Internationalization pattern of creative-cultural events: Two cases from Canada
础耻迟丑辞谤蝉:听Hamid Etemad, Hamed Motaghi
Publication: International Business Review, March 16, 2018
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From Placebo to Panacea: Studying the Diffusion of IT Management Techniques with Ambiguous Efficiencies - The Case of Capability Maturity Model (CMM)
Authors: Saeed Akhlaghpour, Liette Lapointe
Publication: Journal for the Association of Information Systems, Forthcoming
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How do callings relate to job performance? The role of organizational commitment and ideological contract fulfillment
Authors: Sung Soo Kim, Donghoon Shin, Heather C Vough, Patricia Faison Hewlin and Christian Vandenberghe
Publication: Human Relations, Vol. 71, Issue 10, February 2018
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Ruslan Goyenko paper "Illiquidity Premia in Equity Option Markets" selected Editor's Choice in Review of Financial Studies
Professor Ruslan Goyenko's paper "Illiquidity Premia in Equity Option Markets" with Peter Christoffersen, Kris Jacobs and Mehdi Karoui was selected as Editor's Choice article in the March 2018 issue of Review of Financial Studies.
Shared Mobility for Last-Mile Delivery: Design, Operational Prescriptions and Environmental Impact
Authors: Wei Qi, Lefei Li, Sheng Liu, Zuo-Jun Max Shen
Publication: Manufacturing & Service Operations Management, Vol. 20, No. 4, Fall 2018
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On international migration: A review essay
Authors: Anthony C. Masi
Publication: Canadian Studies in Population, Vol. 44, No. 3-4, 2017
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Asset Pricing with Countercyclical Household Consumption Risk
Authors: George M. Constantinides and Anisha Ghosh
Publication: Journal of Finance, Vol. 72, No. 1, February 2017
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We show that shocks to household consumption growth are negatively skewed, persistent, countercyclical, and drive asset prices. We construct a parsimonious model where heterogeneous households have recursive preferences. A single state variable drives the conditional cross-sectional moments of household consumption growth. The estimated model 铿乼s well the unconditional cross-sectional moments of household consumption growth and the moments of the risk-free rate, equity premium, price-dividend ratio, and aggregate dividend and consumption growth. The model-implied risk-free rate and price-dividend ratio are procyclical, while the market return has countercyclical mean and variance. Finally, household consumption risk explains the cross section of excess returns.
Read article: Journal of Finance
What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
础耻迟丑辞谤蝉:听Anisha Ghosh, Christian Julliard, Alex P. Taylor
笔耻产濒颈肠补迟颈辞苍:听The Review of Financial Studies, Volume 30, No. 2, February 2017
础产蝉迟谤补肠迟:听
We consider asset pricing models in which the SDF can be factorized into an observable component and a potentially unobservable one. Using a relative entropy minimization approach, we nonparametrically estimate the SDF and its components. Empirically, we find the SDF has a business-cycle pattern and significant correlations with market crashes and the Fama-French factors. Moreover, we derive novel bounds for the SDF that are tighter and have higher information content than existing ones. We show that commonly used consumption-based SDFs correlate poorly with the estimated one, require high risk aversion to satisfy the bounds and understate market crash risk.
Read article: The Review of Financial Studies
Towards a conceptual multilayered framework of international entrepreneurship
Author: Hamid Etemad
Publication: Journal of International Entrepreneurship, Vol. 15, No. 3, September 2017
础产蝉迟谤补肠迟:听
The emergence of online global market place and the multilayered view of international entrepreneurship
Author: Hamid Etemad
Publication: Journal of International Entrepreneurship, Vol. 15, No. 4, December 2017
础产蝉迟谤补肠迟:听
Sharing demand-side energy resources - A conceptual design
础耻迟丑辞谤蝉:听Wei Qi, Bo Shen, Hongcai Zhang, Zuo-Jun Max Shen
Publication: Energy, Vol. 135, September 2017
础产蝉迟谤补肠迟:听
How do stocks react to extreme market events? Evidence from Brazil
础耻迟丑辞谤蝉:听Pedro Piccoli, Mo Chaudhury, Alceu Souza
笔耻产濒颈肠补迟颈辞苍:听Research in International Business and Finance,聽Vol.聽42,聽December 2017
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Volatility and expected option returns: A note
Authors: Mo Chaudhury
Publication: Economics Letter, Vol. 152, March 2017
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We show analytically that the relationship between asset volatility and expected option return is ambiguous. Numerical results elaborate how the direction and magnitude of the relationship depend on asset beta and volatility levels, and option moneyness and maturity.
鈥淚 am Not a Feminist, but. . .鈥�: Hegemony of a Meritocratic Ideology and the Limits of Critique Among Women in Engineering
础耻迟丑辞谤蝉:听Carroll Seron, Susan Silbey, Erin Cech, Brian Rubineau
Publication: Work and Occupations, Forthcoming
础产蝉迟谤补肠迟:听
Response Is Not Prevention: Management Insights for Reducing Campus Sexual Assault
Authors: Brian Rubineau, Nazampal Jaswal聽
Publication: Education Law Journal, Vol. 27, No. 1, 2017
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