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Outputs (138)

Exponential Concentration in Stochastic Approximation (2025)
Journal Article
Law, K. J. H., Walton, N., & Yang, S. (online). Exponential Concentration in Stochastic Approximation. Operations Research, https://doi.org/10.1287/opre.2023.0425

We analyze the behavior of stochastic approximation algorithms where iterates, in expectation, progress towards an objective at each step. When progress is proportional to the step size of the algorithm, we prove exponential concentration bounds. The... Read More about Exponential Concentration in Stochastic Approximation.

Customer Orientation and Stock Resilience During Adversity Periods (2025)
Journal Article
Andreou, P., Lambertides, N., Trigeorgis, L., & Tuneshev, R. (2025). Customer Orientation and Stock Resilience During Adversity Periods. Journal of Corporate Finance, 93, Article 102780. https://doi.org/10.1016/j.jcorpfin.2025.102780

Customer orientation reflects the organizational culture and climate that promote behaviors enabling the firm to create superior value for its customers. Using a textual measure of customer orientation (Custor) constructed from 10-K filings, we docum... Read More about Customer Orientation and Stock Resilience During Adversity Periods.

Optimal Scheduling in a Quantum Switch: Capacity and Throughput Optimality (2025)
Journal Article
Bhambay, S., Vasantam, T., & Walton, N. (in press). Optimal Scheduling in a Quantum Switch: Capacity and Throughput Optimality. ACM SIGMETRICS Performance Evaluation Review,

With a growing number of quantum networks in operation, there is a pressing need for performance analysis of quantum switching technologies. A quantum switch establishes, distributes, and maintains entanglements across a network. In contrast to a cla... Read More about Optimal Scheduling in a Quantum Switch: Capacity and Throughput Optimality.

Corporate Governance Reporting, Disclosures, Monitoring, and Decision‐Making: The Role of Big Data Analytics and Technological Tools (2025)
Journal Article
Karamatzanis, G., Tilba, A., & Nikolopoulos, K. (online). Corporate Governance Reporting, Disclosures, Monitoring, and Decision‐Making: The Role of Big Data Analytics and Technological Tools. Corporate Governance: An International Review, https://doi.org/10.1111/corg.12646

Research Question: Using the lens of agency theory, this study seeks to reveal novel qualitative insights on how different governance actors use big data analytics (BDA) and technological tools for governance purposes. It also investigates whether th... Read More about Corporate Governance Reporting, Disclosures, Monitoring, and Decision‐Making: The Role of Big Data Analytics and Technological Tools.

Born to Behave: Home CEOs and Financial Misconduct (2025)
Journal Article
Lei, Z., Petmezas, D., Rau, P. R., & Yang, C. (online). Born to Behave: Home CEOs and Financial Misconduct. Review of Accounting Studies, https://doi.org/10.1007/s11142-025-09870-y

We examine the association between CEO birthplace proximity and financial misconduct. We find that CEOs managing firms near their birthplaces ("home CEOs") are associated with lower levels of financial misconduct compared to non-home CEOs. This assoc... Read More about Born to Behave: Home CEOs and Financial Misconduct.

Local boy does good: The effect of CSR activities on firm value (2025)
Journal Article
Lei, Z., Petmezas, D., Rau, P. R., & Yang, C. (2025). Local boy does good: The effect of CSR activities on firm value. Journal of Banking and Finance, 173, Article 107398. https://doi.org/10.1016/j.jbankfin.2025.107398

We examine the relation between home CEOs and corporate social responsibility (CSR). Our analysis shows home CEOs are associated with higher CSR engagement and increased firm value. These firms exhibit higher asset turnover, lower cost of equity, imp... Read More about Local boy does good: The effect of CSR activities on firm value.

The Spectral Approach to Linear Rational Expectations Models (2024)
Journal Article
Al-Sadoon, M. (online). The Spectral Approach to Linear Rational Expectations Models. Econometric Theory, https://doi.org/10.1017/S026646662400029X

This paper considers linear rational expectations models in the frequency domain. The paper characterizes existence and uniqueness of solutions to particular as well as generic systems. The set of all solutions to a given system is shown to be a fini... Read More about The Spectral Approach to Linear Rational Expectations Models.

Does Fed communication affect uncertainty and risk aversion? (2024)
Journal Article
Chau, F., Deesomsak, R., & Shaikh, R. (2025). Does Fed communication affect uncertainty and risk aversion?. Review of Quantitative Finance and Accounting, 64, 713-756. https://doi.org/10.1007/s11156-024-01318-9

This paper examines whether the Federal Reserve (Fed) communication has significant impact on the level of uncertainty and risk aversion in the U.S., U.K., and Eurozone equity markets. We first apply computational linguistic tools to the Federal Op... Read More about Does Fed communication affect uncertainty and risk aversion?.

Forecasting the Effective Reproduction Number during a Pandemic: COVID-19 Rt forecasts, Governmental Decisions, and Economic Implications (2023)
Journal Article
Nikolopoulos, K., & Vasilakis, C. (2024). Forecasting the Effective Reproduction Number during a Pandemic: COVID-19 Rt forecasts, Governmental Decisions, and Economic Implications. IMA Journal of Management Mathematics, 35(1), 65-81. https://doi.org/10.1093/imaman/dpad023

This research empirically identifies the best-performing forecasting methods for the Effective Reproduction Number Rt of COVID-19, the most used epidemiological parameter for policymaking during the pandemic. Furthermore, based on the most accurate f... Read More about Forecasting the Effective Reproduction Number during a Pandemic: COVID-19 Rt forecasts, Governmental Decisions, and Economic Implications.

COVID-19 and emerging markets: A SIR model, demand shocks and capital flows (2023)
Journal Article
Cakmaklı, C., Demiralp, S., Kalemli Ozcan, S., Yesiltas, S., & Yıldırımk, M. A. (2023). COVID-19 and emerging markets: A SIR model, demand shocks and capital flows. Journal of International Economics, 145, Article 103825. https://doi.org/10.1016/j.jinteco.2023.103825

We quantify the macroeconomic effects of COVID-19 for a small open economy. We use a two-country framework combined with a sectoral SIR model to estimate the effects of collapses in foreign demand and supply. The small open economy... Read More about COVID-19 and emerging markets: A SIR model, demand shocks and capital flows.

Sukūk Development and Income Inequality (2023)
Journal Article
Jatmiko, W., Ebrahim, M., & Smaoui, H. (2023). Sukūk Development and Income Inequality. Journal of International Financial Markets, Institutions and Money, 88, Article 101852. https://doi.org/10.1016/j.intfin.2023.101852

This paper investigates the link between sukūk development and income inequality by scrutinizing twenty-two countries’ data from 1995 to 2019. We employ the two-stage Fractional Regression Model to illustrate that sukūk issuance is associated with in... Read More about Sukūk Development and Income Inequality.

Uncertainty and Bubbles in Cryptocurrencies: Evidence from Newly Developed Uncertainty Indices (2023)
Journal Article
Chowdhury, M. S. R., & Damianov, D. S. (online). Uncertainty and Bubbles in Cryptocurrencies: Evidence from Newly Developed Uncertainty Indices. International Review of Financial Analysis, 91, Article 102949. https://doi.org/10.1016/j.irfa.2023.102949

In this paper, we examine whether newly developed crypto price and policy uncertainty indices based on news coverage (Lucey et al., 2022) are associated with the emergence of bubbles in cryptocurrencies. Using probit regressions, we show that these i... Read More about Uncertainty and Bubbles in Cryptocurrencies: Evidence from Newly Developed Uncertainty Indices.

Value Uncertainty (2023)
Journal Article
Bali, T. G., Del Viva, L., Hefnawy, M. E., & Trigeorgis, L. (online). Value Uncertainty. Management Science, 70(7), 4167-4952. https://doi.org/10.1287/mnsc.2023.4888

We examine how time-series volatility of book-to-market (UNC) is priced in equity returns and the relative contributions of its book volatility (variations in earnings and book value) and market volatility components (shocks in required return). UNC... Read More about Value Uncertainty.

Conflicted Analysts and Initial Coin Offerings (2023)
Journal Article
Barth, A., Laturnus, V., Mansouri, S., & Wagner, A. F. (2023). Conflicted Analysts and Initial Coin Offerings. Management Science, 69(11), 6641-6666. https://doi.org/10.1287/mnsc.2021.02928

This paper studies the contribution of analysts to the functioning and failure of the market for initial coin offerings (ICOs). The assessments of freelancing analysts exhibit biases because of reciprocal interactions of analysts with ICO team member... Read More about Conflicted Analysts and Initial Coin Offerings.

Long-term dynamic asset allocation under asymmetric risk preferences (2023)
Journal Article
Kontosakos, V. E., Hwang, S., Kallinterakis, V., & Pantelous, A. A. (2023). Long-term dynamic asset allocation under asymmetric risk preferences. European Journal of Operational Research, 312(2), 765-782. https://doi.org/10.1016/j.ejor.2023.07.038

We examine the impact of return predictability and parameter uncertainty on long-term portfolio allocations when investors’ utility function quantifies their asymmetric behaviour against expected gains and losses on risky assets. Allowing for differe... Read More about Long-term dynamic asset allocation under asymmetric risk preferences.

Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership (2023)
Journal Article
Yin, C., Sun, W., & Zeng, Y. (2023). Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership. International Review of Financial Analysis, 90(November 2023), Article 102820. https://doi.org/10.1016/j.irfa.2023.102820

This study examines how CEO ownership affects the motivation of firms to hold cash. We document a monotonic and positive relationship between CEO ownership and cash holdings. The effect is more pronounced for firms with higher firm-specific risk and... Read More about Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership.

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