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Undated material is presented at the end, although it may be more recent than other items
2018
- 0157acc Ensemble Learning for Cross-Selling Using Multitype Multiway Data
by Zhongxia (Shelly) Ye - 0137acc Consequences Of Voluntary Disclosures In The Audit Committee Report
by Zhongxia (Shelly) Ye
2017
- o156mss Piecewise Solutions to Big Data
by Henry Chacon & Anuradha Roy - 0151mss Geostatistical Binary Data: Models, Properties And Connections
by Victor De Oliveira - 0142acc Corporate Responses to the Repatriation Incentives and Domestic Production Activities Deduction
by Michael Kinney & Harrison Liu & Jonathan Goldman - 0138acc Determinants and Economic Consequences of Signing Auditor Turnover: A Large-Scale Study from China REPORT
by Juan Mao & Baolei Qi
2016
- 0177mss Development of a load sharing policy by managing the residual life based on a stochastic process
by David Han - 0174eco Commercial Banks, Credit Unions, and Monetary Policy
by Edgar A. Ghossoub - 0170acc An Exploration of Nonprofit Hospital Executive Compensation Abstract:
by Pamela C. Smith & Stephanie Ross & Paige Gee - 0160fin Social Finance
by Karan Bhanot - 0154mkt Who’s Holding Out? An Experimental Study of the Benefits and Burdens of Eminent Domain
by Abel M. Winn & Matthew W. McCarter - 0149mss Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
by Arkadiusz Koziol & Anuradha Roy & Roman Zmyslony & Ricardo Leiva & Miguel Fonseca - 0146mss Multi-level multivariate normal distribution with self-similar compound symmetry covariance matrix
by Ricardo Leiva & Anuradha Roy
2015
- 0197mgt Research On Venture Capital Firms’ ‘Investment Behavior A Review’
by Poonam Khanna & Lemaro Thompson & Michael Mcdonald - 0195eco Union bargaining power and innovation in the presence of subcontracting
by Hamid Beladi & Hamid Arijit Mukherjee - 0193mgt A Review of Recent Research on CEOs’ Influence on Firm Performance
by Michael L. McDonald & Poonam Khanna & Jason Cavich - 0190eco Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
by Badi H. Baltagi & Chihwa Kao & Long Liu - 0187acc Troubled Asset Relief Program’s Impact on Earnings informativeness: A Study of Compensation Contracts
by Carlos Jimenez & Jay Vega & Jennifer Yin - 0171acc Is Price Support for Overvalued Equity a Motive for Increasing Share Repurchases?
by Harrison Liu & Edward P. Swanson - 0167eco Banking Competition, Production Externalities, and the Effects of Monetary Policy
by Edgar A. Ghossoub & Robert R. Reed - 0165mss Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
by Anuradha Roy & Roman Zmyslony & Miguel Fonseca & Ricardo Leiva - 0162eco Endogenous Financial Structure and Monetary Policy
by Edgar A. Ghossoub - 0159eco Inflation Thresholds and the Efficiency of the Banking Sector
by Edgar A. Ghossoub - 0153eco Endogenous Financial Structure and Monetary Policy
by Edgar A. Ghossoub - 0148mss Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
by Katarzyna Filipiak & Daniel Klein & Anuradha Roy - 0147eco Cross-border Mergers and Privatization
by Hamid Beladi & Avik Chakrabarti & Sugata Marjit - 0141mss Optimal Transport Provision To A Tourist Destination: A Mechanism Design Approach
by Amitrajeet A. Batabyal & Hamid Beladi - 0140eco Optimal Transport Provision To A Tourist Destination: A Mechanism Design Approach
by Amitrajeet A. Batabyal & Hamid Beladi
2014
- 0205mss Contracting for Quality in a Multiple-Level Global Supply Chain
by Yang Dong & Kefeng Xu & Sining Song - 0204mss Quality Management in a Three-Level Supply Chain: The Role of Methods and Costs
by Xiang Wan & Kefeng Xu & Yang Dong & Philip T. Evers - 0203mss ‘Too Little’ or ‘Too Late’: The Timing of Supply Chain Demand Collaboration
by Kefeng Xu & Yang Dong & Yu Xia - 0192iscs Are Free Apps the New Solution to Software Piracy? The Impact of the Freemium Strategy on Mobile App Piracy in the Presence of Network Effects
by Hoon Seok Choi & Yoris A. Au & Charles Z. Liu - 0191mgmt The Wal-Mart Effect? Exploring the Social Costs of Explosive Organizational Growth
by Baruce C. Rudy - 0189mss Can Product Recalls Be Profitable? Insights from Behavior Economics Models and Empirical Studies
by Yan Dong & Kefeng Xu & Sining Song - 0178mss A method based on the ideal and nadir solutions for stochastic MADM problems
by Yan-Ping Jiang & Hai-Ming Liang & Minghe Sun - 0173mss Optimum Constant-stress and Step-stress Accelerated Life Tests under Time and Cost Constraints
by David Han - 0169mss Combination of Multiple Bipartite Ranking for Multipartite Web Content Quality Evaluation
by Xiao-Bo Jin & Guang-Gang Geng & Minghe Sun & Dexian Zhang - 0164mss A two-stage principal component analysis of symbolic data using equicorrelated and jointly equicorrelated covariance structures
by Anuradha Roy - 0161mss A Multi-task Multi-kernel Transfer Learning Method for Customer Response Modeling in Social Media
by Minghe Sun & Zhen-Yu Chen & Zhi-Ping Fan - 0155mss Ensemble Learning for Cross-Selling Using Multitype Multiway Data
by Zhen-Yu Chen & Zhi-Ping Fan & Minghe Sun - 0145mss Testing the hypothesis of a doubly exchangeable covariance matrix for elliptically contoured distributions
by Carlos A. Coelho & Anuradha Roy - 0144eco On Smart SanctionsAbstract: In this paper, we develop a North-South endogenous growth model to examine three phases of development in the South: imitation of Northern products, imitation and innovation and finally, innovation only. In particular, the model has the features of catching up (and potentially overtaking) which are of particular relevance to the Pacific Rim economies. We show that the possible equilibria depend on cross-country assimilation effects and the ease of imitation. We then apply the model to analyse the impact of R&D subsidies. There are some clear global policy implications which emerge from our analysis. Firstly, because subsidies to Southern innovation benefit the North as well, it is beneficial to the North to pay for some of these subsidies. Secondly, because the ability of the South to assimilate Northern knowledge and innovate depends on Southern skills levels, the consequent spillover benefits on growth make the subsidising of Southern education by the North particularly attractive
by Hamid Beladi & Peter Reza Oladi - 0139eco On North-South Intra- and Inter-Industry Trade and Welfare
by John Gilbert & Hamid Beladi & Reza Oladi
2013
- 0225mgt Strategic Human Resource Management In Nonprofit Organizations: A Research Framework
by Mark L. Lengnick-Hall & Cynthia A. Lengnick-Hall & Julio Canedo-Soto - 0224mgt The Relations Between Race, Differences in Cultural Values, and Experienced Discrimination of Immigrants in the U.S
by Jessica Inocencio-Gray & Dianna L. Stone - 0223fin Substitution between Debt and Trade Credit in the Capital Structure Decision of Indian Firms
by Sina Ehsani & Lalatendu Misra - 0222mgt Examining An Unobtrusive Measure: Patent References As Citations ?
by Dana Wang - 0221fin Commodity Financialization and Herd Behavior in Commodity Futures Markets
by R?za Demirer & Hsiang-Tai Lee & Donald Lien - 0220mss Comparing VaR Approximation Methods Which Use the First Four Moments as Inputs
by Donald Lien & Christopher Stroud & Keying Ye - 0219eco Unemployment Benefit and Nascent Entrepreneurship
by Hamid Beladi & Saibal Kar - 0218is Information Security Subcultures of Professional Groups in Organizations: A Conceptual Framework
by V. Srinivasan (Chino) Rao & Sriraman Ramachandran & Diane Walz - 0217is Framing Information Security Budget Requests to Maximize Investments
by Nicole L. Beebe & Diana K. Young & Frederick R. Chang - 0216acc Auditor workload compression and busy season portfolio changes – U.S. evidence
by Dennis M. López & Marshall K. Pitman - 0215mgt When Will They Learn? An Accountability Theory Perspective On The Effects Of Board Of Director Decision Monitoring On Ceo Learning
by Michael L. McDonald & Poonam Khanna - 0214fin Exchange Traded Funds, Size-Based Portfolios, And Market Efficiency
by Palani-Rajan Kadapakkam & Timothy Krause & Yiuman Tse - 0213eco State Government Tax Revenue, Tax Revenue Composition and Tax Effort Index: An Assessment of the 1978-97 period
by Saeid Mahdavi - 0212mgt You Might Not Have Access…
by Pepe Lee Chang - 0211is Customers’ Personality, Their Perceptions, And Green Concern On Internet Banking Use
by Myung Ko & Ruben Mancha & Nicole Beebe & Hyun Shik Yoon - 0210mkt The Social Context of Temporal Sequences: Why First Impressions Shape Shared Experiences
by Rajesh Bhargave & Nicole Votolato Montgomery - 0209is Rethinking Fs-Isac: An It Security Information Sharing Model For The Financial Services Sector
by Charles Z. Liu & Humayun Zafar & Yoris A. Au - 0208mkt Getting Consumers To Generate Their Own Ad Content: The Impact Of Imagine Instructions On Persuasion
by David H. Silvera & Frank R. Kardes & Bruce E. Pfeiffer & Ashley Rae Arsena & R. Justin Goss - 0207is Toward a Typology of Health 2.0 Services and Websites
by Nima Kordzadeh & John Warren & Yi Xu & Xiang Wan - 0206mss Quality Assurance Contracts in a Multi-Level Supply Chain
by Yang Dong & Kefeng Xu & Yi Xu & Xiang Wan - 0202mkt Getting consumers to generate their own ad content: The impact of imagine instructions on persuasion
by David Silvera & FRANK R. KARDES & BRUCE E. PFEIFFER & ASHLEY R. ARSENA & R. JUSTIN GOSS - 0201mkt Brand trait transference: When endorsers and salespeople acquire brand personality traits
by ASHLEY R. ARSENA & David H. Silvera & MARIO PANDELAERE - 0200mkt Sleep Deprivation: The effect of sleep deprivation on imagery appeals
by ASHLEY R. ARSENA & TIM M. BÖTTGER & David H. Silvera - 0199acc Flexibility in Cash Flow Reporting Classification Choices under IFRS
by Elizabeth A. Gordon & Elaine Henry & Bjorn N. Jorgensen & Cheryl L. Linthicum - 0198acc Religiosity and Tax Avoidance
by Jeff P. Boone & Inder K. Khurana & K. K. Raman - 0196acc The Impact of Say-on-Pay on Executive Compensation
by Steven Balsam & Jennifer Yin - 0194mss Robust Optimization for Interactive Multiobjective Programming with Imprecise Information Applied to R&D Project Portfolio Selection
by Farhad Hassanzadeh & Hamid Nemati & Minghe Sun - 0188fin Does the Confucius Institute Impact International Travel to China? A Panel Data Analysis
by Donald Lien & Sucharita Ghosh & Steven Yamarik - 0186eco Thresholds and the Welfare Cost of Inflation
by Robert R. Reed & Edgar A. Ghossoub - 0185mss Supervised classifiers of ultra high-dimensional higher-order data with locally doubly exchangeable covariance structure
by Tatjana Pavlenko & Anuradha Roy - 0184mss Behavior-aware User Response Modeling in Social Media: Learning from Diverse Heterogeneous Data
by Zhen-Yu Chen & Zhi-Ping Fan & Minghe Sun - 0183mss Poisson Kriging
by Victor De Oliveira - 0182eco Banking Competition: Implications for Welfare and Monetary Policy
by Edgar A. Ghossoub - 0181mss Inference for a step-stress model with competing risks from the GE distribution under Type-I censoring
by David Han & Debasis Kundu - 0180mss Testing the Equality of Mean Vectors for Paired Doubly Multivariate Observations
by Anuradha Roy & Ricardo Leiva - 0179mss Testing of hypothesis of a block compound symmetric covariance matrix
by Carlos A. Coelho & Anuradha Roy - 0176fin News Spillovers from the Greek Debt Crisis: Impact on the Eurozone Financial Sector
by Karan Bhanot & Natasha Burns & Delroy Hunter & Michael Williams - 0172fin Insured Uncovered Interest Parity
by Yiuman Tse & John K. Wald - 0168fin Corruption, Governance, and Public Pension Funds
by John K. Wald & Hongxian Zhang - 0166mss Poisson Kriging
by Victor De Oliveira - 0163mkt An Analysis Of The Reliance Of Small Island Developing States On Tourism
by David Bojanic - 0158eco Purchasing power parity and real effective exchange rates
by Su Zhou - 0152acc Diversification By The Audit Office And Its Impact On Audit Quality
by Sharad Asthana - 0150mss Cross-Layer Detection of Malicious Websites
by Li Xu & Zhenxin Zhan & Shouhuai Xu & Keying Ye & Keesook Han & Frank Born - 0143eco A Mixed GOLE Model of Cross-Border Mergers and Trade
by Hamid Beladi & Avik Chakrabarti & Sugata Marjit - 0001 The German Motor Vehicle Industry: Costs and Crisis During the late 1980s and 1990s, Japanese expertise with their flexible and efficient motor vehicle manufacturing system posed a substantial challenge to the German automobile industry. The German industry, renowned for its high quality, struggled to maintain its competitiveness in the new environment. This research investigates cost characteristics of the German motor vehicle industry, using a translog cost function to examine economies of scale, relationships among the input pairs, and other issues involving the industry between 1975 and 2007. The findings include that German automobile production still has available economies of scale at its maximum output level; that the input pairs of capital and labor, capital and insourced intermediate goods as well as labor and insourced intermediate goods are complements, while the other input pairs are substitutes. However, not all of these input relationships are statistically significant. The industry has increased its use of imported (outsourced) inputs, and labor demand has become more sensitive to its own price as well as that of outsourced inputs. The results also suggest that the recent restructuring of the industry has been successful in increasing its international competitiveness
by TINA M. Lila J. Truett & TINA M. Dale B. Truett
2012
- 0035 Financial Development and the Distributional Effects of Monetary Policy Do the distributional consequences of monetary policy depend on the extent of financial development? Should optimal monetary policy vary across countries? In order to answer these questions, we develop a monetary growth production model with heterogeneous agents. In our economy, optimal policy needs to weigh the effects of policy across two groups — capital owners and individuals who hold liquid assets. While banks help limit the exposure to inflation, there are limits because money alleviates the frictions of private information and limited communication. In this environment, we compare two economies that are identical in every aspect except for their level of financial development. In a country with limited financial development, a stock market is absent. In the other, an equity market is active. In either economy, inflation adversely affects capital formation and output. Individuals who hold liquid assets are always adversely affected by inflation, but the attitude of capital owners depends on the level of financial development. In particular, in the presence of a stock market, the impact of inflation on the welfare of capital owners is non-monotonic. Nevertheless, optimal monetary policy is always more conservative at higher levels of financial development
by TINA M. Edgar A. Ghossoub & TINA M. Robert R. Reedy - 0034 Economic Development and the Welfare Costs of Inflation It has been widely observed that the role of money in the ?nancial system varies across developing and advanced countries. While the connections between economic development and the e¤ects of monetary policy on macroeconomic outcomes appear to be well understood, their consequences for living standards across the world are not. That is, existing research on the welfare costs of in?ation has focused nearly ex- clusively on the United States. In contrast to the existing literature, this paper seeks to determine the gains from eliminating in?ation across a broad section of countries. These countries vary according to their: (i) level of economic development, (ii) re- liance on cash for transactions, and (iii) average in?ation rates. Upon calibrating our model to quantify the role of money for transactions in the economy, we ?nd that there are substantial di¤erences in welfare costs across countries. Notably, the welfare costs of in?ation in advanced countries such as the United States are quite low. In particular, the cost of in?ation in countries such as Germany and the United States may be as low as 0.3%. However, the gains from eliminating in?ation in the developing world are much higher. Di¤erences in total factor productivity promote capital accumulation and reduce the reliance on cash in advanced countries so that the e¤ective tax rate on capital formation is mitigated
by TINA M. Edgar A. Ghossoub - 0031 Obstacles To Success In The Workplace For People With Disabilities: A Review And Research Agenda
by TINA M. Mukta Kulkarni & Mark L. Lengnick-Hall - 0030 Bohn’s Test of Fiscal Sustainability of the American State Governments The dramatic fall in state government revenues during the “Great Recession” and the resultant large budget deficits accentuated concerns about the fiscal sustainability of state finances. We use a model-based approach proposed by Bohn (1998) to test for state fiscal sustainability. In this approach, a positive response of the primary surplus to government debt (both as a ratio of output) constitutes a sufficient condition for sustainability. We use the data for panel of 48 contagious states (1961-2008) and several model specifications that control for measures of cyclical variations in state output and government expenditures, presence of balanced budget requirements in state constitution or statutes, the partisan balance of the state government, and /or regional factors. We found consistent evidence in favor of state fiscal sustainability. Our results also suggested that the primary surplus ratio was higher in states with a higher degree of fiscal stringency in general and “own-revenue” and “no-deficit-carryover” anti-deficit provisions in particular. Finally, we found mixed results in relation to the effects of the partisan balance and divided state government on the primary surplus ratio
by TINA M. Saeid Mahdavi - 0023 Evaluating The Effect Of Industry Specialist Duration On Audit Quality And Audit Fees
by TINA M. Jose Vega & Dennis M. López - 0022 Price Promotion (In)consistency and Consumers’ Brand Evaluations: The Role of Reference Prices
by TINA M. Ashok K. Lalwani & David H. Silvera & Kent B. Monroe - 0021 Variations in Information Security Cultures across Professions: A Qualitative Study
by TINA M. Sriraman Ramachandran & V. Srinivasan (Chino) Rao & Timothy Goles & Gurpreet Dhillon - 0019 Phonetic Similarity in Brand Name Innovation
by Tina M. Lowrey & Ann Kronrod - 0014 Audit Market Concentration and Auditor Tolerance for Earnings Management
by Jeff Boone & Inder K. Khurana & K. K. Raman - 0009 Mathematical formulation and exact solution for landing location problem in tropical forest selective logging, a case study in Southeast Cameroon
by Julien Philippart & Minghe Sun & Jean-Louis Doucet - 0008 Golden Parachutes, Incentives, and the Cost of Debt
by John Wald & Sattar Mansi & Anh Nguyen - 0007 Investigating the Reciprocal Relationships Within Health Virtual Communities
by Zhechao (Charles) Liu & Nima Kordzadeh & Yoris A. Au & Jan G. Clark - 0005 Is the stationarity of the yen real exchange rates a puzzle? This paper attempts to shed light on the puzzling finding that the results of applying the conventional or nonlinear unit root tests to the yen real exchange rates (RERs) in some recent studies appear to be rather sensitive to whether or not including the data of recent decade in the studies. It is found that this sensitivity of the test results may come from the failure to take into account the large rise and fall in the yen RERs. Using the newly developed unit root tests which account for the presence of multiple smooth temporary breaks in the RERs, the results clearly show that the yen RERs in the post-Bretton Woods period can be characterized as being linear or nonlinear stationary around infrequent smooth temporary mean changes, supporting the validity of PPP
by Su Zhou - 0004 A Phase I Dose-_finding Study Based on Polychotomous Toxicity Responses Toxicity issue is always a main concern in phase I study and it is commonly categorized to multiple grades. In this study, the concept of overall maximum tolerated dose (overall MTD) is introduced along with its analytic properties. The traditional definition of MTD is shown to be a special case of the overall MTD. A dose finding strategy is also proposed to find the overall MTD. Motivated by the continual reassessment method (CRM), a cumulative probit model with latent variables is introduced to fit the data. By introducing latent variables, Markov chain Monte Carlo (MCMC) methods are employed to estimate the model parameters. Simulation studies show that the cumulative probit model, which takes into account of the severity level of toxicity, reduces the number of patients allocated to the higher toxicity dose level. This could reduce the risk of toxicity for patients in the phase I study
by Xiaobin Yang & Keying Ye - 0003 Market for Accounting Faculty This paper addresses compensation of a group of individuals of particular interest to the target audience – accounting faculty. We observe that salary increases with publications, with the magnitude of those increases related to journal quality, i.e., the payment for a top tier publication exceeds that of a second tier publication, etc. For example we estimate the increase in annual salary for a top tier publication to be close to $4,000, with the increase varying across ranks - from about $2,500 for a full professor, to over $9,000 for an assistant. Given that these are annual increases in base salary, under reasonable assumptions for longevity and discount rate, the present value of a top tier publication easily tops $100,000 for an assistant professor! In addition we find salary increases with the prestige of the school at which the individual is employed, the individual’s rank, and the cost of living of the city in which the employing school is located. We also find salary increases with prestige of the school from which the individual received his/her degree, although the premium dissipates over time. Not surprisingly we find a reward to mobility/penalty to loyalty. That is, we observe a statistically significant negative association between accounting faculty salary and the number of years the faculty member has been with his/her current employer
by Sharad Asthana & Steven Balsam - 0002 Central Bank Liquidity Provision and Financial Sector Competition This paper presents a general equilibrium production economy where money is essential and financial intermediaries provide important economic functions. In this setting, we study the effects of liquidity provision by the monetary authority under two different banking structures: a perfectly competitive and a fully concentrated banking system. When the banking sector is perfectly competitive, liquidity injections through an open market purchase stimulate capital investment and production. Interestingly, an expansionary monetary policy can become contractionary when the banking sector is fully concentrated. This necessarily happens in economies where government liabilities constitute a large fraction of total deposits and inflation is high. Moreover, we demonstrate that imperfect banking competition is a source of indeterminacy of dynamical equilibria. More specifically, the economy can display Hopf bifurcation. However, monetary policy plays an important role in controlling deterministic cycles and endogenous volatility that could arise under a fully concentrated banking sector
by Hamid Beladi & Edgar Ghossoub - 0001 Cultural Differences in Response to Social Exclusion Two experiments tested the hypothesis that subtly different types of social exclusion (being ignored vs. being rejected) produce very different consumer responses and these responses are moderated by cultural orientations. For people from individualistic cultures, inducing feelings of being ignored produced a greater preference for conspicuous consumption than did being rejected, whereas being rejected produced a greater preference for helping behavior than did being ignored. However, these findings were reversed when it comes to people from collectivistic cultures. For them, feelings of being ignored produced a greater preference for helping behavior than did being rejected, whereas feelings of being rejected produced a greater preference for conspicuous consumption than did being ignored
by L. J. Shrum & Jaehoon Lee
2011
- 0031 Performance measurement and antecedents of early internationalizing firms: A systematic assessment
by Gordian Rättich & Kim Clark & Evi Hartmann - 0030 A Study of the Probit Model with Latent Variables in Phase I Clinical Trials
by Xiaobin Yang & Keying Ye & Yanping Wang - 0028 Could IFRS Replace US GAAP? A Comparison of Earnings Attributes and Informativeness in the US Market
by Elizabeth A. Gordon & Bjorn N. Jorgensen & Cheryl L. Linthicum - 0024 Debt Covenants, Bankruptcy Risk, and Issuance Costs
by Sattar A. Mansi & Yaxuan Qi & John K. Wald - 0022 The Market For Audit Services And S&P 500 Index Clients
by Sharad Asthana & Rachana Kalelkar - 0021 The Impact of Trading Activity by Trader Types on Asymmetric Volatility in Nasdaq-100 Index Futures
by Jullavut Kittiakaraskun & Yiuman Tse & George H.K. Wang - 0020 Litigation Risk and Abnormal Accruals
by Jeff P. Boone & Inder K. Khurana & K. K. Raman - 0019 Whither Germany and the EMU In a Challenging Environment?
by Lila J. Truett & Dale B. Truett - 0018 An Elementary Proposition on Technical Progress and Non-traded Goods
by Hamid Beladi - 0011 The South Korean Auto Industry: All Grown Up Now? Since 1962, South Korea has recognized the motor vehicle industry as a critical industry for economic development. The government has been closely involved in the industry's growth from infancy to its current position among the top five motor vehicle producers in the world. The results of this study strongly suggest that the industry as a whole has achieved a minimally efficient scale of operations. However, cross price elasticity estimates indicate that many rigidities exist in the input markets, particularly with respect to outsourced intermediate products. The restrictions on imports of these products may have to be reduced as South Korea seeks to expand its global trade footprint by participating in bilateral preferential trade agreements, presenting challenges for the industry
by Lila J. Truett & Dale B. Truett - 0007 Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis Using intraday data, we find that unidirectional causality runs from commodity index linked commodity futures to non-index linked commodity futures for up to one hour but disappears when using daily data. Also, the economic significance of index to non-index commodity transmission declines to zero within about an hour. Finally, we find that the magnitude of index-to-non index returns relationships are positively related to the amount of speculation, both long and short, in the GSCI commodity index futures contract. We conclude that speculative pressures exerted by commodity index investors can impact non-index commodities. These results are likely not due to speculative pressure itself, but rather the subsequent price destabilizing trades of uninformed, positive feedback traders
by Yiuman Tse & Michael Williams - 0006 On Merger and Acquisition and Protectionism We develop a dynamic model of merger assuming a monopolistic competitive market with heterogeneous rms. We show the existence of a non-trivial equilibrium in the merger market and the conditions under which mergers lower the industry aggregate price. Most importantly, we show as our main result that merger and acquisition activities are in a sense protectionary, nonetheless they can be welfare improving
by Hamid Beladi & Reza Oladi - 0005 The Relationship between Currency Carry Trades and U.S. Stocks The article examines the relationship between daily returns of currency carry trades and U.S. stocks from January 1995 through September 2010. Carry trade and stock returns are highly correlated with no Granger-causality in either direction. An EGARCH model shows that significant volatility spillovers flow from the stock market to the carry trade market, but not vice versa. The markets are more correlated in periods of high volatility. Volatilities in both markets also increase more with negative innovations than positive innovations. A sectoral analysis of the index suggests that volatilities of cyclical stocks have more impact than non-cyclical stocks on carry trades
by Yiuman Tse & Lin Zhao - 0004 Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
by Yiuman Tse & Brian C. McTier & John K. Wald - 0004 Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
by Yiuman Tse & Brian C. McTier & John K. Wald - 0003 On Competition for Listings
by Hamid Beladi & Nicholas S. P. Tay & Reza Oladi - 0002 A Holistic View of Trade, Pollution Permits and Abatement
by Hamid Beladi & Lu Liu & Reza Oladi - 0001 Outsourcing: Volume and Composition of R&D
by Hamid Beladi & Sugata Marjit & Lei Yang
2010
- 0110 Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields
by Victor De Oliveira - 0109 IT Innovativeness and Environmental Consciousness on Organizational Performance
by Myung Ko - 0109 IT Innovativeness and Environmental Consciousness on Organizational Performance
by Myung Ko - 0107 Auditor Type and Audit Quality Differences in Nonprofit Healthcare Organizations – U.S. Evidence
by Dennis M. Lopez & Pamela C. Smith - 0105 Real Earnings Management through Share Repurchases
by Sharad C. Asthana - 0017 Linear Models for Multivariate Repeated Measures Data
by Anuradha Roy - 0016 Fiscal Stringency and Fiscal Sustainability in the American States: Panel Evidence
by Saeid Mahdavi - 0012 The Antecedents and Consequences of Defensive Attributions inProduct-Harm Crises
by David Silvera - 0010 Intergenerational Bargaining and Indeterminacy of Equilibria
by Edgar A. Ghossoub - 0009 Exchange Rate Pass-Through: A Generalization
by Hamid Beladi & Avik Chakrabarti & Sugata Marjit - 0008 The Choice of Operating Cash Flow in Incentive Compensation
by Emeka T. Nwaeze - 0007 A Branch-and-Bound Algorithm for Representative Integer Efficient Solutions in Multiple Objective Network Programming Problems
by Mingue SUn - 0006 Nonlinearity and stationarity of inflation rates: Evidence from the euro-zone countries
by Su Zhou - 0005 The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets
by Yiuman Tse - 0004 The Korean Textile Industry: Still Competitive, After All These Years?
by Lila J. Truett - 0003 Liquidity Risk and Financial Competition: Implications on Asset Prices and Monetary Policy
by Edgar Ghossoub
2009
- 0106 Indigenous Knowledge As A Strategic Resource: An Ethical And Societal Challenge
by Cynthia A. Lengnick-Hall - 0102 Liquidity Risk and Financial Competition: A Mixed Integer Programming Model for Multiple-Class Discriminant Analysis
by Mingue Sun - 0101 TA Re-examination of Wagner’s Law Based on Disaggregated U.S. State-Local Government Expenditure
by Saeid Mahdavi - 0100 Tests regarding parameters of several independent gamma populations
by Ram Tripathi - 0099 The Effects of Interaction Styles, Expertise and Personality on Project Team Performance
by John Warren - 0098 Impact of Job Complexity and Performance on CFO Compensation
by Jeff P. Boone & Inder K. Khurana & K.K. Raman - 0097 Impact of Job Complexity and Performance on CFO Compensation
by Jennifer Yin & Steven Balsam & Afshad Irani - 0096 Liquidity Risk and Banks’ Asset Composition: Implications for Monetary Policy
by Edgar A. Ghossoub - 0095 Bayesian Analysis Of Conditional Autoriegressive Models
by Victor De Oliveira - 0094 Impact of Liquidity on the Futures–Cash Basis: Evidence from the Indian Market
by Palani-Rajan Kadapakkam & Umesh Kumar - 0093 Termination of closed end funds and behavior of their discounts
by Lalatendu Misra & Jullavut Kittiakarasakun & Sinan Yildirim - 0092 Investigating the Impact of Firm Strategy – Click-and-Brick, Brick-and-Mortar, and Pure-Click – on Financial Performance
by Myung Ko & Narcyz Roztocki - 0091 Credit Card Payment Processing in Electronic Commerce: An Analysis of the Bucket Pricing Strategy
by Yoris A. Au - 0090 Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements
by Anuradha Roy & Ricardo Leiva - 0072 “Stock PIKs”- Taking a firm by its tails
by Karan Bhanot & Antonio S. Mello - 0068 The Cost Of Capital, Asset Prices And The Affects Of Monetary Policy
by Edgar A. Ghossoub & Robert Reed - 0067 A Critical Review Of The Environmental Uncertainty Literature Since 1987
by Derrick McIver & Katsuhiko Shimizu & Bongjin Kim - 0066 Threat Perception in Older Customers
by David Silvera & Tracy Meyer & Daniel Laufer - 0065 How Laws Affect Contracts: Evidence from Yankee Bond Covenants
by John Wald & Yaxuan Qi & Lukas Roth - 0064 Time series behavior of the short-term real interest rates in industrial countries
by Su Zhou - 0063 Where does Volatility and Return Come From? The Case of Asian ETFs
by Yiuman Tse & Jose A. Gutierrez - 0062 Market Interconnection and Wages
by Hamid Beladi & Reza Oladi - 0061 The Distinct Influence of Cognitive Busyness and Need for Closure on Cultural Differences in Socially Desirable Responding
by Ashok Lalwani - 0060 A Bacon of Hope? Another Look at the Italian Textile Industry
by Lila J. Truett & Dale Truett - 0059 Resilience Capacity and Strategic Agility: Prerequisites for Thriving in a Dynamic Environment
by Cynthia A. Lengnick-Hall & Tammy E. Beck - 0002 Technological Diffusion and Asset Prices
by Edgar Ghossoub - 0001 The Institutionalization of Savings: A Role for Monetary Policy
by Edgar Ghossoub
2008
- 0092 The behavior of discounts of closed-end funds undergoing open-ending
by Karan Bhanot & Valeria Martinez & Lalatendu Misra & Jullavut Kittiakaraskun & Sinan Yildirim - 0071 The Stock Market, Monetary Policy, and Economic Development
by Edgar A. Ghossoub & Robert Reed - 0070 Liquidity Risk, Economic Development, and the Effects of Monetary Policy
by Edgar A. Ghossoub & Robert Reed - 0069 The Role of Financial Sector Competition for Monetary Policy
by Edgar A. Ghossoub & Robert Reed & Thanarak Laosuthi - 0058 Normalized Power Prior Bayesian Analysis
by Keying Ye & Yuyan Duan - 0057 An Extension of the Traditional Classi cation Rules: the Case of Non-Random Samples
by Anuradha Roy & Ricardo Leiva - 0056 Does Precipitation Affect Consumers’ Smoking Tendency?
by Yinlong Zhang - 0055 A Multi-Country Assessment of Mobile Payment Adoption
by Yoris A. Au & Humayun Zafar - 0054 Precedence-type Test based on Progressively Censored Samples
by N. Balakrishnan & Ram C. Tripathi & Nandini Kannan & H. K. T. Ng - 0053 Over-represented sequences located on UTRs are potentially involved in regulatory functions
by Kihoon Yoon & Daijin Ko & Carolina B. Livi & Nathan Trinklein & Mark Doderer & Stephen Kwek & Luiz O. F. Penalva - 0052 The Benefits of Human Resource Certification: A Critical Analysis and Multi-Level Framework for Research
by Mark L. Lengnick-Hall & Herman Aguinis - 0051 The Case for a Complexity Continuum
by Tina M. Lowrey - 0050 A Tabu Search Heuristic Procedure for the Capacitated Facility Location Problem
by Minghe Sun - 0047 Self-Imposed Violations of Privacy in Virtual Communities
by John Warren - 0046 Boundary Distributions in Testing Inequality Hypotheses
by Fathali Firoozi - 0045 The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments
by Saeid Mahdavi & Joakim Westerlund - 0044 The South African Textile Industry: Challenges and Opportunities
by Lila J. Truett & Dale B. Truett - 0044 WHEN DOES NEGATIVE BRAND PUBLICITY HURT? The Moderating Influence of Analytic Versus Holistic Thinking
by Alokparna (Sonia) Basu Monga & Deborah Roedder John - 0043 Trade, the Damage from Alien Species, and the Effects of Protectionism Under Alternate Market Structures
by Amitrajeet A. Batabyal & Hamid Beladi - 0041 Moving People or Jobs? A New Perspective on Immigration and International Outsourcing
by Hamid Beladi & Avik Chakrabarti - 0040 Planning Technology Investments For High Payoffs: A Rational Expectations Approach To Gauging Potential And Realized Value In A Changing Environment
by Myung Ko & Kweku-Muata & Carlos Dorantesa - 0039 Is Trading Imbalance a Better Explanatory Factor in the Volatility Process? Intraday and Daily Evidence from E-mini S&P 500 Index Futures and Information-Based Hypotheses
by An-Sing Chen & Hui-Jyuan Gao & Mark Leung - 0038 Designing Supply Chain Backorder Contracts for Customer Retention
by Yan Dong & Yuliang Yao & Kefeng Xu - 0037 Testing of a Structures Covariance Matrix for Three-Level Repeated Measures Data
by Anuradha Roy & Ricardo Leiva - 0036 Competition for Order Flow and Market Quality in the Gold and Silver Futures Markets
by Karan Bhanot & Valeria Martinez & Zi Ning & Yiuman Tse - 0035 Will Pulling Out the Rug Help? Uncertainty about Fannie and Freddie’s Federal Guarantee and the Cost of the Subsidy
by Karan Bhanot & Donald Lien & Margot Quijano - 0034 New Strategy Implementation and Learning: Importance of Consensus
by Katsuhiko Shimizu - 0033 Global Outsourcing of Healthcare: A Medical Tourism Decision Model
by Pamela C. Smith & Dana A. Forgione - 0032 Exploring the Cognitive Nature of Boards of Directors and Its Implication for Board Effectiveness
by Bongjin Kim & Mark M. Suazo & John E. Prescott - 0031 Purchasing Power Parity Before And After The Adoption Of The Euro
by Su Zhou & Mohsen Bahmani-Oskooee & Aali M. Kutan - 0006 The Influence of Self-Construal on Impulsive Consumption
by Yinlong Zhang & L.J. Shrum
2007
- 0030 Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality
by Mark D. Ecker & Victor De Oliveira