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Article
Publication date: 4 April 2016

Greg Stocks and Sean Slater

The purpose of this paper is to investigate the impact of a six-and-a-half day, Positive Behaviour Support (PBS) informed training course on staff’s self-efficacy and outcome…

1188

Abstract

Purpose

The purpose of this paper is to investigate the impact of a six-and-a-half day, Positive Behaviour Support (PBS) informed training course on staff’s self-efficacy and outcome expectations of managing challenging behaviour (CB). Training programmes for other non-psychology staff were deemed necessary due to the high demand for services and the specialist knowledge held by other professionals or carers.

Design/methodology/approach

A repeated measures design was used to capture changes in specific self-efficacy and outcome expectations before and after the training programme. A questionnaire methodology was employed.

Findings

Staff self-efficacy and positive outcome expectations increased on all four measured variables following training: understanding of CB, working out the functions of CB, developing and implementing a PBS plan, and managing CB for the benefit of the service user.

Research limitations/implications

These findings are considered in light of previous research suggesting an impact on staff practice and burnout.

Practical implications

The findings suggest that the training model delivers changes in staff cognition and may be useful in other locations where demand for services is likely to increase in the future.

Originality/value

This research considers the impact of a medium length PBS training on staff cognition, evidencing the model’s utility in the current service context.

Details

Tizard Learning Disability Review, vol. 21 no. 2
Type: Research Article
ISSN: 1359-5474

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Available. Content available
Article
Publication date: 1 April 2003

Stan Abraham

186

Abstract

Details

Strategy & Leadership, vol. 31 no. 2
Type: Research Article
ISSN: 1087-8572

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Article
Publication date: 11 September 2017

Greg Richey

The purpose of this paper is to investigate the return performance of a portfolio of US “vice stocks,” firms that manufacture and sell products such as alcohol, tobacco, gaming…

1309

Abstract

Purpose

The purpose of this paper is to investigate the return performance of a portfolio of US “vice stocks,” firms that manufacture and sell products such as alcohol, tobacco, gaming services, national defense and firearms, adult entertainment, and payday lenders.

Design/methodology/approach

Using daily return data from a portfolio of vice stocks over the period 1987-2016, the author computes the Jensen’s α (capital asset pricing model (CAPM)), Fama-French Three-Factor, Carhart Four-Factor, and Fama-French Five-Factor results for the complete portfolio, and each vice industry individually.

Findings

The results from the CAPM, Fama-French Three-Factor Model, and the Carhart Four-Factor Model show a positive and significant α for the vice portfolio throughout the sample period. However, the α’s significance disappears with the addition of the explanatory variables from the Fama-French Five-Factor Model.

Originality/value

The author provides academics and practitioners with results from a new model. As of this writing, the author is unaware of any articles published in peer-reviewed academic journals that investigate vice stocks within the framework of the Fama-French Five-Factor Model (2015). First, the existing literature does not shed light on the relationship between “profitability” and “aggressiveness” (the fourth and fifth factors of the Fama-French Model) and vice stock returns. Second, within the framework of the Fama-French Five-Factor Model, the author shows results not only from a portfolio of vice stocks, but from various vice industries as well.

Details

Managerial Finance, vol. 43 no. 9
Type: Research Article
ISSN: 0307-4358

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Article
Publication date: 5 December 2016

Greg Gregoriou, François-Éric Racicot and Raymond Théoret

The purpose of this paper is to test the new Fama and French (2015) five-factor model relying on a thorough sample of hedge fund strategies drawn from the Barclay’s Global hedge…

1523

Abstract

Purpose

The purpose of this paper is to test the new Fama and French (2015) five-factor model relying on a thorough sample of hedge fund strategies drawn from the Barclay’s Global hedge fund database.

Design/methodology/approach

The authors use a stepwise regression to identify the factors of the q-factor model which are relevant for the hedge fund strategy analysis. Doing so, the authors account for the Fung and Hsieh seven factors which prove very useful in the explanation of the hedge fund strategies. The authors introduce interaction terms to depict any interaction of the traditional Fama and French factors with the factors associated with the q-factor model. The authors also examine the dynamic dimensions of the risk-taking behavior of hedge funds using a BEKK procedure and the Kalman filter algorithm.

Findings

The results show that hedge funds seem to prefer stocks of firms with a high investment-to-assets ratio (low conservative minus aggressive (CMA)), on the one hand, and weak firms’ stocks (low robust minus weak (RMW)), on the other hand. This combination is not associated with the conventional properties of growth stocks – i.e., low high minus low (HML) stocks – which are related to firms which invest more (low CMA) and which are more profitable (high RMW). Finally, small minus big (SMB) interacts more with RMW while HML is more correlated with CMA. The conditional correlations between SMB and CMA, on the one hand, and HML and RMW, on the other hand, are less tight and may change sign over time.

Originality/value

To the best of the authors’ knowledge, the authors are the first to cast the new Fama and French five-factor model in a hedge fund setting which account for the Fung and Hsieh option-like trading strategies. This approach allows the authors to better understand hedge fund strategies because q-factors are useful to study the dynamic behavior of hedge funds.

Details

Managerial Finance, vol. 42 no. 12
Type: Research Article
ISSN: 0307-4358

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Book part
Publication date: 29 January 2019

H. Kent Baker, Greg Filbeck and Halil Kiymaz

Abstract

Details

The Savvy Investor’s Guide to Pooled Investments
Type: Book
ISBN: 978-1-78973-213-9

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Book part
Publication date: 29 January 2019

H. Kent Baker, Greg Filbeck and Halil Kiymaz

Abstract

Details

The Savvy Investor’s Guide to Pooled Investments
Type: Book
ISBN: 978-1-78973-213-9

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Book part
Publication date: 13 July 2021

H. Kent Baker, Greg Filbeck and Andrew C. Spieler

Abstract

Details

The Savvy Investor's Guide to Building Wealth through Alternative Investments
Type: Book
ISBN: 978-1-80117-135-9

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Article
Publication date: 1 February 2002

EDWARD A. DYL, H. DOUGLAS WITTE and LARRY R. GORMAN

We examine tick sizes, stock prices, and share turnover in eighteen stock markets in developed countries and find that differences in mandatory tick sizes explain a significant…

257

Abstract

We examine tick sizes, stock prices, and share turnover in eighteen stock markets in developed countries and find that differences in mandatory tick sizes explain a significant proportion of the variation in stock prices among markets, and that lower percentage tick sizes are not associated with higher turnover. We consider the implications of these findings for the recent decimalization of stock trading in the United States, and conclude that decimal trading is likely to result in lower stock prices (due to stock splits) with no substantial change in dollar trading volume.

Details

Studies in Economics and Finance, vol. 20 no. 2
Type: Research Article
ISSN: 1086-7376

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Book part
Publication date: 29 January 2019

H. Kent Baker, Greg Filbeck and Halil Kiymaz

Abstract

Details

The Savvy Investor’s Guide to Pooled Investments
Type: Book
ISBN: 978-1-78973-213-9

Access Restricted. View access options
Book part
Publication date: 13 July 2021

H. Kent Baker, Greg Filbeck and Andrew C. Spieler

Abstract

Details

The Savvy Investor's Guide to Building Wealth through Alternative Investments
Type: Book
ISBN: 978-1-80117-135-9

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