Ƭ֦Ƶ

subscribe

CSR types and the moderating role of corporate competence

Authors: Xiaoye Chen, Rong Huang, Zhiyong Yang, Laurette Dube

Publication: European Journal of Marketing, Forthcoming

ٰ:

Purpose

Published: 26 Apr 2018

Addressing Complex Societal Problems: Enabling Multiple Dimensions of Proximity to Sustain Partnerships for Collective Impact in Quebec

Authors: Nii Addy and Laurette Dubé

Publication: Sustainability, Vol. 10, No. 4, April 2018

Abstract:

Published: 12 Apr 2018

Growth and Learning Mechanisms in the Evolving Multilayered and Multidimensional View of International Entrepreneurship

Author: Hamid Etemad 

Publication: Journal of International Entrepreneurship, Vol. 16, No. 1, Winter 2018

Abstract:

Published: 6 Apr 2018

The Term Structure of CDS Spreads and Sovereign Credit Risk

Author: Patrick Augustin

Publication: Journal of Monetary Economics, Forthcoming

ٰ:

Published: 6 Apr 2018

Discounted: The effect of founder race on the price of new products

Authors: Peter Younkin, Venkat Kuppuswamy

Publication: Journal of Business Venturing, Forthcoming

ٰ:

Published: 3 Apr 2018

Internationalization pattern of creative-cultural events: Two cases from Canada

Authors: Hamid Etemad, Hamed Motaghi

Publication: International Business Review, March 16, 2018

Abstract:

Published: 3 Apr 2018

From Placebo to Panacea: Studying the Diffusion of IT Management Techniques with Ambiguous Efficiencies - The Case of Capability Maturity Model (CMM)

Authors: Saeed Akhlaghpour, Liette Lapointe

Publication: Journal for the Association of Information Systems, Forthcoming

Abstract:

Published: 2 Apr 2018

How do callings relate to job performance? The role of organizational commitment and ideological contract fulfillment

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:

Published: 29 Mar 2018

Ruslan Goyenko paper "Illiquidity Premia in Equity Option Markets" selected Editor's Choice in Review of Financial Studies

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.

Published: 29 Mar 2018

Shared Mobility for Last-Mile Delivery: Design, Operational Prescriptions and Environmental Impact

Authors: Wei Qi, Lefei Li, Sheng Liu, Zuo-Jun Max Shen

Publication: Manufacturing & Service Operations Management, Vol. 20, No. 4, Fall 2018

Abstract:

Published: 29 Mar 2018

On international migration: A review essay

Authors: Anthony C. Masi

Publication: Canadian Studies in Population, Vol. 44, No. 3-4, 2017

Abstract:

Published: 29 Mar 2018

Asset Pricing with Countercyclical Household Consumption Risk

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 fits 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.

Read article: Journal of Finance

Published: 29 Mar 2018

What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

Authors: Anisha Ghosh, Christian Julliard, Alex P. Taylor

Publication: The Review of Financial Studies, Volume 30, No. 2, February 2017

ٰ:

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.

Read article: The Review of Financial Studies

Published: 29 Mar 2018

Towards a conceptual multilayered framework of international entrepreneurship

Author: Hamid Etemad

Publication: Journal of International Entrepreneurship, Vol. 15, No. 3, September 2017

ٰ:

Published: 29 Mar 2018

The emergence of online global market place and the multilayered view of international entrepreneurship

Author: Hamid Etemad

Publication: Journal of International Entrepreneurship, Vol. 15, No. 4, December 2017

ٰ:

Published: 29 Mar 2018

Pages

Back to top