Being an entrepreneur can be stressful. OK, who am I kidding: It can be a huge grind. You've got demand from customers, employees, suppliers, business partners, investors ... and that doesn't start to address what you get from family and friends. It takes a toll on your body, mind, heart, and spirit.

A new study in the Journal of Leadership and Management provides some good news, however. Researchers from Ball State University, Indiana University, and Arizona State University [full disclosure, I write about business journalism for a blog at ASU's journalism school] have found that exercise--and they don't mean a round of golf aided by an electric cart--can really help.

Here's the abstract:

"In today's society, health and fitness are given much publicity. Advertisements, magazine articles, and television shows trumpet the benefits of exercise and encourage people to undertake a fitness regimen. Indeed, it would make sense that an exercise program may lead to a less stressful and more productive life for the entrepreneur. However, busy schedules and the challenge of maintaining a fitness regimen lead many people to quit these programs soon after starting them and to return to their more sedentary lifestyles. This paper empirically examines whether spending time away from the business exercising is time well spent. To address this issue, we conducted a study of 472 small-business owners and tested hypotheses on the role of exercise on stress and job satisfaction."

Much of stress comes from externals. A lot can be a matter of internal makeup, as many entrepreneurs "are described as impatient, demanding, and overstrung, and gravitate towards heavy workloads and complete immersion in their business demands." Stress also comes from feeling like you can't keep up with the business, and "role overload," as the researchers put it, leading to dissatisfaction.

Sound familiar? If so, the good news is that your "very stressful and emotionally taxing lifestyle" can get a boost. The research, while facing some limitations (like self-reported data from participants), bore out the hypothesis that greater exercise intensity improves benefits. Other past research mentioned by the study also showed that exercise can help entrepreneurs better meet their goals.

To put it a bit differently, if you want to stop sweating so much about the sweating the business puts you through, expect to sweat more in the gym.