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Browsing Articles by Title

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  • Gnanlet, Adelina; Khanin, Dmitry (Journal of Management Education, 2015)
    Sensemaking theory suggests that sensemaking may collapse when perception fails to detect weak signals of changes in the environment, cognition fails to appropriately categorize the new data coming from perception, and ...
  • Fang, Yi; Post, Thierry (European Journal of Operational Research, 2017-09-16)
    Abstract We characterize a range of Stochastic Dominance (SD) relations by means of finite systems of convex inequalities. For ‘SD optimality’ of degree 1 to 4 and ‘SD efficiency’ of degree 2 to 5, we obtain exact systems ...
  • Karimov, Shyngys; Konings, Jozef (International Economics and Economic Policy, 2021-08-21)
    This paper explores the impact of the COVID-19 lockdown on aggregate employment in Belgium. To this end, we use microdata of all Belgian frms and apply a machine learning-based approach to simulate the impact of the ...
  • Nikolaeva, Ralitza (Journal of Business Research, 2012)
    The literature on organizational imitation mostly disregards its cognitive aspect. Yet, imitation is a cognitive heuristic for complex strategic decisions. The current essay draws a unifying framework of different models ...
  • Colicev, Anatoli; O'Connor, Peter; Vinzi, Vincenzo Esposito (Service Science, 2016)
    Although previous studies have documented a positive link between traditional media and brand performance, how social media is related to brand value has not yet been comprehensively explored. We propose a conceptual model ...
  • Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2009-04-29)
    Countries whose citizens have liberal ideals are less biased toward domestic equity. Data from 30 countries suggests that economic as well as social liberalism is associated with proportionally higher foreign equity ...
  • Constantinides, George M.; Czerwonko, Michal; Perrakis, Stylianos (Financial Management, 2019)
    In model-free out-of-sample tests, we find that the optimal portfo lio of a utility maximizing investor trading in the S&P500 Index, cash, and index options bought at ask and written at bid prices stochas tically dominates ...
  • Jochec (Йохец), Marek (Марек) (National Business KZ, 2016)
    On how to invest the sovereign wealth fund of Kazakstan.
  • Jochec (Йохец), Marek (Марек) (National Business KZ, 2015-10-01)
    On tenge devaluation and switch to free float regime.
  • Turganbayev, Y. M.; Karchevsky, A. L.,; Rakhmetullina, S. J.; Beldeubayeva, Z. H.T. (Eurasian Journal of Mathematical and Computer Applications, 2017-01-01)
    The article deals with an inverse problem of determining parameters of groundwater pollution sources. We test three ways to solve the problem on the simulated data for a simple case of contamination. We discover that, in ...
  • Bhatnagar, Amit; Nikolaeva, Ralitza; Ghose, Sanjoy (Managerial and Decision Economics, 2014)
    This study examines the motivations for imitation in retailers’ online channel entry. Extant literature suggests that legitimacy and efficiency are the primary motivators for firms to imitate. We develop hypotheses which ...
  • 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 ...
  • 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 ...
  • 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. ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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, ...
  • 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 ...

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