Now showing items 1-10 of 22
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
This paper examines the impact of macroeconomic announcements on the high-frequency behavior of the observed implied volatility skew of S&P 500 index options and VIX. We document that macroeconomic announcements affect ...
Firm Value Effects of Global, Regional, and Local Brand Divestments in Core and Non-Core Businesses
In this article, we investigate the effect of brand divestments on firm value. We integrate two common motives for focus-increasing brand divestitures—global branding and refocusing on core businesses—in a single common ...
Competently ordinary: new middle class consumers in the emerging markets
(American Marketing Association, 2014-07)
Although the new middle classes in emerging markets are a matter of significant interest for marketing scholars and managers, there has been little systematic research on their values and preoccupations. This article focuses ...
The Evolving Role of Supply Chain Managers in global Channels of Distribution and Logistics Systems
(Emerald Group, 2014-09)
Purpose – Supply chains have become a strategic strength to many firms due to the nature of the globalization of business. The past roles of supply chain managers have changed dramatically and now also include various ...
Optimal multi-period consumption and investment with short-sale constraints
This article examines agents’ consumption-investment problem in a multi-period pure exchange economy where agents are constrained with the short-sale of state-dependent risky contingent claims. In equilibrum, agents ...
The dynamic lot-sizing problem with convex economic production costs and setups
In this work the uncapacitated dynamic lot-sizing problem is considered. Demands are deterministic and production costs consist of convex costs that arise from economic production functions plus set-up costs. We formulate ...
Multi-criteria analysis using latent class cluster ranking: An investigation into corporate resiliency
In this paper, we introduce a multi-stage multiple criteria latent class model within a Bayesian framework that can be used to evaluate and rank-order objects based on multiple performance criteria. The latent variable ...
Decision analysis in Turkey
The discourses of marketing and development: towards 'critical transformative marketing research'
(Taylor and Francis, 2014-09)
In order to understand the connection between development, marketing and transformative consumer research (TCR), with its attendant interest in promoting human well-being, this article begins by charting the links between ...
Role of strong versus weak networks in small business growth in an emerging economy
The study tests whether strong rather than weak ties account for small business growth in Turkey. Data were collected by means of a questionnaire filled out by the owners of small firms operating in four cities. Growth ...