NUR Home
→
01.NU Schools
→
Graduate School of Business
→
Articles
→
Browsing Articles by Title

Browsing Articles by Title

Now showing items 25-40 of 40

Patriotic name bias and stock returns

Benos, Evangelos; Jochec, Marek (Social Science Reserach Network (SSRN) http://www.ssrn.com/en/, 2011-09-01)

Companies whose names contain the words “America(n)” or “USA” earn positive abnormal returns of about 6% per annum during the Second World War, the War in Korea and the War on Terror. These abnormal returns are not ...
RULE-MAKING, RULE-TAKING OR RULE-REJECTING UNDER THE BELT AND ROAD INITIATIVE: A CENTRAL ASIAN PERSPECTIVE

Nurgozhayeva, Roza (The Chinese Journal of Comparative Law, 2020-05-21)

Since the Belt and Road Initiative (BRI) was announced in 2013, China’s expanding economic, geopolitical, and business presence demonstrates its eagerness to play a more significant role in the systems of international ...
Short term persistence in mutual fund market timing and stock selection abilities

Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2009-05-01)

Using daily return data from 448 actively managed mutual funds over a recent 9- year period, we look for persistence, over two consecutive quarters, in the ability of funds to select individual stocks and time the market. ...
Stochastic Spanning

Arvanitis, Stelios; Hallam, Mark; Post, Thierry; Topaloglou, Nikolas (AMER STATISTICAL ASSOC, 2018)

This study develops and implements methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for all risk averse investors. We develop a test ...
Strategic Implications of Keeping Product Value Secret from Competitor’s Customers

Harutyunyan, Mushegh; Jiang, Baojun (Journal of Retailing, 2017-09-01)

Abstract Customers can sometimes learn unanticipated or hidden use value of a firm’s product whereas the non-customers remain uninformed about that extra value. A monopolist will increase its profit by informing the ...
Testing the PIN variable

Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2007-02-17)

This paper puts the PIN variable (Probability of INformation-based trading) to test. We ¯nd that for a large set of stocks, the PIN vari- able is lower (albeit insigni¯cantly) in the periods before earnings an- nouncements ...
Test of PIN algorithms through simulation

Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2015-10-08)

I use simulated series of buys and sells to test nine different PIN estimation algorithms implemented in SAS, proc NLP. I conclude that the algorithms do a good job estimating PIN, on average, when applied to series ...
The dynamic nature of survival determinants in e-commerce

Nikolaeva, Ralitza (2006-03)

Longitudinal data on 460 e-tailers are used to test the dynamic effects of survival determinants in e-commerce. The model includes elements of competitive strategy, industry structure, firm and product characteristics, ...
The dynamic nature of survival determinants in e-commerce

Nikolaeva, Ralitza (Journal of the Academy of Marketing Science, 2007-12-01)

The dynamic effects of survival determinants in e-commerce are tested using longitudinal data on 460 e-tailers. This is achieved through the incorporation of both time-varying covariates and coefficients in a discrete ...
The power of numbers: base-ten threshold effects in reported revenue

Stice, Derrald; Stice, Earl K.; Stice, Han; Stice-Lawrence, Lorien (Social Science Research Network (SSRN), 2016)

We provide evidence that managers have a revealed preference for reporting total revenue numbers just above base-ten thresholds (i.e., “round” numbers) of the form N × 10K. Examples are $10 million (1 × 107) and $4 billion ...
WHERE DOES CORPORATE SOCIAL CAPITAL MATTER THE MOST? EVIDENCE FROM THE COVID-19 CRISIS

Fiordelisi, Franco; Galloppo, Giuseppe; Lattanzio, Gabriele (Finance Research Letters, 2021-11-10)

Firms with high social capital systematically outperform their peers during periods of economic distress. Yet, it is not clear under which institutional conditions corporate social capital is the most valuable to shareholders. ...
Зачем рынкам нужно «созидательное разрушение»

Йохец (Jochec), Марек (Marek) (Капитал, 2017-11-27)

Недавно я побывал на одной конференции и встретил там бельгийского профессора из Брюсселя. Он поинтересовался о жизни в Чешской Республике (моей родине, где состоялась конференция). А узнав, что теперь я работаю в Казахстане, ...
Невидимая рука рынка. Как наличие альтернатив влияет на поведение в экономике

Йохец, Марек (Kapital.kz, 2017)
Размышления о бюрократии. Проблема с бюрократией остается острой.

Йохец (Jochec), Марек (Marek) (Капитал, 2018-01-28)

В повседневной жизни и на работе я нередко сталкиваюсь с бюрократией. Также слышу от людей, работающих в различных организациях Казахстана, что проблема с бюрократией остается острой. И не я один замечаю это. Менеджмент ...
РЕЦЕПТЫ УСПЕХА ДЛЯ ОТЕЧЕСТВЕННОЙ ЭКОНОМИКИ ПРЯМЫЕ ИНОСТРАННЫЕ ИНВЕСТИЦИИ И «COOL» ГОСУДАРСТВО

Йохец, Марек (Kapital.kz, 2016)
Ұлттық баяндама Жаһандық кәсіпкерлік мониторингі: Қазақстан 2015/2016

Ханин, Дмитрий; Субраманян, Венката; Увалиева, Әсел; Тұрғанбаев, Еркен; Оспанова, Бақыт; Едігеева, Айман; Құлбатыров, Нұрлан; Турез, Шыңғыс (Жоғары бизнес мектебі, Назарбаев Университеті, 2016)

«Жаһандық кәсіпкерлік мониторингі: Қазақстан 2015/2016» есебі – бұл Қазақстан Республикасында Назарбаев Университеті Жоғары бизнес мектебінің басшылығымен Экономикалық зерттеу институтымен ынтымақтастықта жиналған ...