Skip to main content

Research Repository

Advanced Search

All Outputs (94)

Standardization efforts: the relationship between knowledge dimensions, search processes and innovation outcomes (2015)
Journal Article

We explore how a standardization effort (i.e., when a firm pursues standards to further innovation) involves different search processes for knowledge and innovation outcomes. Using an inductive case study of Vanke, a leading Chinese property develope... Read More about Standardization efforts: the relationship between knowledge dimensions, search processes and innovation outcomes.

Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (2015)
Journal Article

This paper studies the estimation problem of the covariance matrices of asset returns in the presence of microstructure noise and asynchronicity between the observations across different assets. Motivated by Malliavin and Mancino (2002, 2009) we prop... Read More about Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error.

Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis (2015)
Journal Article

© 2016 We propose a method for bank efficiency assessment, based on weight restricted DEA, that limits banks’ abilities to use extreme weights, corresponding to extreme judgements of the risk adjusted prices on funding sources and assets. Based on a... Read More about Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis.

Supporting adherence for people starting a new medication for a long-term condition through community pharmacies: a pragmatic randomised controlled trial of the New Medicine Service (2015)
Journal Article

Objective: To examine the effectiveness of the New Medicine Service (NMS), a national community pharmacy service to support medicines-taking in people starting a new medicine for a long-term condition, compared with normal practice. Methods: Pragm... Read More about Supporting adherence for people starting a new medication for a long-term condition through community pharmacies: a pragmatic randomised controlled trial of the New Medicine Service.

Endogenous choice of price or quantity contract and the implications of two-part-tariff in a vertical structure (2015)
Journal Article

We re-investigate the endogenous choice of price (Bertrand) and quantity (Cournot) contract in the presence of a vertically related upstream market for input. We find that choosing price contract is the dominant strategy for downstream firms when the... Read More about Endogenous choice of price or quantity contract and the implications of two-part-tariff in a vertical structure.

Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds (2015)
Journal Article

In this paper, we analyze the performance persistence and survivorship bias of Islamic funds. The remarkable growth of these types of ethical funds raises the question of how non-financial attributes, including beliefs and value systems, influence pe... Read More about Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds.

Using a central Vehicle Holding Compound (VHC) in an open pipeline automotive order fulfilment system: a simulation study (2015)
Journal Article

Satisfying requests for specific vehicle variants in a timely manner may increase profit margins for the automotive producer and automotive dealers and may reduce the need to incentivise customers financially to make a purchase. Open pipeline order... Read More about Using a central Vehicle Holding Compound (VHC) in an open pipeline automotive order fulfilment system: a simulation study.