• Title/Summary/Keyword: unusual data

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Survey on the High-Caffeine Energy Drink Consumption Status of University Students in Seoul (서울 지역 대학생의 고카페인 에너지음료 소비 실태 조사)

  • Yoo, Hyun Suk;Sim, Ki Hyeon
    • Journal of the East Asian Society of Dietary Life
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    • v.24 no.3
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    • pp.407-420
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    • 2014
  • A survey was carried out regarding university students' recognition of high-caffeine energy drinks in an effort to identify and improve problems as well as provide basic data. Most of the subjects had previous experience of energy drink consumption. Studies showed that most students consumed energy drinks when studying. Regarding frequency of energy drink consumption, most students' responded "1~6 times a year"; female students showed lower frequency of energy drink consumption than male students. Both male and female students used convenience stores to purchase energy drinks. In most cases, students became aware of energy drinks through advertisements on TV, radio, newspapers, and magazines. The most important factor affecting their energy drink purchase and consumption status was taste. The most frequent adverse effect they experienced after drinking an energy drink was unusual heart-pounding, whereas the biggest problem caused by energy drink consumption was addiction. This study indicates that students should have a better understanding of the problems associated with excessive and prolonged high-caffeine intake. In addition, instructions for proper purchasing and consumption of high-caffeine energy drinks should be provided as well as education and campaigns concerning symptoms caused by high-caffeine energy drink consumption so that students may refrain from excessive consumption. Further, civil organizations and the government need to devise effective measures for proper regulation of high-caffeine energy drink consumption.

Attention to the Internet: The Impact of Active Information Search on Investment Decisions (인터넷 주의효과: 능동적 정보 검색이 투자 결정에 미치는 영향에 관한 연구)

  • Chang, Young Bong;Kwon, YoungOk;Cho, Wooje
    • Journal of Intelligence and Information Systems
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    • v.21 no.3
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    • pp.117-129
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    • 2015
  • As the Internet becomes ubiquitous, a large volume of information is posted on the Internet with exponential growth every day. Accordingly, it is not unusual that investors in stock markets gather and compile firm-specific or market-wide information through online searches. Importantly, it becomes easier for investors to acquire value-relevant information for their investment decision with the help of powerful search tools on the Internet. Our study examines whether or not the Internet helps investors assess a firm's value better by using firm-level data over long periods spanning from January 2004 to December 2013. To this end, we construct weekly-based search volume for information technology (IT) services firms on the Internet. We limit our focus to IT firms since they are often equipped with intangible assets and relatively less recognized to the public which makes them hard-to measure. To obtain the information on those firms, investors are more likely to consult the Internet and use the information to appreciate the firms more accurately and eventually improve their investment decisions. Prior studies have shown that changes in search volumes can reflect the various aspects of the complex human behaviors and forecast near-term values of economic indicators, including automobile sales, unemployment claims, and etc. Moreover, search volume of firm names or stock ticker symbols has been used as a direct proxy of individual investors' attention in financial markets since, different from indirect measures such as turnover and extreme returns, they can reveal and quantify the interest of investors in an objective way. Following this line of research, this study aims to gauge whether the information retrieved from the Internet is value relevant in assessing a firm. We also use search volume for analysis but, distinguished from prior studies, explore its impact on return comovements with market returns. Given that a firm's returns tend to comove with market returns excessively when investors are less informed about the firm, we empirically test the value of information by examining the association between Internet searches and the extent to which a firm's returns comove. Our results show that Internet searches are negatively associated with return comovements as expected. When sample is split by the size of firms, the impact of Internet searches on return comovements is shown to be greater for large firms than small ones. Interestingly, we find a greater impact of Internet searches on return comovements for years from 2009 to 2013 than earlier years possibly due to more aggressive and informative exploit of Internet searches in obtaining financial information. We also complement our analyses by examining the association between return volatility and Internet search volumes. If Internet searches capture investors' attention associated with a change in firm-specific fundamentals such as new product releases, stock splits and so on, a firm's return volatility is likely to increase while search results can provide value-relevant information to investors. Our results suggest that in general, an increase in the volume of Internet searches is not positively associated with return volatility. However, we find a positive association between Internet searches and return volatility when the sample is limited to larger firms. A stronger result from larger firms implies that investors still pay less attention to the information obtained from Internet searches for small firms while the information is value relevant in assessing stock values. However, we do find any systematic differences in the magnitude of Internet searches impact on return volatility by time periods. Taken together, our results shed new light on the value of information searched from the Internet in assessing stock values. Given the informational role of the Internet in stock markets, we believe the results would guide investors to exploit Internet search tools to be better informed, as a result improving their investment decisions.

Unusual Delay of Heading Date in the 2022 Rice Growth and Yield Monitoring Experiment (2022년도 벼 작황시험에서 관찰된 출수기 지연 현상 보고)

  • HyeonSeok, Lee;WoonHa, Hwang;SeoYeong, Yang;Yeongseo, Song;WooJin, Im;HoeJeong, Jeong;ChungGen, Lee;HyeongJoo, Lee;JongTae, Jeong;JongHee, Shin;MyoungGoo, Choi
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.24 no.4
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    • pp.330-336
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    • 2022
  • It is likely that the heading would occur early when air temperature increases. In 2022, however, the heading date was delayed unusually, e.g., by 3 to 5 days although temperature during the vegetative growth stage was higher than normal years. The objective of this study was to identify the cause of such event analyzing weather variables including average temperature, sunshine hours, and day-length for each growth stage. The observation data were collected for medium-late maturing varieties, which has been grown at crop yield experiment sites including Daegu, Andong, and Yesan. The difference in heading date was compared between growing seasons in 2021 and 2022 because crop management options, e.g., the cultivars and cultivation methods, were identical at those sites during the study period. It appeared that the heading date was delayed due to the difference in temperature responsiveness under a given day-length condition The effect of the temperature increase on the heading date differed between the periods during which when the day-length was more than 14.3 hours before and after the summer-solstice.. The effect of the temperature decrease during the period from which the day-length decreased to less than 14.3 hours to the heading date was relatively greater. This merits further studies to examine the response of rice to the temperature change under different day-length and sunshine duration in terms of heading.