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1.
Pavlo R. Blavatskyy 《Economics of Transition》2021,29(2):361-365
We collected 469 frontal face images of Ukrainian cabinet ministers who were in office in 2000–2020. For each image, the minister's body mass index was estimated using a computer vision algorithm. The time series of median estimated body mass index of cabinet ministers co-moves over time with two existing measures of corruption – World Bank worldwide governance indicator Control of Corruption, and the discrepancy between the quantity of luxury wristwatches exported from Switzerland to Ukraine (reported by Swiss statistics) and the corresponding quantity imported by Ukraine from Switzerland (reported by Ukrainian statistics). 相似文献
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This paper studies the expansion of an option price (with bounded Lipschitz payoff) in a stochastic volatility model including a local volatility component. The stochastic volatility is a square root process, which is widely used for modeling the behavior of the variance process (Heston model). The local volatility part is of general form, requiring only appropriate growth and boundedness assumptions. We rigorously establish tight error estimates of our expansions, using Malliavin calculus. The error analysis, which requires a careful treatment because of the lack of weak differentiability of the model, is interesting on its own. Moreover, in the particular case of call–put options, we also provide expansions of the Black–Scholes implied volatility that allow to obtain very simple formulas that are fast to compute compared to the Monte Carlo approach and maintain a very competitive accuracy. 相似文献
5.
Joseph A. Schmidt Chelsea R. Willness David A. Jones Joshua S. Bourdage 《International Journal of Human Resource Management》2018,29(3):571-594
We tested relationships between employee quit rates and two bundles of human resource (HR) practices that reflect the different interests of the two parties involved in the employment relationship. To understand the boundary conditions for these effects, we examined an external contingency proposed to influence the exchange-based effects of HR practices on subsequent quit rates – the local industry-specific unemployment rate – and an internal contingency proposed to shape employees’ conceptualization of their exchange relationship – their employment status (i.e. full-time, part-time and temporary employment). Analyses of lagged data from over 200 Canadian establishments show that inducement HR practices (e.g. extensive benefits) and performance expectation HR practices (e.g. performance-based bonuses) had different effects on quit rates, and the former effect was moderated by unemployment rate. The effects of HR practices on quit rates did not differ between FT and PT employees, but a different pattern of main and interactive effects was found among temporary workers. These findings suggest that employees’ exchange-based decisions to leave may be less affected by the number of hours they expect to work each week, and more by the number of weeks they expect to work. 相似文献
6.
Ståle Einarsen Anders Skogstad Erlend Rørvik Åshild Bjørke Lande Morten Birkeland Nielsen 《International Journal of Human Resource Management》2018,29(3):549-570
The present study investigates a potential preventive factor in relation to workplace bullying. Specifically, we examine how climate for conflict management (CCM) may be related to less bullying, increased work engagement, as well as whether CCM is a moderator in the bullying engagement relationship. The study was based on a cross-sectional survey among employees in a transport company (N = 312). Hypotheses were tested simultaneously in a moderated mediation analysis which showed that bullying and job engagement were related (H1), CCM was related to less reports of bullying (H2), CCM was related to work engagement (H3) and that CCM was indirectly related to job engagement through bullying (H4), but only when CCM was weak (H5). That is, CCM moderated the relationship between bullying and work engagement in that this relationship only existed when CCM was low. The present study contributes to theory within this research field by showing that organizational measures may not only prevent bullying, but may also affect how employees react when subjected to bullying. Furthermore, the effect of climate in relation to bullying may be down to the narrow bandwidth facet of CCM. The study informs employers how they may act to prevent bullying while also reducing the potential negative outcomes of those cases of bullying that inevitably will show up from time to time. 相似文献
7.
Thomas R. Buckley 《Business History》2018,60(4):512-541
A defining feature of large-scale retailing during the period 1950–1980 was the emergence and evolution of planned shopping centres. During the 1950s, department stores in the United States were in the vanguard of this phenomenon. In contrast, British department stores continued operating from traditional high street sites, and had limited opportunities for expansion within planned shopping centres until the 1970s. This paper addresses the connection between department store retailing and the development of the planned shopping centre in Britain from the perspective of one enterprise: the John Lewis Partnership. The article demonstrates that the Partnership was willing to operate department stores within centrally located shopping centres, but was circumspect about operating stores in non-centrally located shopping centres. 相似文献
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This study examines why most derivatives markets that settle on the day following expiration choose the opening rather than the closing price as the final settlement price (FSP), whereas most markets that settle on the expiration day select an average rather than a single price as the FSP. Four exogenous changes in the Taiwan Futures Exchange settlement procedures provide an experimental basis for studying the settlement procedures’ impact on underlying assets. Greatest market efficiency is observed when the FSP is determined by a single rather than an average price and hypothesize that manipulation is prevented at the expense of market quality. 相似文献
9.
Rêgo Leandro Chaves Vieira Giannini Italino Alves 《Group Decision and Negotiation》2021,30(3):697-717
Group Decision and Negotiation - In this paper, matrix methods are developed to determine stable states in the graph model for conflict resolution (GMCR) with probabilistic preferences with n... 相似文献
10.
Nathan M. Wilbur Antin M. O'Sullivan Kerry T. B. MacQuarrie Tommi Linnansaari R. Allen Curry 《河流研究与利用》2020,36(5):769-783
Anthropogenic influences, including climate change, are increasing river temperatures in northern and temperate regions and threatening the thermal habitats of native salmonids. When river temperatures exceed the tolerance levels of brook trout and Atlantic salmon, individuals exhibit behavioural thermoregulation by seeking out cold‐water refugia – often created by tributaries and groundwater discharge. Thermal infrared (TIR) imagery was used to map cold‐water anomalies along a 53 km reach of the Cains River, New Brunswick. Trout and salmon parr did not use all identified thermal anomalies as refugia during higher river temperature periods (>21°C). Most small‐bodied trout (8–30 cm) were observed in 80% of the thermal anomalies sampled. Large‐bodied trout (>35 cm) required a more specific set of physical habitat conditions for suitable refugia, that is, 100% of observed large trout used 30% of the anomalies sampled and required water depths >65 cm within or adjacent to the anomaly. Densities of trout were significantly higher within anomalies compared with areas of ambient river temperature. Salmon parr were less aligned with thermal anomalies at the observed temperatures, that is, 59% were found in 65% of the sampled anomalies; and densities were not significantly different within/ outside anomalies. Salmon parr appeared to aggregate at 27°C, and after several events over 27°C variability in aggregation behaviour was observed – some fish aggregated at 25°C, others did not. We stipulate this is due to variances of thermal fatigue. Habitat suitability curves were developed for velocity, temperature, depth, substrate, and deep water availability to characterize conditions preferred by fish during high‐temperature events. These findings are useful for managers as our climate warms, and can potentially be used as a tool to help conserve and enhance thermal refugia for brook trout and Atlantic salmon in similar systems. 相似文献