Search Results
Stevens Institute of Technology - School of Business Research Paper Series

Stevens Institute of Technology School of Business Business School Faculty Programs

Stevens Institute of Technology School of Business

63,463 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 261 papers

1.

Crowds and Machines: Systems for Social Creativity

Nickerson J.V. and Yu, L. Crowds and Machines: Systems for Social Creativity. In the Workshop on Semi-Automated Creativity: Software as a Creative Collaborator at the ACM SIGCHI Conference on Creativity and Cognition, 2011
Number of pages: 4 Posted: 22 Jan 2020
Accepted Paper Series
Stevens Institute of Technology - School of Business and Carnegie Mellon University
Downloads 62
2.

Going Meta: Design Space and Evaluation Space in Software Design

Nickerson, J.V. and Yu, L. Going Meta: Design Space and Evaluation Space in Software Design, Petre, M. and van der Hoek, A. (eds.). Software Designers in Action, CRC Press, 2012
Number of pages: 34 Posted: 22 Jan 2020
Accepted Paper Series
Stevens Institute of Technology - School of Business and Carnegie Mellon University
Downloads 81
3.

An Internet-Scale Idea Generation System

ACM Transactions on Interactive Intelligent Systems, 3(1), Article 2, 2013
Number of pages: 26 Posted: 22 Jan 2020 Last Revised: 22 Jan 2020
Accepted Paper Series
Carnegie Mellon University and Stevens Institute of Technology - School of Business
Downloads 177
4.

Cognitive Tools Shape Thought: Diagrams in Design

Cognitive Processing, Volume 14, Issue 3 (2013), pp. 255-272, Howe School Research Paper No. 2013–7,
Number of pages: 50 Posted: 22 Jan 2020 Last Revised: 22 Jan 2020
Accepted Paper Series
Stevens Institute of Technology - School of Business, Columbia University - Teachers' College, Columbia University - Teachers' College, Pearson Education, Council for Aid to Education (CAE) and Carnegie Mellon University
Downloads 200
5.

Toward a Social-Technological System that Inactivates False Rumors Through the Critical Thinking of Crowds

Proceedings of the 46th Hawaii International Conference on System Sciences (HICSS-46), 649-658
Number of pages: 10 Posted: 22 Jan 2020 Last Revised: 22 Jan 2020
Accepted Paper Series
National Institute of Informatics, AXA Direct Japan and Chiba University
Downloads 712
6.

Information and Loyalty in Sequential Agency

Stevens Institute of Technology School of Business Research Paper Forthcoming
Number of pages: 31 Posted: 24 Dec 2019 Last Revised: 31 Dec 2019
Working Paper Series
Stevens Institute of Technology - School of Business and Santa Clara University - Leavey School of Business
Downloads 7
7.

Buying Manipulation around Seasoned Equity Offerings

Stevens Institute of Technology School of Business Research Paper
Number of pages: 50 Posted: 25 Nov 2019
Working Paper Series
Stevens Institute of Technology, University of Oxford - Said Business School and Stevens Institute of Technology - School of Business
Downloads 26
8.

Blockchain Disruption and Decentralized Finance: The Rise of Decentralized Business Models

Journal of Business Venturing Insights, Forthcoming, Stevens Institute of Technology School of Business Research Paper
Number of pages: 22 Posted: 19 Nov 2019
Working Paper Series
Stevens Institute of Technology - School of Business and Auckland Business School, Management and International Business
Downloads 69
9.

The Effect of Lean Operations on Financial Distress: A Dynamic Perspective

Stevens Institute of Technology School of Business Research Paper
Posted: 18 Nov 2019
Working Paper Series
Istanbul Sehir University, Stevens Institute of Technology and University of Notre Dame
10.

Direct and Indirect Benefits of Introducing Purchase Verification in E-commerce Platforms: Evidence from a Natural Experiment

Stevens Institute of Technology School of Business Research Paper
Number of pages: 48 Posted: 11 Nov 2019
Working Paper Series
Boston College, Stevens Institute of Technology - School of Business and Boston College
Downloads 13
11.

From Lurkers to Workers: Predicting Voluntary Contribution and Community Welfare

Information Systems Research (Forthcoming), Stevens Institute of Technology School of Business Research Paper
Number of pages: 48 Posted: 20 Oct 2019
Working Paper Series
Boston College, Stevens Institute of Technology - School of Business and Boston College - Carroll School of Management
Downloads 25
12.

Variance Risk Premium and Return Predictability: Evidence from the Chinese SSE 50 ETF Options

Stevens Institute of Technology School of Business Research Paper
Number of pages: 23 Posted: 26 Jul 2019 Last Revised: 09 Dec 2019
Working Paper Series
Stevens Institute of Technology - School of Business, University of International Business and Economics (UIBE), Stevens Institute of Technology - School of Business and University of International Business and Economics (UIBE)
Downloads 73
13.

Decentralized Finance: Blockchain Technology and the Quest for an Open Financial System

Stevens Institute of Technology School of Business Research Paper
Number of pages: 27 Posted: 12 Jul 2019 Last Revised: 09 Dec 2019
Working Paper Series
Stevens Institute of Technology - School of Business and Auckland Business School, Management and International Business
Downloads 286
14.

A Markov Chain Approximation Scheme for Option Pricing Under Skew Diffusions

Stevens Institute of Technology School of Business Research Paper
Number of pages: 31 Posted: 25 Jun 2019
Working Paper Series
Nankai University - School of Mathematical Sciences, Stevens Institute of Technology - School of Business and Nankai University - Business School
Downloads 26
15.

Pricing Discretely Monitored Barrier Options Under Markov Processes Using a Markov Chain Approximation

Stevens Institute of Technology School of Business Research Paper
Number of pages: 44 Posted: 29 May 2019
Working Paper Series
Stevens Institute of Technology - School of Business and New Jersey Institute of Technology
Downloads 23
16.

Pricing Variance, Gamma and Corridor Swaps Using Multinomial Trees

Journal of Derivatives, Vol. 25, No. 2, 2017, Stevens Institute of Technology School of Business Research Paper, https://doi.org/10.3905/jod.2017.25.2.007
Posted: 20 May 2019 Last Revised: 20 May 2019
Working Paper Series
Hanlon Financial Systems Lab, Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
17.

On the Optimal Design of the Randomized Unbiased Monte Carlo Estimators

Stevens Institute of Technology School of Business Research Paper
Number of pages: 26 Posted: 01 May 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, University of Minnesota - Minneapolis and Stevens Institute of Technology - School of Business
Downloads 28
18.

Nonparametric Density Estimation by B-spline Duality

Stevens Institute of Technology School of Business Research Paper
Number of pages: 39 Posted: 08 Apr 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 28
19.

Full-fledged SABR through Markov Chains

Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 14 Mar 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 22
20.

Transform Analysis for Markov Processes and Applications: An Operator-based Approach

Stevens Institute of Technology School of Business Research Paper
Number of pages: 27 Posted: 07 Mar 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and University of Minnesota - Minneapolis
Downloads 33
21.

The Role of Product Design in Developing Brand Association

Number of pages: 15 Posted: 12 Feb 2019
Working Paper Series
Comsats University Islamabad, Department of Management Sciences, Students
Downloads 5
22.

An Insights on Talent Management and Its Prospects

Number of pages: 14 Posted: 30 Jan 2019
Working Paper Series
Rashtrasant Tukdoji Maharaj Nagpur University
Downloads 19
23.

Convergence Rate Analysis for the Continuous-Time Markov Chain Approximation of Occupation Time Derivatives and Asian Option Greeks

Stevens Institute of Technology School of Business Research Paper
Number of pages: 43 Posted: 09 Jan 2019 Last Revised: 08 May 2019
Working Paper Series
School of Economic Mathematics and Collaborative Innovation Center of Financial Security, School of Economic Mathematics, SWUFE and Stevens Institute of Technology - School of Business
Downloads 25
24.

Foreign Exchange Shocks and Gasoline Consumption

Energy Economics, Vol. 84, 2019
Number of pages: 36 Posted: 12 Nov 2018 Last Revised: 29 Oct 2019
Accepted Paper Series
Stevens Institute of Technology - School of Business, Khatam University and Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads 613
25.

Circular Arbitrage Detection Using Graphs

Stevens Institute of Technology School of Business Research Paper
Number of pages: 8 Posted: 07 Nov 2018
Working Paper Series
Stevens Institute of Technology - School of Business and New Jersey Institute of Technology
Downloads 121
26.

An Analytic Formula for European Options; Jump Diffusion Models with a Log Mixture Normal Jump Distribution

Stevens Institute of Technology School of Business Research Paper
Number of pages: 35 Posted: 06 Nov 2018
Working Paper Series
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 11
27.

Writing Styles Social Conformity, Firm Performance, and Earnings Persistence – A Deep Learning Approach

Stevens Institute of Technology School of Business Research Paper
Posted: 12 Sep 2018 Last Revised: 21 Nov 2018
Working Paper Series
Stevens Institute of Technology - School of Business and Xi'an Jiaotong University (XJTU) - School of Management

Multiple version iconThere are 2 versions of this paper

28.

Learning from Failures: Optimal Contract for Experimentation and Production

Stevens Institute of Technology School of Business Research Paper
Number of pages: 55 Posted: 03 Sep 2018
Working Paper Series
University of Washington - Department of Economics, University of Washington - Department of Economics and Stevens Institute of Technology - School of Business
Downloads 138
29.

A General Framework for Time-Changed Markov Processes and Applications

Stevens Institute of Technology School of Business Research Paper
Number of pages: 34 Posted: 29 Aug 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 24
30.

A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures

"A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures", M. Kong, A. Salighehdar and D. Bozdog, Journal of Management Science and Business Intelligence (JMSBI), Vol. 3, No. 1, July 2018, Stevens Institute of Technology School of Business Research Paper
Number of pages: 9 Posted: 02 Jul 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and Stevens Institute of Technology
Downloads 46
31.

Detecting Arbitrage in the Foreign Exchange Market

Stevens Institute of Technology School of Business Research Paper
Number of pages: 24 Posted: 05 May 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, New Jersey Institute of Technology and University of Minnesota - Minneapolis
Downloads 173
32.

Optimal Unbiased Estimation for Expected Cumulative Cost

Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 30 Apr 2018
Working Paper Series
Stevens Institute of Technology - School of Business, University of Maryland - College Park, Department of Industrial Engineering and Management, Peking University and University of Minnesota - Minneapolis
Downloads 18
33.

Structural Comparability of Financial Statements

Stevens Institute of Technology School of Business Research Paper
Number of pages: 53 Posted: 08 Mar 2018 Last Revised: 17 Apr 2018
Working Paper Series
Stevens Institute of Technology - School of Business, University of South Florida St. Petersburg, Stevens Institute of Technology and New Jersey City University
Downloads 202
34.

Epistemology Diagrams: Geometric Representation of Knowledge Management of Financial Engineering

Stevens Institute of Technology School of Business Research Paper
Posted: 08 Mar 2018
Working Paper Series
Stevens Institute of Technology
35.

Earnings-Announcement Narrative and Investor Judgment

Stevens Institute of Technology School of Business Research Paper
Number of pages: 43 Posted: 08 Mar 2018
Working Paper Series
Stevens Institute of Technology - School of Business and Lehigh University
Downloads 83
36.

Crude or Refined? Rationality of Downstream Investment for Oil-Rich Economies

Stevens Institute of Technology School of Business Research Paper
Number of pages: 49 Posted: 13 Feb 2018 Last Revised: 06 Oct 2018
Working Paper Series
Stevens Institute of Technology - School of Business and University of Vienna - Institute of Business Administration
Downloads 179
37.

On a New Parametrization Class of Solvable Diffusion Models and Transition Probability Kernels

Stevens Institute of Technology School of Business Research Paper
Number of pages: 32 Posted: 31 Jan 2018
Working Paper Series
School of Business, Stevens Institute of Technology - School of Business and Citigroup, Inc. - Citigroup Global Markets
Downloads 29
38.

Equity-Linked Annuity Pricing with Cliquet-Style Guarantees in Regime-Switching and Stochastic Volatility Models with Jumps

Insurance: Mathematics and Economics, Vol. 74, 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 36 Posted: 05 Jan 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 29
39.

A General Framework for Discretely Sampled Realized Variance Derivatives in Stochastic Volatility Models with Jumps

European Journal of Operational Research, 262(1), 2017, pg. 381-400, Stevens Institute of Technology School of Business Research Paper
Number of pages: 43 Posted: 05 Jan 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 27
40.

A Unified Approach to Bermudan and Barrier Options Under Stochastic Volatility Models with Jumps

Journal of Economic Dynamics and Control, Vol. 80, 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 41 Posted: 05 Jan 2018
Accepted Paper Series
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE), Marist College - Department of Mathematics and Stevens Institute of Technology - School of Business
Downloads 24
41.

Watch Your Words: An Experimental Study on Communication and the Opportunity Cost of Delegation

University of Verona, Working Paper Series 18/2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 65 Posted: 20 Dec 2017 Last Revised: 30 Oct 2019
Working Paper Series
Wenlan School of Business, Ca Foscari University of Venice - Dipartimento di Economia, University of Messina and Università Carlo Cattaneo (LIUC) - Institute of Economics
Downloads 31
42.

Revenue Recognition: A Brave New World

Stevens Institute of Technology School of Business Research Paper, Fox School of Business Research Paper No. 18-007
Number of pages: 53 Posted: 19 Dec 2017 Last Revised: 10 May 2018
Working Paper Series
Temple University - Department of Accounting, Stevens Institute of Technology - School of Business and Texas A&M University - Corpus Christi
Downloads 401
43.

Cluster Analysis of Liquidity Measures in a Stock Market Using High Frequency Data

Stevens Institute of Technology School of Business Research Paper
Posted: 26 Oct 2017 Last Revised: 23 Mar 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology
44.

Blockchain Tokens and the Potential Democratization of Entrepreneurship and Innovation

Business Horizons, Vol. 61, Issue 4, pp. 567-575, 2018, Stevens Institute of Technology School of Business Research Paper
Number of pages: 22 Posted: 25 Oct 2017 Last Revised: 26 Jun 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business
Downloads 595
45.

Option to Abandon and Investment Return

Stevens Institute of Technology School of Business Research Paper
Number of pages: 21 Posted: 24 Oct 2017 Last Revised: 18 Jan 2018
Working Paper Series
Stevens Institute of Technology and University of Wyoming
Downloads 32
46.

VIX Derivatives Valuation and Estimation Based on Closed-Form Series Expansions

Stevens Institute of Technology School of Business Research Paper
Number of pages: 26 Posted: 02 Oct 2017 Last Revised: 21 Apr 2018
Working Paper Series
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology
Downloads 116
47.

Input-Price Risk Management: Technology Improvement and Financial Hedging

HEC Paris Research Paper No. MOSI-2017-1231, Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 25 Sep 2017 Last Revised: 09 Feb 2018
Working Paper Series
University of Toulouse - Toulouse Business School, HEC Paris - Operations Management and Information Technology and Stevens Institute of Technology - School of Business
Downloads 128
48.

Monitoring Innovation

Stevens Institute of Technology School of Business Research Paper
Number of pages: 53 Posted: 20 Sep 2017 Last Revised: 02 Jan 2019
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 153
49.

Monitoring Innovation

Stevens Institute of Technology School of Business Research Paper
Number of pages: 53 Posted: 20 Sep 2017
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 9
50.

Failure and Rescue in Central Clearing Counterparty Design

Stevens Institute of Technology School of Business Research Paper
Number of pages: 29 Posted: 25 Jul 2017 Last Revised: 16 Oct 2017
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and Stevens Institute of Technology - School of Business
Downloads 70