This paper develops a general service sector model of repurchase intention from the consumer theory literature. A key contribution of the structural equation model is the incorporation of customer perceptions of equity and value and customer brand preference into an integrated repurchase intention analysis. The model describes the extent to which customer repurchase intention is influenced by seven important factors-service quality, equity and value, customer satisfaction, past loyalty, expected switching cost and brand preference. The general model is applied to customers of comprehensive car insurance and personal superannuation services. The analysis finds that although perceived quality does not directly affect customer satisfaction, it does so indirectly via customer equity and value perceptions. The study also finds that past purchase loyalty is not directly related to customer satisfaction or current brand preference and that brand preference is an intervening factor between customer satisfaction and repurchase intention. The main factor influencing brand preference was perceived value with customer satisfaction and expected switching cost having less influence.

is Vice-Chancellor of Southern Cross University. He has published over 90 articles on a variety of management and marketing issues and edited two books. He has a particular focus on relationship marketing in his research. He is a mathematician, who with Adrian Payne, developed a mathematical model for measuring whether effort should be put into catching or keeping customers in the banking industry. ABSTRACTMarketing strategy in performing arts organisations has become particularly important in the increasingly competitive environment in which the arts operate. Since the late 1980s there has been a necessary shift in focus to audience development away from product development. This change in focus is being encouraged to ensure the long-term viability of performing arts organisations (PAOs) and micro-economic reform. While government reports have recommended strategies aimed at building audiencebased recognition, this is an expensive approach for many PAOs and does not produce shortterm returns. Little attention has been paid to building enduring relationships with existing audiences as a way of having a more dramatic impact on PAOs' long-term viability. This

A theoretical study is made of the free periods of oscillation of an incompressible inviscid fluid, bounded by two rigid concentric spheres of radii a, b (a > b), and rotating with angular velocity Ω about a common diameter. An attempt is made to use the Longuet-Higgins solution of the Laplace tidal equation as the first term of an expansion in powers of the parameter ε = (a − b)/(a + b), of the solution to the full equations governing oscillations in a spherical shell. This leads to a singularity in the second-order terms at the two critical circles where the characteristic cones of the governing equation touch the shell boundaries.A boundary-layer type of argument is used to examine the apparent non-uniformity in the neighbourhood of these critical circles, and it is found that, in order to remove the singularity in the pressure, an integrable singularity in the velocity components must be introduced on the characteristic cone which touches the inner spherical boundary. Further integrable singularities are introduced by repeated reflexion at the shell boundaries, and so, even outside the critical region the velocity terms contain what may reasonably be described as a pathological term, generally of order ε½ compared to that found by Longuet-Higgins, periodic with wavelength O(εa) in the radial and latitudinal directions.Some consequences of this result are discussed.

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.. The Econometric Society is collaborating with JSTOR to digitize, preserve and extend access to Econometrica. This paper describes a market in which firms vary their quantities of production according to a new adjustment process. Each firm bases its new production entirely upon a knowledge of its own previous productions and profits. It has no knowledge of the payoff functions of the market. Numerical analysis of the process indicates an approach to equilibrium for all initial states. The set of allowed limit points is rigorously characterized, and determined explicitly in the case of two firms. Some exact solutions are found. The process can be regarded as a way of playing a continuous game with a minimum of information.Models may be loosely classified into those which attempt to model what firms are currently doing [1, 6, 9, and 13] and those which attempt to provide an improved strategy for firms [2, 11, 12, 14, and 16]. (It is ironical that any success with the latter may make the former more difficult to construct.) Our model is of the first type, and we are primarily interested here in the large scale properties of the market, rather than the benefits of individuals.The process described here may also be regarded as a way of playing an n-person game with incomplete information, in the sense of Harsanyi [8]. In each play of the game the only information which a player has is the history of his own strategies and payoffs in previous games. This past history is then used to determine his strategy in the next play. ACCOUNTING PROCEDUREAs in references [4 and 5], we suppose that the firm has no control over prices, but can decide what quantity of goods to produce in a given business period. It tries to choose this quantity so as to maximize its profits.At the end of each business period, at time t, the firm tries to estimate how its profit per good, mr (cIt), varies with the quantity o-of goods it produces. We call this the estimated average profit function (EAPF), and suppose, for convenience, that t takes integer values. The firm constructs this function by fitting a straight line to the data from its previous business periods, viz. its outputs v-(1),