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121.
122.
The relationship between unethical peer behavior and observers?? unethical behavior traditionally has been examined from a social learning perspective. We employ two additional theoretical lenses, social identity theory and social comparison theory, each of which offers additional insight into this relationship. Data from 600 undergraduate business students in two universities provide support for all the three perspectives, suggesting that unethical behavior is influenced by social learning, social identity, and social comparison processes. Implications for managers and future research are discussed. 相似文献
123.
This article assesses the interaction between inflation and inflation uncertainty in a dynamic framework for Turkey by using
monthly data for the time period 1984–2009. The bulk of previous studies investigating the link between inflation and inflation
uncertainty employ Autoregressive Conditional Heteroskedasticity (ARCH)-type models, which consider inflation uncertainty
as a predetermined function of innovations to inflation specification. The stochastic volatility in mean (SVM) models that
we use allow for gathering innovations to inflation uncertainty and assess the effect of inflation volatility shocks on inflation
over time. When we assess the interaction between inflation and its volatility, the empirical findings indicate that response
of inflation to inflation volatility is positive and statistically significant. However, the response of inflation volatility
to inflation is negative but not statistically significant. 相似文献
124.
The contextual nature of the predictive power of statistically-based quarterly earnings models 总被引:2,自引:2,他引:0
We present new empirical evidence on the contextual nature of the predictive power of five statistically-based quarterly earnings
expectation models evaluated on a holdout period spanning the twelve quarters from 2000–2002. In marked contrast to extant
time-series work, the random walk with drift (RWD) model provides significantly more accurate pooled, one-step-ahead quarterly
earnings predictions for a sample of high-technology firms (n = 202). In similar predictive comparisons, the Griffin-Watts (GW) ARIMA model provides significantly more accurate quarterly
earnings predictions for a sample of regulated firms (n = 218). Finally, the RWD and GW ARIMA models jointly dominate the other expectation models (i.e., seasonal random walk with
drift, the Brown-Rozeff (BR) and Foster (F) ARIMA models) for a default sample of firms (n = 796). We provide supplementary analyses that document the: (1) increased frequency of the number of loss quarters experienced
by our sample firms in the holdout period (2000–2002) vis-à-vis the identification period (1990–1999); (2) reduced levels
of earnings persistence for our sample firms relative to earnings persistence factors computed by Baginski et al. (2003) during earlier time periods (1970s–1980s); (3) relative impact on the predictive ability of the five expectation models
conditioned upon the extent of analyst coverage of sample firms (i.e., no coverage, moderate coverage, and extensive coverage);
and (4) sensitivity of predictive performance across subsets of regulated firms with the BR ARIMA model providing the most
accurate predictions for utilities (n = 87) while the RWD model is superior for financial institutions (n = 131).
相似文献
Kenneth S. Lorek (Corresponding author)Email: |
G. Lee WillingerEmail: |
125.
This article develops and empirically implements an arbitrage-free,dynamic term structure model with "priced" factor and regime-shiftrisks. The risk factors are assumed to follow a discrete-timeGaussian process, and regime shifts are governed by a discrete-timeMarkov process with state-dependent transition probabilities.This model gives closed-form solutions for zero-coupon bondprices, an analytic representation of the likelihood functionfor bond yields, and a natural decomposition of expected excessreturns to components corresponding to regime-shift and factorrisks. Using monthly data on U.S. Treasury zero-coupon bondyields, we show a critical role of priced, state-dependent regime-shiftrisks in capturing the time variations in expected excess returns,and document notable differences in the behaviors of the factorrisk component of the expected returns across high and low volatilityregimes. Additionally, the state dependence of the regime-switchingprobabilities is shown to capture an interesting asymmetry inthe cyclical behavior of interest rates. The shapes of the termstructure of volatility of bond yield changes are also verydifferent across regimes, with the well-known hump being largelya low-volatility regime phenomenon. 相似文献
126.
Bryan J. Pesta Mary W. Hrivnak Kenneth J. Dunegan 《Employee Responsibilities and Rights Journal》2007,19(1):45-55
Laws addressing harassment at work have evolved considerably since court systems first recognized that (sexual) harassment
is illegal. Now, managers must worry about protected classes other than sex (e.g., race, age, etc.), and the effects of harassment
on bystanders as well as victims (i.e., ambient harassment). Understanding these newer conceptualizations of workplace harassment
is critical for mangers dealing with an increasingly complex array of possible work environments, only some of which are illegal.
Toward this end, we present a taxonomy of eight possible work environments, created by parsing the legal definition of sexual
harassment (i.e., the first-recognized type of hostile work environment). The taxonomy illustrates the evolution of law in
this area, and highlights the multidimensional nature of workplace harassment. Also discussed are potential complications
arising from how a reasonable person and a victim might interpret behavior. Managers using the taxonomy may better assess
whether their work environments have crossed the line, or facilitate movement from less- to more-desirable work environments.
相似文献
Kenneth J. DuneganEmail: |
127.
Many nations have undergone significant trade liberalization even as they have increased their use of contingent protection measures. This raises the question of whether some of the trade liberalization efforts, at times accomplished through painful reforms, have been undone through a substitution from tariffs to non‐tariff barriers. Among the new forms of protection, antidumping is the most relevant. This paper examines whether the use of antidumping is systematically influenced by the reduction of applied sectoral tariffs in a sample of 29 developing and six developed countries from 1991 through 2002. Evidence is found of a substitution effect only for a small set of heavy users of antidumping among developing countries. There is no similar statistically significant result for other developing countries or developed countries. Robust evidence is also found of retaliation and deflection effects as determinant of antidumping filings across all subsamples. 相似文献
128.
129.
While bank liabilities in Sub-Saharan Africa are found to follow (but not lead) economic growth, the link between bank credit and growth is altogether absent. 相似文献
130.
We examine the distributional impact of large dams on cropland productivity in Africa. As our unit of analysis we use a hydrology based spatial breakdown of the continent that allows one to exactly define regions in terms of their upstream/downstream relationship at a highly disaggregated level. We then use satellite data to derive measures of cropland productivity within these areas. Our econometric analysis shows that while regions downstream benefit from large dams, no beneficial effects accrue to cropland within the vicinity. Moreover, we find that the productivity enhancing impact of upstream dams is dependent on the local climate. Overall our results suggest that upstream dams have quantitatively on average provided up to 12% of the minimum daily per capita amount of kilocalorie needs in downstream communities and increased agricultural production by 1%. 相似文献