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Professor Arvind Karunakaran awarded 2019 SSHRC Insight Development Grant

Arvind Karunakaran, Assistant Professor in Strategy & Organization, awarded 2019 SSHRC Insight Development Grant

Professor Emine Sarigollu awarded 2019 SSHRC Insight Development Grant

Emine Sarigollu, Associate Professor in Marketing, awarded 2019 SSHRC Insight Development Grant

Professor Claire Heeryung Kim awarded 2019 SSHRC Insight Development Grant

Claire Heeryung Kim, Assistant Professor in Marketing, awarded 2019 SSHRC Insight Development Grant

Professor Daphne Demetry awarded 2019 SSHRC Insight Development Grant

Daphne Demetry, Assistant Professor in Strategy & Organization, awarded 2019 SSHRC Insight Development Grant

Professor Kartik Ganju awarded 2019 SSHRC Insight Development Grant

Kartik Ganju, Assistant Professor in Information Systems,聽awarded 2019 SSHRC Insight Development Grant

Professor Paola Perez-Aleman awarded 2019 SSHRC Partnership Engage Grant

Paola Perez-Aleman, Associate Professor in Strategy and Organization, awarded 2019 SSHRC Partnership Engage Grant.

Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads

Authors: Patrick Augustin, Mikhail Chernov and Dongho Song

Publication: Journal of Financial Economics, Forthcoming

Abstract:

Sovereign CDS quanto spreads tell us how financial markets view the interaction between a country鈥檚 likelihood of default and associated currency devaluations (the Twin Ds). A no-arbitrage model applied to the term structure of Eurozone quanto spreads can isolate the Twin Ds and gauge the associated risk premiums. Conditional on the occurrence of default, the true and risk-adjusted 1-week probabilities of devaluation are 42% (2%) and 90% (55%) for the core (periphery) countries. The weekly risk premium for Euro devaluation in case of default for the core (periphery) exceeds the regular currency premium by up to 18 (13) basis points.

Measuring sovereign bond market integration

Authors: Ines Chaieb, Vihang Errunza, and Rajna Gibson Brandon

Publication: The Review of Financial Studies, Forthcoming

Abstract:

There is significant heterogeneity in the degree and dynamics of sovereign bond market integration across 21 developed and 18 emerging countries. We show that better spanning can significantly enhance market integration through local risk premia dissipation. Integration of the sovereign bond markets increases on average by about 10%, when a country moves from the 25th percentile to the 75th percentile as a result of higher political stability and credit quality, lower inflation and inflation risk, and lower illiquidity. The 10% increase in integration leads to, on average, a decrease in the sovereign cost of funding of about 1% per annum.

Professor Nancy J. Adler wins prestigious Academy of Management award

At the Academy of Management annual meeting in Boston, Desautels Professor Nancy J. Adler received the AMLE Decade Award for her journal article entitled 鈥淲hen Knowledge Wins: Transcending the Sense and Nonsense of Academic Rankings.鈥�

Professor Mehmet Gumus awarded 2019 NSERC Discovery Grant

Mehmet Gumus, Associate Professor in Operations Management was recently awarded a 2019 NSERC Discovery Grant.

Wei Qi awarded 2019 NSERC Discovery Grant

Congratulations to Wei Qi,聽Assistant Professor in Operations Management, awarded 2019 NSERC Discovery Grant聽鈥淭owards a Smart-City Future: Urban-Scale Integration of Mobility and Energy Systems鈥�.

Guillaume Roussellet awarded 2019 FRQSC New Academics Grant

Congratulations to聽Guillaume Roussellet,聽Assistant Professor in Finance,聽awarded 2019 FRQSC New Academics Grant (Soutien 脿 la recherche pour la rel猫ve professorale) 鈥淔acteurs de volatilit茅 et valorisation du VIX鈥�

Wei Qi awarded 2019 FRQSC New Academics Grant

Congratulations to聽Wei Qi,聽Assistant Professor in Operations Management, awarded the 2019 FRQSC New Academics Grant (Soutien 脿 la recherche pour la rel猫ve professorale)聽鈥淟e partage de la mobilit茅 durable dans les villes intelligentes鈥� (鈥淪haring Sustainable Mobility in Smart Cities鈥�).聽

Sharing is caring: Social support provision and companionship activities in healthcare virtual support communities

Authors: K.-Y. Huang, I. Chengalur-Smith, and Alain Pinsonneault

Publication: MIS Quarterly: Management Information Systems, Volume 43, Issue 2, June 2019, Pages 395-423

Abstract:

Individuals increasingly rely on healthcare virtual support communities (HVSCs) for social support and companionship. While research provides interesting insights into the drivers of informational support in knowledge-sharing virtual communities, there is limited research on the antecedents of emotional support provision and companionship activities in HVSCs. The unique characteristics of HVSCs also justify the need to reexamine members鈥� voluntary provisions of help in such communities. This paper develops a model that examines the relationships between the structural, relational, and cognitive dimensions of social capital and the provision of informational and emotional support, and engagement in companionship activities in HVSCs. The model is tested based on data generated through an automated method that classifies and analyzes user-generated text in three healthcare virtual support communities (breast, prostate, and colorectal cancer). The results show that all three dimensions of social capital impact the provision of emotional support; both structural and relational capital facilitate engagement in companionship activities; and only cognitive capital enables the provision of informational support. Research and practical implications on the need to facilitate informational and emotional support provision and companionship activities in healthcare virtual support communities are discussed.