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101.
Robert W. Palmatier Author Vitae C. Fred Miao Author Vitae Eric Fang Author Vitae 《Industrial Marketing Management》2007,36(5):589-603
This article addresses the integration of sales channels after mergers and acquisitions (M&A) by appraising the strengths, weaknesses, and biases associated with the four most common frameworks for evaluating sales channels (sales management, historical performance, strategic fit, and customer choice) for their appropriateness in a post-M&A context. The authors develop a methodological approach that uses a balanced-scorecard framework to guide managers through the sales channel integration process, and then apply this approach to the merger of two industrial firms' sales organizations across 21 territories. In so doing, they reveal various pitfalls and propose and test some analytical corrections. Longitudinal performance data support comparisons across the different evaluative frameworks; in particular, the sales management and customer choice frameworks provide the most insight into channel partners' post-integration performance. The results support the premise that channel integration can be improved by accounting for factors unique to the M&A context and using an approach that triangulates multiple perspectives. 相似文献
102.
Growing concern for poverty in the face of declining agricultural research budgets has increasingly required formal priority setting of public agricultural research in developing countries to ensure that scarce research resources are allocated in ways that will have the greatest impact on the poor. This paper assessed the potential impacts of alternative commodity research programs on poverty reduction in three agro-ecological zones of Nigeria and identified strategic agricultural research priorities in the three zones. The paper discusses the poverty reduction-based priorities and their role in facilitating dialogue between research managers and policymakers aimed at sharpening the focus of agricultural research to achieve poverty reduction objectives in Nigeria. 相似文献
103.
Until 1974, firms could choose, within GAAP, to capitalize or expense interest costs associated with capital expenditures. The predominant practice had been to treat interest as a period expense. However, in 1974, the Securities and Exchange Commission imposed a moratorium on further adoption of interest capitalization by non-regulated firms. This study empirically examines economic factors potentially influencing firms' decisions to expense or capitalize interest prior to the SEC moratorium. We hypothesize that the choice may be affected by (1) the existence of management compensation agreements tied to reported earnings, (2) debt covenant constraints, and (3) the political costs (for some firms) of reporting higher earnings.When compared to the control group, our findings are that (1) the frequency of explicit management compensation packages was not greater for the interest capitalization group, (2) firms with financial ratios closer to likely debt agreement constraints (on dividends, interest coverage, and leverage) tended to elect interest capitalization, and (3) other than the largest firms in the ‘politically sensitive’ petroleum refining industry, the larger firms were more likely to capitalize interest. 相似文献
104.
The Variance Gamma Process and Option Pricing 总被引:21,自引:0,他引:21
A three parameter stochastic process, termed the variance gamma process, that generalizes Brownian motion is developed as a model for the dynamics of log stock prices. The process is obtained by evaluating Brownian motion with drift at a random time given by a gamma process. The two additional parameters are the drift of the Brownian motion and the volatility of the time change. These additional parameters provide control over the skewness and kurtosis of the return distribution. Closed forms are obtained for the return density and the prices of European options. The statistical and risk neutral densities are estimated for data on the S & P500 Index and the prices of options on this Index. It is observed that the statistical density is symmetric with some kurtosis, while the risk neutral density is negatively skewed with a larger kurtosis. The additional parameters also correct for pricing biases of the Black Scholes model that is a parametric special case of the option pricing model developed here. 相似文献
105.
106.
107.
Recently, many luxury brands have begun to launch limited edition (LE) products. When this happens, advertisers implement two typical types of scarcity messages for LE products: limited‐time scarcity (LTS) versus limited‐quantity scarcity (LQS) messages (Cialdini, 2008). Prior research offered empirical evidence that these scarcity messages make consumers feel that LE products are more special, unique, and valuable, and thus, positively influence their evaluation of the product (Aggarwal, Jun, & Huh, 2011). The current study examined the differential effects of LTS and LQS messages on different types of LE products by focusing on consumers’ need for uniqueness. 相似文献
108.
Gordon W. Crawford Eric Rosenblatt 《The Journal of Real Estate Finance and Economics》1999,19(2):147-159
This paper estimates the mortgage interest rate differences paid by Asian, Hispanic, and African–American borrowers to a national home mortgage lender in the years 1988–1989. Controlling for differences in market rates, rate lock protection, and borrower risk factors, conventional loan interest rates are almost perfectly race-neutral. The single deviation from race-neutrality is that when interest rates fall during the borrower's rate-lock period, only African–American borrowers are unable to capture a share of this decline. Government (FHA and VA) credit models show small premia paid by African–American borrowers of about $1.80 per month on average. In government lending, Hispanic borrowers alone are unable to capture rate declines occurring during the borrower's rate-lock period. 相似文献
109.
This study examines whether autocorrelations or cross-autocorrelations are more closely associated with the weekend phenomenon. Our results show a significant day-of-the-week pattern in autocorrelations associated with the weekend phenomenon. However, we find no marginal influence of a day-of-the-week pattern in cross-autocorrelations on the weekend phenomenon. 相似文献
110.
We provide a structural approach to identify instantaneous causality effects between durations and stock price volatility. So far, in the literature, instantaneous causality effects have either been excluded or cannot be identified separately from Granger type causality effects. By giving explicit moment conditions for observed returns over (random) duration intervals, we are able to identify an instantaneous causality effect. The documented causality effect has significant impact on inference for tick-by-tick data. We find that instantaneous volatility forecasts for, e.g., IBM stock returns must be decreased by as much as 40% when not having seen the next quote change before its (conditionally) median time. Also, instantaneous volatilities are found to be much higher than indicated by standard volatility assessment procedures using tick-by-tick data. For IBM, a naive assessment of spot volatility based on observed returns between quote changes would only account for 60% of the actual volatility. For less liquidly traded stocks at NYSE this effect is even stronger. 相似文献