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Managing Firms in an Emerging Economy:Evidence from the Time Use of Indian CEOs
Management Style Performance Outcome or Result Management Teams Manufacturing Industry India
2015/4/28
The success or failure of a company is often ascribed to the behavior of its CEO. Yet little is known about what top managers actually do, whether this matters for firm performance, and why it differs...
Barriers to Acting in Time on Energy and Strategies for Overcoming Them
Barriers Energy Strategies
2015/4/21
The five prior papers in this volume offer many excellent ideas on climate change,oil, transportation, and electricity policies, carbon capture and storage, and the generation of innovative energy sol...
I'll Have the Ice Cream Soon and the Vegetables Later: A Study of Online Grocery Purchases and Order Lead Time
Online Technology Food Decision Choices and Conditions Conflict and Resolution Emotions Cognition and Thinking Retail Industry Food and Beverage Industry
2015/4/21
How do decisions made for tomorrow or two days in the future differ from decisions made for several days in the future? We use data from an online grocer to address this question. In general, we find ...
Highbrow Films Gather Dust:Time-inconsistent Preferences and Online DVD Rentals
Online Technology Decision Choices and Conditions Attitudes Conflict and Resolution Emotions
2015/4/21
We report on a field study demonstrating systematic differences between the preferences people anticipate they will have over a series of options in the future and their subsequent revealed preference...
Optimal pricing in electrical networks over space and time
Optimal pricing electrical networks over space time
2014/11/27
An electrical system is modelled with a transmission network, customers, central generators, and independent generators. The system is subject to stochastic failures and stochastic demand parameters. ...
Sequential time-step generation companies decisions in oligopolistic electricity market
Cournot model Electricity markets Oligopolistic competition
2014/11/27
This paper studies the production decisions of generation companies (GENCOs) which are fully engaged in oligopolistic electricity markets. The model presented is based upon the static equilibrium mode...
Swiss residential demand for electricity by time-of-use
Electricity demand Time-of-use rates
2014/11/27
In this study, we have examined the residential demand for electricity by time-of-day in Switzerland. For this purpose, a model of two log-linear stochastic equations for peak and off-peak electricity...
Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Series Clustering Approach
2012/9/14
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Stock price model random walk Gaussian processes weak con-vergence
2012/9/14
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with va...
High-order short-time expansions for ATM option prices under a tempered stable Lévy model
Exponential Levy models CGMY and tempered stable models short-time asymptotics at-the-money option pricing implied volatility.
2012/9/14
The short-time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In the present work, a novel second-order approximation for ATM opti...
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
DFA and DMA synthetic long-range time series
2012/9/17
Notwithstanding the signi cant e orts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which cond...
Small time central limit theorems for semimartingales with applications
Small time central limit theorems semimartingale applications
2012/9/17
We give conditions under which the normalized marginal distri-bution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions o...
A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
Adaptive Market Hypothesis Non-Bayesian Time-Varying Autoregressive Model Market Efficiency Long-Run Multipliers Kalman Smoothing
2012/9/14
This paper examines the adaptive market hypothesis of Lo (2004, 2005) using the Ito and Noda’s (2012) non-Bayesian time-varying AR model in Japan. As shown
in Ito and Noda (2012), their degree of mar...
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
Potentially complete market Continuous-time financial market Radner equilibrium It坥 diffusion
2012/9/14
We prove that in smooth Markovian continuous杢ime economies with potentially complete asset markets, Radner equilibria with endoge-nously complete markets exist.
The Wronskian parameterizes the class of diffusions with a given distribution at a random time
Wronskian distribution random time
2012/9/14
We provide a complete characterization of the class of one-dimensional time-homogeneous di usions consistent with a given law at an exponentially distributed time using classical results in di usion t...