IDEAS home Printed from
   My bibliography  Save this paper

Single and Multiple Interruptions Increase Task Completion Time, But Don’t Affect Stress, Pressure or Flow


  • Conard, Maureen

    (College of Arts and Sciences, Sacred Heart University)

  • Marsh, Robert

    () (John F. Welch College of Business, Sacred Heart University)


We compared task performance time and psychological reactions for uninterrupted, single interrupted, and multiple interrupted conditions. For 110 undergraduates, those who were uninterrupted while completing a jigsaw puzzle were 26% faster than the single interruption, and 30% faster than the multiple interruption conditions. Single and multiple interruption conditions were not significantly different. Participants in the multiple interruption condition felt more stress than those in the uninterrupted condition, although stress levels were low in both conditions. Perceptions of time pressure and flow were not different across conditions. Performance on the interrupting task (a word search puzzle) was not significantly different across conditions. An interruption or multiple interruptions significantly and substantially slowed performance although participants were not psychologically bothered by being interrupted.

Suggested Citation

  • Conard, Maureen & Marsh, Robert, 2010. "Single and Multiple Interruptions Increase Task Completion Time, But Don’t Affect Stress, Pressure or Flow," Working Papers 2010002, Sacred Heart University, John F. Welch College of Business.
  • Handle: RePEc:she:wpaper:2010002

    Download full text from publisher

    File URL:
    File Function: First version, 2010
    Download Restriction: no

    References listed on IDEAS

    1. Huang, Ying & Chen, Carl R., 2007. "The effect of Fed monetary policy regimes on the US interest rate swap spreads," Review of Financial Economics, Elsevier, vol. 16(4), pages 375-399.
    2. Larry D. Wall & John J. Pringle, 1988. "Interest rate swaps: a review of the issues," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 22-40.
    3. Balsam, Steven & Kim, Sungsoo, 2001. "Effects of interest rate swaps," Journal of Economics and Business, Elsevier, vol. 53(6), pages 547-562.
    4. Li, Haitao & Mao, Connie X., 2003. "Corporate use of interest rate swaps: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1511-1538, August.
    5. Cossin, Didier & Pirotte, Hugues, 1997. "Swap credit risk: An empirical investigation on transaction data," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1351-1373, October.
    6. Minton, Bernadette A., 1997. "An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps," Journal of Financial Economics, Elsevier, vol. 44(2), pages 251-277, May.
    7. Sun, Tong-sheng & Sundaresan, Suresh & Wang, Ching, 1993. "Interest rate swaps: An empirical investigation," Journal of Financial Economics, Elsevier, vol. 34(1), pages 77-99, August.
    8. Duffie, Darrell & Huang, Ming, 1996. " Swap Rates and Credit Quality," Journal of Finance, American Finance Association, vol. 51(3), pages 921-949, July.
    9. Bicksler, James & Chen, Andrew H, 1986. " An Economic Analysis of Interest Rate Swaps," Journal of Finance, American Finance Association, vol. 41(3), pages 645-655, July.
    10. Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W, 1993. " On the Determinants of Corporate Hedging," Journal of Finance, American Finance Association, vol. 48(1), pages 267-284, March.
    11. Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy, 1998. "Determinants of interest rate swap spreads," Journal of Banking & Finance, Elsevier, vol. 22(12), pages 1507-1532, December.
    Full references (including those not matched with items on IDEAS)

    More about this item


    Interruptions; Flow; Worker Efficiency;

    JEL classification:

    • M00 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General - - - General

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:she:wpaper:2010002. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dr. Khawaja Mamun). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.