteende gällande såväl interna som externa faktorer. Utifrån modellerna har ett eget teoretiskt ramverk utvecklats för studien. Modellen heter DIA-modellen och är en sammanfattning av studiens teoretiska perspektiv och används för att kartlägga impulsiva konsumentbeteende i den digitala modehandeln. Modellen utgår ifrån följande kategorier: digitalt köpbeteende, impulsivt köpbeteende och affektiv påverkan. En slutsats som kan dras av denna undersökning är att de miljöpåverkande och externa faktorerna spelar en stor roll i skapandet av konsumenternas behov. Resultatet visade att respondenterna ansågs sig göra oplanerade köp som en följd avett behov som uppkom först när de presenterades för produkten i fråga. Detta visade sig även ha en större påverkan på de yngre respondenterna som påverkades i större utsträckning via sociala medier och dess omgivning. De interna faktorer som visade sig vara avgörande var utvärderingen och motiveringen av köpet. För vidare studier kan förslagsvis skillnader påmän och kvinnors impulsiva köpbeteende undersökas för att se om där finns skillnader. Studiens begränsningar är det utvalda kategorier som undersöker hur interna och externa faktorer påverkar impulsivt köpbeteende. Om konsumenten ansåg sig kunna motivera sitt köp i utvärderingsprocessen var möjligheten större att denne gjorde impulsiva inköp. Så som konsument gäller de att ställa sig själv och sin omgivning frågan: ” Hallå, behöver duverkligen den där?” / The digital development in today's society gives consumers advertising and offers wherever they look. Companies can easily reach their target group and easily influence the consumer's needs through social media. Today consumers not only buy their necessaries but also what they consider they want. This exposure leads to impulsive purchases. I denna studie har en kvantitativ enkät och en kvalitativ intervju använts för att kartlägga konsumentens köpbeteende. Syftet är att undersöka de interna och externa faktorer som påverkar konsumenternas impulsiva köpbeteende. Den kvantitativa enkäten användes för att ge en generell bild av konsumenternas köpbeteende för att sedan kompletteras med intervjuernas mer djupgående svar. Studiens resultat presenteras och analyseras utifrån tre utvalda kategorier som varit grund till enkät- och intervjufrågorna. Kategorierna utgår från studiens valda teoretiska perspektiv som innefattar modellerna Consumer Impulsive Formation Enactment (CIFE) och The Stimulus-Organism-Response (S-O-R). Modellerna används som hjälpmedel för att kartlägga konsumenternas beteende gällande såväl interna som externa faktorer. Utifrån modellerna har ett eget teoretiskt ramverk utvecklats för studien. Modellen heter DIA-modellen och är en sammanfattning av studiens teoretiska perspektiv och används för att kartlägga impulsiva konsumentbeteende i den digitala modehandeln. Modellen utgår ifrån följande kategorier: digitalt köpbeteende, impulsivt köpbeteende och affektiv påverkan. En slutsats som kan dras av denna undersökning är att de miljöpåverkande och externa faktorerna spelar en stor roll i skapandet av konsumenternas behov. Resultatet visade att respondenterna ansågs sig göra oplanerade köp som en följd av ett behov som uppkom först när de presenterades för produkten i fråga. Detta visade sig även ha en större påverkan på de yngre respondenterna som påverkades i större utsträckning via sociala medier och dess omgivning. De interna faktorer som visade sig vara avgörande var utvärderingen och motiveringen av köpet. För vidare studier kan förslagsvis skillnader på män och kvinnors impulsiva köpbeteende undersökas för att se om där finns skillnader. Studiens begränsningar är det utvalda kategorier som undersöker hur interna och externa faktorer påverkar impulsivt köpbeteende. Om konsumenten ansåg sig kunna motivera sitt köp i utvärderingsprocessen var möjligheten större att denne gjorde impulsiva inköp. Så som konsument gäller de att ställa sig själv och sin omgivning frågan: ” Hallå, behöver du verkligen den där?
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El precio, el perceived usefulness y el perceived enjoyment con relación al impulse buying en las plataformas de social commerce / The price, perceived usefulness and perceived enjoyment in relation to impulse buying on social commerce platformsSeminario Alberca, Guillermo Martín, Lebrún Quevedo, Rodrigo André 04 December 2021 (has links)
El comercio social, también llamado comercio por redes sociales, ha ido creciendo en los últimos años tanto en el mundo como en el contexto peruano, llegando a ser un canal muy aprovechado para la venta tanto minorista como mayorista y más aún ante la propagación de la pandemia del Covid-19 que dificulta las ventas presenciales. Ante lo mencionado anteriormente, el estudio cuantitativo con 400 encuestas realizadas, busca identificar las relaciones entre las variables de precio, utilidad percibida, disfrute percibido y compra impulsiva en plataformas de comercio social. Se identificó que el precio se relaciona significativamente con la utilidad percibida, ya que mientras el cliente visualiza precios más bajos y/o atractivos en dichas plataformas, mayor será su utilidad percibida. Además, la utilidad percibida y el disfrute percibido tienen una relación significativa con la compra impulsiva en los canales sociales en cuestión, teniendo en cuenta que a mayor utilidad y disfrute percibido de los usuarios mayor será la probabilidad de compra impulsiva. / Social commerce, also called commerce through social networks, has been growing in recent years both in the world and in the Peruvian context, becoming a very used channel for both retail and wholesale sales and even more so in the face of the spread of the Covid-19 pandemic that hinders face-to-face sales. Given the aforementioned, the quantitative study with 400 surveys carried out, seeks to identify the relationships between the variables of price, perceived usefulness, perceived enjoyment and impulse buying in social commerce platforms. It was identified that the price is significantly related to the perceived usefulness, since while the client visualizes lower and / or attractive prices in these platforms, the greater will be his perceived usefulness. In addition, the perceived usefulness and the perceived enjoyment have a significant relationship with the impulse buying in the social channels in question, taking into account that the greater the utility and perceived enjoyment of the users, the greater the probability of impulse buying. / Trabajo de investigación
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Embedded and validated control algorithms for the spacecraft rendezvous / Algorithmes de commande embarqués et validés pour le rendez-vous spatialArantes Gilz, Paulo Ricardo 17 October 2018 (has links)
L'autonomie est l'une des préoccupations majeures lors du développement de missions spatiales que l'objectif soit scientifique (exploration interplanétaire, observations, etc) ou commercial (service en orbite). Pour le rendez-vous spatial, cette autonomie dépend de la capacité embarquée de contrôle du mouvement relatif entre deux véhicules spatiaux. Dans le contexte du service aux satellites (dépannage, remplissage additionnel d'ergols, correction d'orbite, désorbitation en fin de vie, etc), la faisabilité de telles missions est aussi fortement liée à la capacité des algorithmes de guidage et contrôle à prendre en compte l'ensemble des contraintes opérationnelles (par exemple, saturation des propulseurs ou restrictions sur le positionnement relatif entre les véhicules) tout en maximisant la durée de vie du véhicule (minimisation de la consommation d'ergols). La littérature montre que ce problème a été étudié intensément depuis le début des années 2000. Les algorithmes proposés ne sont pas tout à fait satisfaisants. Quelques approches, par exemple, dégradent les contraintes afin de pouvoir fonder l'algorithme de contrôle sur un problème d'optimisation efficace. D'autres méthodes, si elles prennent en compte l'ensemble du problème, se montrent trop lourdes pour être embarquées sur de véritables calculateurs existants dans les vaisseaux spatiaux. Le principal objectif de cette thèse est le développement de nouveaux algorithmes efficaces et validés pour le guidage et le contrôle impulsif des engins spatiaux dans le contexte des phases dites de "hovering" du rendez-vous orbital, i.e. les étapes dans lesquelles un vaisseau secondaire doit maintenir sa position à l'intérieur d'une zone délimitée de l'espace relativement à un autre vaisseau principal. La première contribution présentée dans ce manuscrit utilise une nouvelle formulation mathématique des contraintes d'espace pour le mouvement relatif entre vaisseaux spatiaux pour la conception d'algorithmes de contrôle ayant un traitement calculatoire plus efficace comparativement aux approches traditionnelles. La deuxième et principale contribution est une stratégie de contrôle prédictif qui assure la convergence des trajectoires relatives vers la zone de "hovering", même en présence de perturbations ou de saturation des actionneurs. [...] / Autonomy is one of the major concerns during the planning of a space mission, whether its objective is scientific (interplanetary exploration, observations, etc.) or commercial (service in orbit). For space rendezvous, this autonomy depends on the on-board capacity of controlling the relative movement between two spacecraft. In the context of satellite servicing (troubleshooting, propellant refueling, orbit correction, end-of-life deorbit, etc.), the feasibility of such missions is also strongly linked to the ability of the guidance and control algorithms to account for all operational constraints (for example, thruster saturation or restrictions on the relative positioning between the vehicles) while maximizing the life of the vehicle (minimizing propellant consumption). The literature shows that this problem has been intensively studied since the early 2000s. However, the proposed algorithms are not entirely satisfactory. Some approaches, for example, degrade the constraints in order to be able to base the control algorithm on an efficient optimization problem. Other methods accounting for the whole set of constraints of the problem are too cumbersome to be embedded on real computers existing in the spaceships. The main object of this thesis is the development of new efficient and validated algorithms for the impulsive guidance and control of spacecraft in the context of the so-called "hovering" phases of the orbital rendezvous, i.e. the stages in which a secondary vessel must maintain its position within a bounded area of space relatively to another main vessel. The first contribution presented in this manuscript uses a new mathematical formulation of the space constraints for the relative motion between spacecraft for the design of control algorithms with more efficient computational processing compared to traditional approaches. The second and main contribution is a predictive control strategy that has been formally demonstrated to ensure the convergence of relative trajectories towards the "hovering" zone, even in the presence of disturbances or saturation of the actuators.[...]
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Examining the influence of hyperactive-impulsive symptoms, self control and peer competence on peer victimization and engagement in bullyingRubcich, Deidre M. 01 January 2014 (has links)
The ADHD symptoms of hyperactivity and impulsivity have detrimental effects on children's social functioning and increase their risk of being victimized by peers and engaging in bullying behaviors (Unnever & Cornell, 2003;Wiener & Mak, 2009). In particular, the specific social skills of peer competence and self-control were examined to determine if there was a mediating or indirect effect on peer victimization or engagement in bullying behaviors. Participants in this study included 707 children from the NICHD Study of Early Child Care and variables were measured in the 3 rd , 5 th , and 6 th grades. Results indicated no direct effects between hyperactive/impulsive symptoms and peer victimization or engagement in bullying. However, a significant indirect effect between hyperactive/impulsive symptoms in the 3 rd grade and peer victimization in the 6 th grade via peer competence in the 5 th grade was found. Evidence of an indirect effect between hyperactive/impulsive symptoms and peer victimization via self-control skills was also found. A significant relationship between hyperactive/impulsive symptoms and engagement in bullying through peer competence was not found. Finally, results suggested a significant indirect effect between hyperactive/impulsive symptoms and engagement in bullying behavior through self-control skills.
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Influencer Marketing & Impulsive Buying : A Quantitative Study On Influencer Marketing and Discount Codes Effect On Impulsive Buying and Purchase SatisfactionEgelbäck Starud, Elin, Claesson, Elsa January 2023 (has links)
Influencer marketing is a new marketing strategy that has risen in popularity to be used by businesses during the last decade. Even though studies have been previously made on influencer marketing, little research has been made specifically on influencer marketing in combination with their discount codes being offered. The main purpose of this research paper is to examine the connection between the discount codes and the effect it might have on consumers' purchase intention, behavior and impulsive buying. Furthermore, the satisfactory levels after a purchase due to influencer marketing has been examined as it has not been seen in previous studies. The findings revealed that consumers are directly affected by influencer discount codes, causing impulsive buying to a certain level and affects the purchase intentions and decision-making in a faster manner. Furthermore, consumers who had purchased products due to influencer marketing obtained a high satisfactory level post-purchase. The same result could be seen both with and without discount codes. These results contribute to a positive insight of influencer marketing for businesses as the majority of the consumers were satisfied with their purchases. The research paper is written in english.
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No Differences in Value-Based Decision-Making Due to Use of Oral ContraceptivesLewis, Carolin A., Kimmig, Ann-Christin S., Kroemer, Nils B., Pooseh, Shakoor, Smolka, Michael N., Sacher, Julia, Derntl, Birgit 07 June 2023 (has links)
Fluctuating ovarian hormones have been shown to affect decision-making processes in
women. While emerging evidence suggests effects of endogenous ovarian hormones
such as estradiol and progesterone on value-based decision-making in women, the
impact of exogenous synthetic hormones, as in most oral contraceptives, is not clear. In a
between-subjects design, we assessed measures of value-based decision-making in
three groups of women aged 18 to 29 years, during (1) active oral contraceptive intake
(N = 22), (2) the early follicular phase of the natural menstrual cycle (N = 20), and (3) the
periovulatory phase of the natural menstrual cycle (N = 20). Estradiol, progesterone,
testosterone, and sex-hormone binding globulin levels were assessed in all groups via
blood samples. We used a test battery which measured different facets of value-based
decision-making: delay discounting, risk-aversion, risk-seeking, and loss aversion. While
hormonal levels did show the expected patterns for the three groups, there were no
differences in value-based decision-making parameters. Consequently, Bayes factors
showed conclusive evidence in support of the null hypothesis. We conclude that women
on oral contraceptives show no differences in value-based decision-making compared to
the early follicular and periovulatory natural menstrual cycle phases.
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Paths Toward Impulsive Buying: The Effect of Credit Use and Debt Avoidance on the Paths Between Money Attitudes and Impulsive Buying Among U.S. College StudentsSybrowsky, Jacob Prior 15 June 2007 (has links) (PDF)
Money attitudes modeled in the home are an important part of a child's economic socialization. Although not always labeled as such, earlier literature clearly addressed this type of child learning through observation, interaction, and direct familial involvement (Rettig, 1986). Families operate as one of society's most salient economic socializing agents as they provide environments conducive to human development, information networks, role models, and grants and exchanges (Rettig, 1983). The research reported here addresses the economic socialization of children and their money attitudes as emerging adults. The current study investigated the role of money attitudes (power, anxiety, and distrust) by examining their contribution to impulsive buying among college students. Building on the groundbreaking work of Roberts and Jones (2001), this research also examined credit use and debt avoidance as potential moderators between money attitudes and impulsive buying. Contrary to the way money attitudes have been modeled in previous research, this study found support indicating that the anxiety attitude scale was not an antecedent to impulsive buying. Instead the scale as originally created (Yamauchi & Templar, 1982) was found to consist of two highly correlated subscales, one conceptualized as an antecedent to impulsive buying and the other may be more appropriately modeled as a result of it. Secondly, when tested as moderators, although some of the interaction terms between the money attitudes and behaviors were significant, neither credit use nor debt avoidance was found to be a significant moderator. This indicates a potential need for further research on the relationship between this measure and impulsive buying. Clarification made in the research reported here between anxiety and compulsive buying provides an insight that money attitudes are not all the same. Evidence suggests that some attitudes are precursors to behavior while other attitudes may be the result of behavior. With the passage of time, the drive to seek anxiety relief through impulsive buying may unwittingly fold back to greater rather than less anxiety. Impulsive buying based on anxiety then becomes a belief in relief that is not real. The proposed new attitude-behavioral model acknowledges the difference in money attitudes, that some are best conceptualized as predictors of impulsive buying while others are better conceptualized as a by-product of the behavior. Using this model in future research will acknowledge the potential of a circular relationship between attitude-behaviors and attendant implications for helping individuals and families. For this study, data was collected from students attending ten universities, located mostly in the state of Utah. There were 709 respondents used in this study, substantially more than have been used in similar studies. Demographically, there was a representative mix of male and female respondents and a balanced mix of age groups with a slight shift toward older students. Demographic information also includes respondent's reported race, home state, age, year in school, and family income. In accordance with the research of Roberts and Jones (2001), using ordinary least squares regression, the unconstrained traditional model was tested. Regression analysis of impulsive buying was preformed on money attitudes (anxiety, power, and distrust), controlling for age, gender and income. Following the procedure that Aiken, West, Cohen and Cohen (2003) and Baron and Kenny (1986) outlined, the attitude-behavior relationships between money attitudes and impulsive buying for the potential effects of the two moderating variables-credit use and debt avoidance were also examined. In those models where a significant interaction effect was found, post-hoc analysis was used interpret the significant slope differences in the independent variables.
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Robust Speech Filter And Voice Encoder Parameter Estimation using the Phase-Phase CorrelatorAzad, Abul K. 08 November 2019 (has links)
In recent years, linear prediction voice encoders have become very efficient in terms of computing execution time and channel bandwidth usage while providing, in the absence of im- pulsive noise, natural sounding synthetic speech signals. This good performance has been achieved via the use of a maximum likelihood parameter estimation of an auto-regressive model of order ten that best fits the speech signal under the assumption that the signal and the noise are Gaussian stochastic processes. However, this method breaks down in the presence of impulse noise, which is common in practice, resulting in harsh or non-intelligible audio signals. In this paper, we propose a robust estimator of correlation, the Phase-Phase correlator that is able to cope with impulsive noise. Utilizing this correlator, we develop a Robust Mixed Excitation Linear Prediction encoder that provides improved audio quality for voiced, unvoiced, and transition speech segments. This is achieved by applying a statistical test to robust Mahalanobis distances for identifying the outliers in the corrupted speech signal, which are then replaced with filtered signals. Simulation results reveal that the proposed method outperforms in variance, bias, and breakdown point three other robust approaches based on the arcsin law, the polarity coincidence correlator, and the median- of-ratio estimator without sacrificing the encoder bandwidth efficiency and the compression gain while remaining compatible with real-time applications. Furthermore, in the presence of impulsive noise, the proposed speech encoder speech perceptual quality also outperforms the state of the art in terms of mean opinion score. / Doctor of Philosophy / Impulsive noise is a natural phenomenon in everyday experience. Impulsive noise can be analogous to discontinuities or a drastic change in natural progressions of events. Specifically in this research the disrupting events can occur in signals such as speech, power transmission, stock market, communication systems, etc. Sudden power outage due to lighting, maintenance or other catastrophic events are some of the reasons why we may experience performance degradation in our electronic devices. Another example of impulsive noise is when we play an old damaged vinyl records, which results in annoying clicking sounds. At the time instance of each click, the true music or speech or simply the audible waveform is completely destroyed. Other examples of impulse noise is a sudden crash in the stock market; a sudden dive in the market can destroy the regression and future predictions. Unfortunately, in the presence of impulsive noise, classical methods methods are unable to filter out the impulse corruptions.
The intended filtering objective of this dissertation is specific, but not limited, to speech signal processing. Specifically, research different filter model to determine the optimum method of eliminating impulsive noise in speech. Note, that the optimal filter model is different for time series signal model such as speech, stock market, power systems, etc. In our studies we have shown that our speech filter method outperforms the state of the art algorithms. Another major contribution of our research is in speech compression algorithm that is robust to impulse noise in speech. In digital signal processing, a compression method entails in representing the same signal with less data and yet convey the the same same message as the original signal. For example, human auditory system can produce sounds in the range of approximately 60 Hz and 3500 Hz, another word speech can occupy approximately 4000 Hz in frequency space. So the challenge is, can we compress speech in one of half of that space, or even less. This is a very attractive proposition because frequency space is limited but the wireless service providers desires to service as many users as possible without sacrificing quality and ultimately maximize the bottom line. Encoding impulse corrupted speech produces harsh quality of synthesized audio. We have shown if the encoding is done with the proposed method, synthesized audio quality is far superior to the sate of the art.
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TikTok Shopaholics : Unravelling the Emotive Influence of Time Pressure, Price Promotion, and Interaction on Gen Z’s Impulsive Cosmetic Purchases in Live Streaming.Omar, Iftin, Dewar, Ratchaneekorn January 2024 (has links)
Background: As businesses started to recognize the potential of live streaming platforms in reaching and engaging with their target audience, live streaming commerce (LSC) started to gain traction and popularity over the past few years. LSC, with its elements of time pressure, price promotion, and interaction, plays a significant role in influencing consumers’ impulsive buying behaviour. The live nature of these streams create a sense of urgency, making viewers feel like they need to act quickly before the opportunity is gone. Price promotions, such as limited-time discounts or exclusive deals, entice viewers to make impulsive purchases to take advantage of the savings. Moreover, the interactive aspect of live streaming allows viewers to ask questions and receive real-time responses, which enhances the overall shopping experience and can further stimulate impulsive buying. Purpose: The aim of this thesis is to investigate how Gen Z consumers’ impulsive buying behaviour of cosmetics through LSC is influenced by three factors, being; time pressure, price promotion, and interaction. As well as how emotions such as the feeling of urgency, the feeling of excitement, and perceived enjoyment could mediate this relationship. Methodology: A deductive research approach and a quantitative method was selected and utilised for this research. To gather data, a self-completion questionnaire was developed in Google Forms, taking into consideration ethical and societal factors. A total of 312 valid responses were collected, which were then subjected to descriptive analysis, correlation analysis, reliability analysis, regression analysis, and mediation analysis. Findings: The results of this research revealed that H2 and H3 were accepted, indicating that price promotion and interaction have a significant positive impact on Gen Z consumers’ impulsive buying behaviour in LSC. In the same vein, H1a, H2a, and H3a, i.e., the feeling of urgency, excitement, and perceived enjoyment were accepted. However, H1, measuring the influence of time pressure, was rejected. Conclusion: This study concluded that price promotion (H2) and interaction (H3) have a positive influence on the impulsive buying behaviour of Generation Z consumers. However, time pressure (H1) was not found to have a significant impact. Additionally, the results indicate that the feeling of urgency (H1a) mediates the relationship between time pressure and impulsive buying behaviour, the feeling of excitement (H2a) mediates the relationship between price promotion and impulsive buying behaviour, and perceived enjoyment (H3a) mediates the relationship between interaction and impulsive buying behaviour among Gen Z consumers in Sweden. Keywords: “Live Streaming Commerce” “Live Streaming E-commerce” “Time Pressure” “Price Promotion” “Interaction” “Impulsive Buying Behaviour” “Urgency” “Excitement” “Perceived Enjoyment” “Quantitative Research”.
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