In the paper a new approach to the modelling of common components in long memory processes is introduced. The approach is based on a two-step procedure relying on Fourier transform methods (…rst step) and principal components analysis (second step), which, di¤erently from previous contributions to the literature, allows the modelling of large data sets, both in terms of temporal and cross-secti...

We construct investor sentiment of UK stock market using the procedure of principal component analysis. Using sentiment-augmented EGARCH component model, we analyse the impacts of sentiment on market excess return, the permanent component of market volatility and the transitory component of market volatility. Bullish sentiment leads to higher market excess return while bearish sentiment leads t...

This paper aims to demonstrate the process of conducting a secondary analysis of primary qualitative datasets. Whilst there is a well-established tradition of carrying out a secondary analysis of quantitative datasets within social and health research, this has not been the case with qualitative datasets. Despite a recent growth in interest in the secondary analysis of qualitative data, very li...

The purpose of this study was to test the structural and criterion validity of scores derived from the Relatedness to Others in Physical Activity Scale (ROPAS). The participants (n1 = 893; n2 = 522) completed the ROPAS in addition to demographic questions (study 1) and well-being indicators (study 2) using cross-sectional, nonexperimental surveys. Confirmatory factor analysis (study 1) supporte...