Purpose: Drawing on ego depletion theory, this study aims to provide insights into the effect of work-family conflict on the high-speed railway (HSR) drivers’ safety performance by examining the mediating role of ego depletion and the moderating roles of work-family centrality and supervisor...

In a 1997 paper, Hansen and Jagannathan develop two pricing error measures for asset pricing models. The first measure is the maximum pricing error on given test assets, and the second measure is the maximum pricing error over all possible contingent claims. We develop a simulation-based...

Stocks with recent past high idiosyncratic volatility have low future average returns around the world. Across 23 developed markets, the difference in average returns between the extreme quintile portfolios sorted on idiosyncratic volatility is -1.31% per month, after controlling for world...

A small-scale pilot project was built for the pavement-solar energy utilization in this paper. An automatic data acquisition system was designed to measure the effectiveness of the pavement solar energy system based on the operation data of 24h a day in both summer and winter. Through 69days...

We examine aggregate idiosyncratic volatility in 23 developed equity markets, measured using various methodologies. We find no evidence of upward trends after extending the sample to 2008. Instead, idiosyncratic volatility is well described by a stationary autoregressive process that...

In this paper, we consider the phenomenon of stochastic resonance (SR) in an asymmetric bistable system with coloured noises and periodic rectangular signal. Expression of the signal-to-noise ratio (SNR) has been obtained under the adiabatic limit. We investigate the effect of any system...