Thesis (Ph. D.)--New York University, 1915. / Includes bibliographical references.

Assessment of employee’s or job applicant’s occupational safety is typically limited to the use of self-report safety scales, and/or examining their accident history. The present study investigated whether a series of spot the difference puzzles could be used as a valid measure of an employee’s safety orientation. The validation of the spot the difference puzzle tool was conducted on a working sample from a construction company. The first task-required employees to complete a series of ten spot the difference puzzles containing five neutral and five safety differences. Measures of a number of safety constructs, and accident history ratings were then taken from both employees and their supervisors. Supervisors were to rate each of their employee’s on a series of the safety constructs and past accident frequencies, while employees completed these same measures using a self-report scale. Results from employee and supervisor safety measures were then correlated with scores from the spot the difference puzzles. The primary aim of the research was to validate the use of the spot the difference puzzles in measuring a job applicant’s safety orientation during recruitment. Forty employees, and four supervisors holding a range of construction based jobs participated in the study. Results confirmed that a subset of five of the puzzles produced significant relationships with measures of an employee’s safety knowledge, motivation and co-worker caring. In addition, results found that safety knowledge and motivation produced significant relationships with measures of employee accident history. With many current measures of safety being effected by biases, such as social desirability, memory recall and impression management, this subset of puzzles may provide organisations with an objective and unbiased tool to measure safety orientation during recruitment.

No description available.

Thesis (M.S.)--Montana State University--Bozeman, 2005. / Typescript. Chairperson, Graduate Committee: Richard A. Block. Includes bibliographical references (leaves 34-37).

Submitted by Paula Quirino (paula.quirino@ufpe.br) on 2015-03-04T18:58:57Z No. of bitstreams: 1 Dissertaçao de OLLYVER, L. O TRATAMENTO DOS TERMOS SINGULARES EM FREGE E RUSSELL.pdf: 442594 bytes, checksum: 45583ff22b7217b2bb0173608e298f83 (MD5) / Made available in DSpace on 2015-03-04T18:58:57Z (GMT). No. of bitstreams: 1 Dissertaçao de OLLYVER, L. O TRATAMENTO DOS TERMOS SINGULARES EM FREGE E RUSSELL.pdf: 442594 bytes, checksum: 45583ff22b7217b2bb0173608e298f83 (MD5) Previous issue date: 2013 / O objetivo deste trabalho é colocar numa balança através da analise das teorias de Frege e Russell quanto a maneira como eles propõem uma teoria da referência para os termos singulares. A leitura destes trabalhos é realizada a partir dos puzzles lógicos. Verificando quais destas podem nos oferecer uma teoria mais sólida sobre a referência destes termos. Usamos como método a apresentação dos puzzles lógicos e posteriormente como as posições mencionadas lidam com eles. É utilizado como critério de avaliação destas teorias qual delas é capaz de responder melhor a cada um dos puzzles apresentados. Será abordado também as críticas destas posições também serão levadas em consideração antes de concluirmos algo a favor de uma ou outra posição.

published_or_final_version / abstract / Chinese Historical Studies / Master / Master of Arts

<p>The central puzzles in financial economics commonly include</p><p>violations of the expectations hypotheses, predictability of excess returns, and the levels and volatilities of nominal bond yields, in addition to well-known equity premium and the risk-free rate puzzles.</p><p>Equally surprising is the recent evidence on large moves in asset prices, and the over-pricing of the out-of-the-money index put options relative to standard models. In this work, I argue that the long-run risks type model can successfully explain these features of financial markets. I present robust empirical evidence which supports the main economic channels in the model. Finally, I develop econometric methods to estimate and test the model, and find that it delivers plausible preference and model parameters and provides a good fit to the asset-price and macroeconomic data.</p><p>In the first chapter, which is co-authored with Ravi Bansal, we present a long-run risks based equilibrium model that can quantitatively explain the violations of expectations hypotheses and predictability of returns in bond and currency markets. The key ingredients of the model include a low-frequency predictable component in consumption, time-varying consumption volatility and investor's preferences for early resolution of uncertainty. In this model, varying consumption volatility in the presence of the predictable consumption component leads to appropriate variation in bond yields and the risk premia to provide an explanation for the puzzling violations of the expectations hypothesis. Using domestic and foreign consumption and asset markets data we provide direct empirical support for the economic channels highlighted in the paper.</p><p>In the second chapter, co-authored with Ravi Bansal, we develop a general equilibrium model in which income and dividends are smooth, but asset prices are subject to large moves (jumps). A prominent feature of the model is that the optimal decision of investors to learn the unobserved state triggers large asset-price jumps. We show that the learning choice is critically determined by preference parameters and the conditional volatility of income process. An important prediction of the model is that income volatility predicts future jumps, while the variation in the level of income does not. We find that indeed in the data large moves in returns are predicted by consumption volatility, but not by the changes in the consumption level. In numerical calibrations, we show that the model can quantitatively capture these novel features of the data.</p><p>In the third chapter, I present a long-run risks type model where consumption shocks are Gaussian, and the agent learns about unobserved expected growth from the cross-section of signals. The uncertainty about expected growth (confidence measure), as in the data, is time-varying and subject to jump-like risks. I show that the confidence jump risk channel can quantitatively account for the option price puzzles and large moves in asset prices, without hard-wiring jumps into consumption. Based on two estimation approaches, the model provides a good fit to the option price, confidence measure, returns and consumption data, at the plausible preference and model parameter values.</p> / Dissertation

There is no abstract available for this thesis.

Honors Project--Smith College, Northampton, Mass., 2009. / Includes bibliographical references (p. 44).

Thesis (M.S. in Psychology)--Vanderbilt University, Aug. 2005. / Title from title screen. Includes bibliographical references.