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JavaScript: The Good Parts by Douglas Crockford

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new

JavaScript's new operator creates a new object that inherits from the operand's prototype member, and then calls the operand, binding the new object to this. This gives the operand (which had better be a constructor function) a chance to customize the new object before it is returned to the requestor.

If you forget to use the new operator, you instead get an ordinary function call, and this is bound to the global object instead of to a new object. That means that your function will be clobbering global variables when it attempts to initialize the new members. That is a very bad thing. There is no compile-time warning. There is no runtime warning.

By convention, functions that are intended to be used with new should be given names with initial capital letters, and names with initial capital letters should be used only with constructor functions that take the new prefix. This convention gives us a visual cue that can help spot expensive mistakes that the language itself is keen to overlook.

An even better coping strategy is to not use new at all.

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