Paper ID
1758
Paper Type
full
Description
Many IS research domains such as cognitive fit and information overload assume that the user selects from a fixed menu of IS features to accomplish goals. IS pliability researchers offer a new perspective by recognizing the users’ discretion in altering or creating new features. While this IS pliability research has important implications, it is currently descriptive rather than explanatory. To explore IS pliability in the form of causal propositions, we examine data from a Fortune 1000 brokerage firm where some traders created what the IS developers considered superfluous “extra” accounts. Levering insights from the referent theory of cognitive niche construction, we propose that these multiple accounts align the representation of information presented with the users’ conceptual trading strategies. This alignment in turn facilitates trading research through the reduction of task switching and the learning benefits supported by category labels. The empirical analysis is consistent with these propositions.
Recommended Citation
Slaughter, Kelly, "Feature Repurposing and Cognitive Efficiency in Financial Trading Systems" (2019). ICIS 2019 Proceedings. 11.
https://aisel.aisnet.org/icis2019/behavior_is/behavior_is/11
Feature Repurposing and Cognitive Efficiency in Financial Trading Systems
Many IS research domains such as cognitive fit and information overload assume that the user selects from a fixed menu of IS features to accomplish goals. IS pliability researchers offer a new perspective by recognizing the users’ discretion in altering or creating new features. While this IS pliability research has important implications, it is currently descriptive rather than explanatory. To explore IS pliability in the form of causal propositions, we examine data from a Fortune 1000 brokerage firm where some traders created what the IS developers considered superfluous “extra” accounts. Levering insights from the referent theory of cognitive niche construction, we propose that these multiple accounts align the representation of information presented with the users’ conceptual trading strategies. This alignment in turn facilitates trading research through the reduction of task switching and the learning benefits supported by category labels. The empirical analysis is consistent with these propositions.