Skip to main content

Research Repository

Advanced Search

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.

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.

Corporations and professionalism : awkward bed-fellows? (2017)
Journal Article
Kreps, D. (2017). Corporations and professionalism : awkward bed-fellows?. Journal of Information, Communication and Ethics in Society, 15(4), 366-369. https://doi.org/10.1108/JICES-01-2017-0005

Purpose
The purpose of this paper is to respond to Burmeister’s paper on Professionalism in information and communication technology.
Design/methodology/approach
This is a short and simple response to an issue that seemed central to Burmeister’... Read More about Corporations and professionalism : awkward bed-fellows?.

A general inspection and opportunistic replacement policy for one-component systems of variable quality (2017)
Journal Article
Cavalcante, C., Lopes, R., & Scarf, P. (2018). A general inspection and opportunistic replacement policy for one-component systems of variable quality. European Journal of Operational Research, 266(3), 911-919. https://doi.org/10.1016/j.ejor.2017.10.032

We model the influence of opportunities in a hybrid inspection and replacement policy. The base policy has two phases: an initial inspection phase in which the system is replaced if found defective; and a later wear-out phase that terminates with rep... Read More about A general inspection and opportunistic replacement policy for one-component systems of variable quality.

A cross-cultural and cross-gender analysis of compulsive buying behavior’s core dimensions (2017)
Journal Article
Maccarrone-Eaglen, A., & Schofield, P. (2017). A cross-cultural and cross-gender analysis of compulsive buying behavior’s core dimensions. International Journal of Consumer Studies, 42(1), 173-185. https://doi.org/10.1111/ijcs.12396

This study seeks to address the disagreement in the literature about compulsive buying behavior’s (CBB) dimensional structure and tests for cross-cultural and cross-gender invariance in young British, Chinese, Czech and Spanish consumers using struct... Read More about A cross-cultural and cross-gender analysis of compulsive buying behavior’s core dimensions.

Employee imagination and its implication for entrepreneurs : inspiration from Chinese business enterprises (2017)
Journal Article
Talat, U., & Chang, K. (2017). Employee imagination and its implication for entrepreneurs : inspiration from Chinese business enterprises. Journal of Chinese Human Resource Management, 8(2), 129-152. https://doi.org/10.1108/JCHRM-06-2017-0012

Purpose: In 2015 the European Group of Organisation Studies released a call for papers highlighting poor knowledge of employee imagination in organisations. To address this need, the current study hypothesises employee imagination consisting of seven... Read More about Employee imagination and its implication for entrepreneurs : inspiration from Chinese business enterprises.

Perceptions of justice and organisational commitment in international mergers and acquisitions (2017)
Journal Article
Gomes, E., Mellahi, K., Sahadev, S., & Harvey, A. (2017). Perceptions of justice and organisational commitment in international mergers and acquisitions. International Marketing Review, 34(5), 582-605. https://doi.org/10.1108/IMR-02-2014-0046

Purpose: Although there is substantial and accumulating evidence on the link between market entry modes and performance, evidence regarding their impact on employee
perceptions and thereby their commitment is scarce. This is more so in mergers and a... Read More about Perceptions of justice and organisational commitment in international mergers and acquisitions.

Coping with demand volatility in retail pharmacies with the aid of big data exploration (2017)
Journal Article
aid of big data exploration. Computers and Operations Research, 98, 343-354. https://doi.org/10.1016/j.cor.2017.08.009

Data management tools and analytics have provided managers with the opportunity to contemplate inventory performance as an ongoing activity by no longer examining
only data agglomerated from ERP systems, but also, considering internet information de... Read More about Coping with demand volatility in retail pharmacies with the aid of big data exploration.

The spillover effects of innovative ideas on human capital (2017)
Journal Article
Alpaslan, B., & Ali, A. (2017). The spillover effects of innovative ideas on human capital. Review of Development Economics, 22(1), 333-360. https://doi.org/10.1111/rode.12344

This paper extends a two-period overlapping generations model of endogenous growth where the interactions between public infrastructure and human capital with research and development (R&D) activities and growth are studied. The paper makes two impor... Read More about The spillover effects of innovative ideas on human capital.

Customer relationship management processes in the Nigerian retail banking sector (2017)
Thesis
Abubakar, M. Customer relationship management processes in the Nigerian retail banking sector. (Thesis). University of Salford

The acceptance and wide adoption of relationship management strategies stem from the strategic competitive advantage(s) associated with an excellent customer-bank relationship. Similarly, its acceptance by big organisations and its subsequent perform... Read More about Customer relationship management processes in the Nigerian retail banking sector.

An estimation model for hypertension drug demand in retail pharmacies with the aid of big data analytics (2017)
Presentation / Conference
Papanagnou, C., & Matthews-Amune, O. (2017, July). An estimation model for hypertension drug demand in retail pharmacies with the aid of big data analytics. Presented at 19th IEEE Conference on Business Informatics, Thessaloniki, Greece

The unpredictability of consumer preference observed
in the last few years has coincided with the global digital
data explosion as consumers are increasingly relying on internet
information to guide their buying behaviour. The emergence of
this t... Read More about An estimation model for hypertension drug demand in retail pharmacies with the aid of big data analytics.

Credit supply constraints and financial policies of listed companies during the 2007–2009 financial crisis (2017)
Journal Article
Akbar, S., Rehman, S., Liu, J., & Shah, S. (2017). Credit supply constraints and financial policies of listed companies during the 2007–2009 financial crisis. Research in International Business and Finance, 42, 559-571. https://doi.org/10.1016/j.ribaf.2017.07.001

This study examines the effects of lending constraints on the financial policies of UK publicly listed companies during the 2007–2009 financial crisis. Using a sample of 2039 publicly listed firms, the results of our
analysis indicate that financial... Read More about Credit supply constraints and financial policies of listed companies during the 2007–2009 financial crisis.

CEO compensation and banks’ risk-taking during pre and post financial crisis periods (2017)
Journal Article
Shah, S., Akbar, S., Liu, J., Liu, Z., & Cao, S. (2017). CEO compensation and banks’ risk-taking during pre and post financial crisis periods. Research in International Business and Finance, 42, 1489-1503. https://doi.org/10.1016/j.ribaf.2017.07.089

This study examines the impact of CEO compensation on banks’ risk during both pre and post-financial crisis periods. Our results suggest a negative relationship between CEO bonuses and banks’ risk in the pre-financial crisis period. Similarly, restri... Read More about CEO compensation and banks’ risk-taking during pre and post financial crisis periods.

Social media in a Corbyn led Labour Party : some discussion points (2017)
Presentation / Conference
Reeves, P. (2017, July). Social media in a Corbyn led Labour Party : some discussion points. Presented at Academy of Marketing Conference 2017, Hull University, UK

This working paper acts a discussion piece to inform a conceptual paper currently under
development. The research purpose is to explore how effectively (with the election of Jeremy
Corbyn as leader) social media strategy is being used by the Labour... Read More about Social media in a Corbyn led Labour Party : some discussion points.

Data analytic approach for manipulation detection in stock market (2017)
Journal Article
Zhai, J., Cao, Y., & Ding, X. (2018). Data analytic approach for manipulation detection in stock market. Review of Quantitative Finance and Accounting, 50(3), 897-932. https://doi.org/10.1007/s11156-017-0650-0

The term “price manipulation” is used to describe the actions of “rogue” traders who employ carefully designed trading tactics to incur equity prices up or down to make profit. Such activities damage the proper functioning, integrity, and stability o... Read More about Data analytic approach for manipulation detection in stock market.

Paule-Mandel estimators for network meta-analysis with random inconsistency effects (2017)
Journal Article
Jackson, D., Veroniki, A., Law, M., Tricco, A., & Baker, R. (2017). Paule-Mandel estimators for network meta-analysis with random inconsistency effects. Research Synthesis Methods, 8(4), 416-434. https://doi.org/10.1002/jrsm.1244

Network meta-analysis is used to simultaneously compare multiple treatments in a single analysis. However, network meta-analyses may exhibit inconsistency, where direct and different forms of indirect evidence are not in agreement with each other, ev... Read More about Paule-Mandel estimators for network meta-analysis with random inconsistency effects.

Social media based sponsorship activation – a typology of content (2017)
Journal Article
content. Sport, Business and Management: An International Journal, 7(3), 293-314. https://doi.org/10.1108/SBM-04-2016-0016

This paper thematically categorises sports sponsorship-linked Twitter content and,
by drawing on uses & gratifications (U&G) theory, maps the extent to which these categories
cohere with known user motivations for consuming social media.
Methodolo... Read More about Social media based sponsorship activation – a typology of content.

Internal organizational barriers to the adoption of social media marketing in the retailing industry of electronics and home appliances : the case of Egypt (2017)
Thesis
Wahieb, R. Internal organizational barriers to the adoption of social media marketing in the retailing industry of electronics and home appliances : the case of Egypt. (Thesis). University of Salford

A thorough look towards the use of social media reveals a strong potential to its role as a marketing tool. This study examines the barriers to the adoption of SMM by retailers of electronics and home appliances in Egypt.
Despite the long stream o... Read More about Internal organizational barriers to the adoption of social media marketing in the retailing industry of electronics and home appliances : the case of Egypt.

Data analytics enhanced component volatility model (2017)
Journal Article
Yao, Y., Zhai, J., Cao, Y., Ding, X., Liu, J., & Luo, Y. (2017). Data analytics enhanced component volatility model. Expert systems with applications, 84, 232-241. https://doi.org/10.1016/j.eswa.2017.05.025

Volatility modelling and forecasting have attracted many attentions in both finance and computation areas. Recent advances in machine learning allow us to construct complex models on volatility forecasting. However, the machine learning algorithms ha... Read More about Data analytics enhanced component volatility model.