Skip to main content

Research Repository

Advanced Search

All Outputs (111)

Option pricing under the double exponential jump‐diffusion model with stochastic volatility and interest rate (2017)
Journal Article
Chen, R., Li, Z., Zeng, L., Yu, L., Qi, L., & Liu, J. (2017). Option pricing under the double exponential jump‐diffusion model with stochastic volatility and interest rate. Journal of management science and engineering, 2(4), 252-289. https://doi.org/10.3724/SP.J.1383.204012

This paper proposes an efficient option pricing model that incorporates stochastic interest rate (SIR), stochastic volatility (SV), and double exponential jump into the jump‐diffusion settings. The model comprehensively considers the leptokurtosis an... Read More about Option pricing under the double exponential jump‐diffusion model with stochastic volatility and interest rate.

Time-varying ratings for international football teams (2017)
Journal Article
Baker, R., & McHale, I. (2017). Time-varying ratings for international football teams. European Journal of Operational Research, 267(2), 659-666. https://doi.org/10.1016/j.ejor.2017.11.042

We present a model for rating international football teams. Using data from 1944 to 2016, we ask `which was the greatest team?'. To answer the question requires some sophisticated methodology.
Specifically, we have used k-fold cross-validation, whi... Read More about Time-varying ratings for international football teams.

ERP benefits capability framework : an orchestration theory perspective (2017)
Journal Article
Mohamad, M. (2018). ERP benefits capability framework : an orchestration theory perspective. Business Process Management Journal, 24(1), 266-294. https://doi.org/10.1108/BPMJ-11-2015-0162

ERP benefits can be classified as automation, planning and innovation benefits. This research aims to answer two research questions: (1) what are the ERP resources and organizational complementary resources (OCRs) required to achieve each group of be... Read More about ERP benefits capability framework : an orchestration theory perspective.

Financing behavior of R&D investments in the emerging markets : the role of alliance and financial system (2017)
Journal Article

This paper examines the financing behaviour of R&D investments in emerging markets. Drawing on institutional theory and using panel data of generalized methods of moment (GMM) estimation for a sample of 302 firms from 20 countries during the period 2... Read More about Financing behavior of R&D investments in the emerging markets : the role of alliance and financial system.

Managing to make markets: Marketization and the conceptualization work of strategic nets in the life science sector (2017)
Journal Article

This paper presents one of the first studies to identify and explain the marketization work of a strategic net. Through a study of the Stevenage Bioscience Catalyst – a strategic net formed to support the marketization of Life Science Discoveries - w... Read More about Managing to make markets: Marketization and the conceptualization work of strategic nets in the life science sector.

Peculiarities in the development of special economic zones and industrial parks in Russia (2017)
Journal Article
Sosnovskikh, S. (2017). Peculiarities in the development of special economic zones and industrial parks in Russia. European Journal of Geography, 8(4), 82-102

This paper investigates the process of developing and implementing Special Economic Zones (SEZs) and industrial parks in Russia. Governments commonly use SEZ policies to develop and diversify exports, create jobs, and launch technology and knowledge... Read More about Peculiarities in the development of special economic zones and industrial parks in Russia.

Politicians lie, so do I (2017)
Journal Article

This research analyzed whether political leaders make people lie via priming experiments. Priming is a non-conscious and implicit memory effect in which exposure to one stimulus affects the response to another stimulus. Following priming theories, we... Read More about Politicians lie, so do I.

Mortality among migrants and their descendants living in England and Wales (2017)
Book Chapter
Wallace, M. (2017). Mortality among migrants and their descendants living in England and Wales. . Edward Elgar Publishing. https://doi.org/10.4337/9781785365973



Mortality differences among immigrants and their descendants in England and Wales are studied. The analysis involves an assessment of the hypothesis that data errors, particularly under-registration of migrant deaths, lies at the root of the immi... Read More about Mortality among migrants and their descendants living in England and Wales.

The value and significance of corporate community relations : an Italian SME perspective (2017)
Journal Article
Palazzo, M., Foroudi, P., Siano, A., & Kitchen, P. (2017). The value and significance of corporate community relations : an Italian SME perspective. Bottom Line, 30(4), 330-344. https://doi.org/10.1108/bl-08-2017-0019

Purpose
The purpose of this paper is to investigate the link between community of place and small- and medium-sized enterprises (SMEs) in Lombard industrial districts in Italy.

Design/methodology/approach
A brief literature review of internat... Read More about The value and significance of corporate community relations : an Italian SME perspective.

The effects of Supply Chain Management (SCM) activities and their impact on festival management and the customer experience (2017)
Book Chapter
Ryan, W., & Kelly, S. (2017). The effects of Supply Chain Management (SCM) activities and their impact on festival management and the customer experience. In A. Jepson, & A. Clarke (Eds.), Power, Construction and Meaning in Festivals (109-128). Routledge

As the number of festivals and the need to provide more satisfying customer experiences continue to grow, the challenges faced by festival managers have become more complicated than ever. This means that festival organisers are becoming progressively... Read More about The effects of Supply Chain Management (SCM) activities and their impact on festival management and the customer experience.

The effects of supply chain management (SCM) activities and their impact upon festival management and the customer experience (2017)
Book Chapter

As the number of festivals and the need to provide more satisfying customer experiences continue to grow, the challenges faced by festival managers have become more complicated than ever. The demand to reduce costs and deal with the increasingly comp... Read More about The effects of supply chain management (SCM) activities and their impact upon festival management and the customer experience.

Organisational dynamics and adoption of innovations : a study within the context of software firms in Sri Lanka (2017)
Journal Article

This paper examines the effect of organisational dynamics on innovation focus using the residual dominant and emergent theoretical framework (RDE) and the empirical evidence of four case studies. The findings revealed that different types of innovati... Read More about Organisational dynamics and adoption of innovations : a study within the context of software firms in Sri Lanka.