Authors: Xiaoye Chen,听Rong Huang, Zhiyong Yang, Laurette Dube
笔耻产濒颈肠补迟颈辞苍:听European Journal of Marketing, Forthcoming
Abstract:听
Purpose
This paper aims to investigate the impact of different types of corporate social responsibility (CSR; i.e. value-creating CSR, promotional CSR and philanthropic CSR) on consumer responses and the moderating role of corporate competence.
Design/methodology/approach
Authors: Nii Addy and Laurette Dub茅
Publication: Sustainability, Vol. 10, No. 4, April 2018
Abstract:
Author: Hamid Etemad听
Publication: Journal of International Entrepreneurship, Vol. 16, No. 1, Winter 2018
Abstract:
Authors:听Peter Younkin, Venkat Kuppuswamy
Publication: Journal of Business Venturing, Forthcoming
Abstract:听
Authors:听Hamid Etemad, Hamed Motaghi
Publication: International Business Review, March 16, 2018
Abstract:
Authors: Saeed Akhlaghpour, Liette Lapointe
Publication: Journal for the Association of Information Systems, Forthcoming
Abstract:
Authors: Sung Soo Kim, Donghoon Shin, Heather C Vough, Patricia Faison Hewlin and Christian Vandenberghe
Publication: Human Relations, Vol. 71, Issue 10, February 2018
Abstract:
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.
Authors: Wei Qi, Lefei Li, Sheng Liu, Zuo-Jun Max Shen
Publication: Manufacturing & Service Operations Management, Vol. 20, No. 4, Fall 2018
Abstract:
Authors: Anthony C. Masi
Publication: Canadian Studies in Population, Vol. 44, No. 3-4, 2017
Abstract:
Authors: George M. Constantinides and Anisha Ghosh
Publication: Journal of Finance, Vol. 72, No. 1, February 2017
Abstract:
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.
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Authors:听Anisha Ghosh, Christian Julliard, Alex P. Taylor
Publication:听The Review of Financial Studies, Volume 30, No. 2, February 2017
Abstract: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.
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Author: Hamid Etemad
Publication: Journal of International Entrepreneurship, Vol. 15, No. 3, September 2017
Abstract:听
Author:
Publication: Journal of International Entrepreneurship, Vol. 15, No. 4, December 2017
Abstract:听
