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JEL Code: G00
438,473 Total downloads
Showing Papers 141 - 190 of 1,052
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Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
Yeguang Chi
Booth School of Business, University of Chicago
Date Posted: May 23, 2013
Working Paper Series
2 downloads
Long and Short-Term Dynamics of the S&P500 Option-Implied Distribution
Yi Ling Michelle-Joy Low
The University of Melbourne
Date Posted: May 20, 2013
Working Paper Series
10 downloads
Put Option Exercise and Short Stock Interest Arbitrage
Journal of Investment Management (JOIM), First Quarter 2013
Kathryn Barraclough
and
Robert E. Whaley
Vanderbilt University - Finance
and
Vanderbilt University - Finance
Date Posted: May 20, 2013
Accepted Paper Series
Vargamma: A Unified Measure of Portfolio Risk
Journal of Investment Management (JOIM), First Quarter 2013
Kent Osband
Independent
Date Posted: May 20, 2013
Accepted Paper Series
Stock Strategies with the January Barometer and the Yield Curve
Journal of Investment Management (JOIM), First Quarter 2013
Licheng Sun ,
Christopher Todd Stivers
and
Ajay Kongera
Old Dominion University
,
University of Louisville
and
Independent
Date Posted: May 20, 2013
Accepted Paper Series
Investing in What You Know: The Case of Individual Investors and Local Stocks
Journal Of Investment Management (JOIM), First Quarter 2013
Mark S. Seasholes and
Ning Zhu
Hong Kong University of Science & Technology (HKUST)
and
Independent
Date Posted: May 20, 2013
Accepted Paper Series
Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted
Journal of Investment Management (JOIM), First Quarter 2013
Richard O. Michaud
,
David Esch
and
Robert Michaud
new frontier advisors
,
Independent
and
Independent
Date Posted: May 20, 2013
Accepted Paper Series
Was the Writing on the Wall? An Options Analysis of the 2008 Lehman Brothers Crisis
Journal of Investment Management (JOIM), Fourth Quarter 2012
Chen Zhirong
and
Wai-Mun Fong
Independent
and
National University of Singapore (NUS) - Department of Accounting
Date Posted: May 20, 2013
Accepted Paper Series
The Role of Stress Testing in Credit Risk Management
Journal of Investment Management (JOIM), Fourth Quarter 2012
Roger M. Stein
Moody's Corporation
Date Posted: May 20, 2013
Accepted Paper Series
The Controversy in Fundamental Indexation: Why Both Sides of the Argument are (Mostly) Correct
Journal of Investment Management (JOIM), Fourth Quarter 2012
Michael Dempsey
Monash Unversity
Date Posted: May 20, 2013
Accepted Paper Series
Coherent Asset Allocation and Diversification in the Presence of Stress Events
Journal of Investment Management (JOIM), Fourth Quarter 2012
Riccardo Rebonato
and
Alexander Denev
Independent
and
Royal Bank of Scotland (RBS)
Date Posted: May 20, 2013
Accepted Paper Series
Portfolio Monitoring in Theory and Practice
Journal Of Investment Management (JOIM), Fourth Quarter 2012
Editor, JOIM ,
Richard O. Michaud
,
Robert Michaud
and
David Esch
Journal of Investment Management (JOIM)
,
new frontier advisors
,
Independent
and
Independent
Date Posted: May 19, 2013
Accepted Paper Series
Finanzregulierung Und Internationale Wettbewerbsfähigkeit: Der Fall Deutsche Bundesliga (Financial Fairplay Regulations: The Case of the German Bundesliga)
Oliver Budzinski
and
Anika Müller
Ilmenau University of Technology
and
Ilmenau University of Technology
Date Posted: May 15, 2013
Working Paper Series
6 downloads
Managers Versus Students: New Approach in Improving Capital Structure Education
Anton Miglo
University of Bridgeport - School of Business
Date Posted: May 15, 2013
Working Paper Series
5 downloads
Managers Versus Students: New Approach in Improving Capital Structure Education
Journal of Education and Vocational Research Vol. 3, No. 11: 353-369
Anton Miglo
University of Bridgeport - School of Business
Date Posted: May 15, 2013
Accepted Paper Series
Corporate Governance and Firm Value: The Case of Vietnam
Võ Xuân Vinh
Vietnam Posts and Telecommunications Group (VNPT)
Date Posted: May 14, 2013
Working Paper Series
6 downloads
Discrete-Time Portfolio Optimization with Transaction Costs
Feiran Tao
and
Tony S. Wirjanto
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series
Fund Flows in Rational Markets
Francesco A. Franzoni
and
Martin C. Schmalz
University of Lugano
and
University of Michigan - Stephen M. Ross School of Business
Date Posted: May 13, 2013
Working Paper Series
15 downloads
Pricing Financial Derivatives by Gram-Charlier Expansions
Yin-Hei Cheng
and
Tony S. Wirjanto
Scotiabank
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series
Elasticity Theory of Structuring
Andrei N. Soklakov
Independent
Date Posted: May 10, 2013
Working Paper Series
9 downloads
Deriving Derivatives
Andrei N. Soklakov
Independent
Date Posted: May 10, 2013
Working Paper Series
21 downloads
Expert Networks and Insider Trading: An Introduction and Recommendation
Review of Banking and Financial Law, Forthcoming
Daniel H. Jeng
Boston University School of Law
Date Posted: May 09, 2013
Accepted Paper Series
59 downloads
The Relative Asset Pricing Model: Incorporating Liabilities and Delegation to Chief Investment Officers — Version 0.1
Journal of Investment Consulting, Vol. 14, No. 1, pp. 17-31, 2013
Arun Muralidhar
and
Sung Hwan Shin
AlphaEngine Global Investment Solutions
and
Korea Fixed Income Research Institute
Date Posted: May 08, 2013
Accepted Paper Series
A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model
Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
Theodore Economou
,
Gregoire Haenni
and
Elena Manola-Bonthond
CERN Pension Fund
,
CERN Pension Fund
and
CERN Pension Fund
Date Posted: May 08, 2013
Accepted Paper Series
Dividend-Growth as a Defensive Equity Strategy
Journal of Investment Consulting, Vol. 14, No. 1, pp. 38-47, 2013
Geoffrey Gerber
Independent
Date Posted: May 08, 2013
Accepted Paper Series
Tail Hedging Strategies
Issam S. Strub
The Cambridge Strategy
Date Posted: May 08, 2013
Working Paper Series
185 downloads
The Moderating Role of Institutional Networking in the Customer Orientation – Trust/Commitment – Performance Causal Chain in China
Journal of the Academy of Marketing Science, 36(2), 202-214, 2008
Xueming Luo ,
Maxwell K. Hsu
and
Sandra S. Liu
University of Texas at Arlington
,
University of Wisconsin - Whitewater - College of Business and Economics
and
Purdue University
Date Posted: May 05, 2013
Accepted Paper Series
1 downloads
Data Envelopment Analysis: A Management Science Tool for Scientific Marketing Research
Journal of Marketing Research, 42 (3), Book Review, 113-116, 2004
Xueming Luo
University of Texas at Arlington
Date Posted: May 05, 2013
Accepted Paper Series
9 downloads
Globalization, Marketing Resources, and Performance: Evidence from China
Journal of the Academy of Marketing Science, 33 (1), 50-65, 2005
Xueming Luo ,
K. Sivakumar
and
Sandra S. Liu
University of Texas at Arlington
,
Lehigh University
and
Purdue University
Date Posted: May 05, 2013
Accepted Paper Series
4 downloads
Cross-Functional 'Coopetition': The Simultaneous Role of Cooperation and Competition within Firms
Journal of Marketing, 70 (2), 67-80, 2006
Xueming Luo ,
Rebecca J. Slotegraaf
and
Xing Pan
University of Texas at Arlington
,
Indiana University Bloomington - Department of Marketing
and
Indiana University Bloomington - Department of Marketing
Date Posted: May 05, 2013
Accepted Paper Series
1 downloads
Marketing's Credibility: A Longitudinal Investigation of Marketing Communication Productivity and Shareholder Value
Journal of Marketing, 70 (4), 70-91, 2006
Xueming Luo and
Naveen Donthu
University of Texas at Arlington
and
Georgia State University - J. Mack Robinson College of Business
Date Posted: May 05, 2013
Accepted Paper Series
1 downloads
Corporate Social Responsibility, Customer Satisfaction, and Market Value
Journal of Marketing, 70 (4), 1-18, 2006
Xueming Luo and
Chitrabhanu Bhattacharya
University of Texas at Arlington
and
European School of Management and Technology (ESMT)
Date Posted: May 05, 2013
Accepted Paper Series
21 downloads
Internationalization and the Performance of Born-Global SMEs: The Mediating Role of Social Networks
Journal of the International Business Studies, 38(4), 673-90, 2007
Lianxi Zhou
,
Wei-ping Wu and
Xueming Luo
Lingnan University
,
Hong Kong Baptist University (HKBU) - Department of Marketing
and
University of Texas at Arlington
Date Posted: May 05, 2013
Accepted Paper Series
2 downloads
Working with Rivals: The Impact of Competitor Alliances on Financial Performance
Journal of Marketing Research, 44 (1), 73-83, 2007
Xueming Luo ,
Aric Rindfleisch
and
David K Tse
University of Texas at Arlington
,
University of Wisconsin-Madison
and
University of Hong Kong - School of Business
Date Posted: May 05, 2013
Accepted Paper Series
1 downloads
Neglected Outcomes of Customer Satisfaction
Journal of Marketing, 71 (2), 133-49, 2007
Xueming Luo and
Christian Homburg
University of Texas at Arlington
and
University of Mannheim - Department of Marketing
Date Posted: May 04, 2013
Accepted Paper Series
Consumer Negative Voice and Firm-Idiosyncratic Stock Returns
Journal of Marketing, 71 (3), 75-88, 2007
Xueming Luo
University of Texas at Arlington
Date Posted: May 04, 2013
Accepted Paper Series
1 downloads
When Marketing Strategy First Meets Wall Street: Marketing Spendings and Firms’ Initial Public Offerings
Journal of Marketing, 72, 98-109, 2008
Xueming Luo
University of Texas at Arlington
Date Posted: May 04, 2013
Accepted Paper Series
5 downloads
Consumer Responses to Brand Elimination: An Attributional Perspective
Journal of Consumer Psychology, 19, p. 280, 2009
Huifang Mao
,
Xueming Luo and
Shailendra Pratap Jain
University of Central Florida
,
University of Texas at Arlington
and
Indiana University Bloomington - Department of Marketing
Date Posted: May 04, 2013
Accepted Paper Series
1 downloads
Product Competitiveness and Beating Analyst Earnings Target
Journal of the Academy of Marketing Science, 38(3), 253-64, 2010
Xueming Luo
University of Texas at Arlington
Date Posted: May 04, 2013
Accepted Paper Series
The Debate Over Doing Good: Corporate Social Performance, Strategic Marketing Levers, and Firm-Idiosyncratic Risk
Journal of Marketing, 73(6), 198-213, 2009
Xueming Luo and
Chitrabhanu Bhattacharya
University of Texas at Arlington
and
European School of Management and Technology (ESMT)
Date Posted: May 04, 2013
Accepted Paper Series
4 downloads
Customer Satisfaction, Analyst Stock Recommendations, and Firm Value
Journal of Marketing Research, 47(6), 1041-1058, 2010
Xueming Luo ,
Christian Homburg
and
Jan Wieseke
University of Texas at Arlington
,
University of Mannheim - Department of Marketing
and
University of Marburg - Faculty of Psychology
Date Posted: May 04, 2013
Accepted Paper Series
5 downloads
Does Advertising Spending Really Work? The Intermediate Role of Analysts in the Impact of Advertising on Firm Value
Journal of the Academy of Marketing Science, 40(4), 605-624, 2012
Xueming Luo and
Pieter de Jong
University of Texas at Arlington
and
University of North Florida - Accounting and Finance
Date Posted: May 04, 2013
Accepted Paper Series
9 downloads
Incentivizing CEOs to Build Customer- and Employee-Firm Relations for Higher Customer Satisfaction and Firm Value
Journal of the Academy of Marketing Science, 40(6), 745-58, 2012
Xueming Luo ,
Jan Wieseke and
Christian Homburg
University of Texas at Arlington
,
University of Marburg - Faculty of Psychology
and
University of Mannheim - Department of Marketing
Date Posted: May 04, 2013
Accepted Paper Series
6 downloads
An Information-Theoretic Approach to Dimension Reduction of Financial Data
Brian Fleming
and
Jens Kroeske
Standard Life Investments Limited
and
Standard Life Investments Limited
Date Posted: May 04, 2013
Working Paper Series
72 downloads
Satisfaction, Complaint, and the Stock Value Gap
Journal of Marketing, 72(4), 29-43, 2008
Xueming Luo and
Christian Homburg
University of Texas at Arlington
and
University of Mannheim - Department of Marketing
Date Posted: May 04, 2013
Accepted Paper Series
4 downloads
Quantifying the Long-Term Impact of Negative Word of Mouth on Cash Flows and Stock Prices
Marketing Science, 28(1), 148-165, 2009
Xueming Luo
University of Texas at Arlington
Date Posted: May 04, 2013
Accepted Paper Series
4 downloads
Social Media and Firm Equity Value
Luo, Xueming, J. Zhang, and W. Duan (2013), “Social Media and Firm Equity Value,” Information Systems Research, Forthcoming,
Xueming Luo ,
Jie Zhang and
Wenjing Duan
University of Texas at Arlington
,
University of Texas at Arlington
and
George Washington University - School of Business
Date Posted: May 04, 2013
Accepted Paper Series
19 downloads
The Impact of Brand Rating Dispersion on Firm Value
Journal of Marketing Research, Forthcoming.
Xueming Luo ,
Sascha Raithel
and
Michael Wiles
University of Texas at Arlington
,
Ludwig Maximilians University of Munich - Munich School of Management
and
Arizona State University (ASU) - Marketing Department
Date Posted: May 03, 2013
Accepted Paper Series
16 downloads
How Does CEO Tenure Matter? The Mediating Role of Firm-Employee and Firm-Customer Relationships
Strategic Management Journal, 2013
Xueming Luo ,
Vamsi Krishna Kanuri
and
Michelle Andrews
University of Texas at Arlington
,
University of Missouri at Columbia - Robert J. Trulaske, Sr. College of Business
and
University of Texas at Arlington
Date Posted: May 03, 2013
Accepted Paper Series
2 downloads
Quantifying the Dynamic Effects of Service Recovery on Customer Satisfaction:
Evidence from Chinese Mobile Phone Markets
Zheng Fang, Xueming Luo, and Minhua Jiang (2012), “Quantifying the Dynamic Effects of Service Recovery on Customer satisfaction: Evidence from Chinese Mobile Phone Markets,” Journal Service Research, Forthcoming,
Zheng Fang
,
Xueming Luo and
Minghua Jiang
Sichuan University - Business School
,
University of Texas at Arlington
and
Peking University
Date Posted: May 03, 2013
Accepted Paper Series
6 downloads
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