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In this paper we are concerned with the impact the public sector has on private sector innovation. Perhaps the most important issue is whether public sector innovation, or lack of it, impacts upon pri...
The presumed dominant role of usability attributes (ie usefulness and ease of use) in predicting consumer adoption of a technologically based innovation (eg internet banking — IB) is reexamined, by us...
This study considers how the agency role of accounting experts is influenced by the resource dependence focus of nonaccounting (finance and supervisory) financial experts in audit committees. Using po...
Using a large sample of hedge fund manager characteristics, we provide one of the first comprehensive studies on the impact of manager characteristics, such as education and career concern, on hedge f...
Financial advisors commonly observe important differences among current and prospective clients in terms of financial numeracy, net worth, and financial management skills. This study shows that these ...
The implied volatility surface (IVS) is a fundamental building block in computational finance.We provide a survey of methodologies for constructing such surfaces. We also discuss various topics which ...
Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return cha...
Futures trading is the core of futures business, and is considered as a typical complex system. To investigate the complexity of futures trading, we employ the analytical method of complex networks. F...
This study finds new evidence that managers announce open market share repurchases for different reasons that vary according to the firm’s investment opportunity set. Low q firm managers announce rep...
Futures trading is the core of futures business, and is considered as a typical complex system. To investigate the complexity of futures trading, we employ the analytical method of complex networks. F...
In [6] for c > 0 we defined truncated variation, T V c μ , of Brownian motion with drift, Wt = Bt+μt, t  0, where (Bt) is a standard Brownian motion.
The Sarbanes-Oxley Act (SOX) was passed in 2002 to apply new controls over financial reporting for publicly traded companies in the United States. SOX established the Public Company Accounting Overs...
According to traditional IO models, the characteristics of market demand(intercept, slope, elasticity) and of technology (level of symmetric marginal costs) do not play any role in deÖning the su...
This paper analyzes the issue costs and initial pricing of bonds in the international market. In particular, we investigate the determinants of three components of issue costs: underwriter fee, unde...

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