Arvind Karunakaran, Assistant Professor in Strategy & Organization, awarded 2019 SSHRC Insight Development Grant
Emine Sarigollu, Associate Professor in Marketing, awarded 2019 SSHRC Insight Development Grant
Claire Heeryung Kim, Assistant Professor in Marketing, awarded 2019 SSHRC Insight Development Grant
Daphne Demetry, Assistant Professor in Strategy & Organization, awarded 2019 SSHRC Insight Development Grant
Kartik Ganju, Assistant Professor in Information Systems, awarded 2019 SSHRC Insight Development Grant
Paola Perez-Aleman, Associate Professor in Strategy and Organization, awarded 2019 SSHRC Partnership Engage Grant.
Authors: Patrick Augustin, Mikhail Chernov and Dongho Song
Publication: Journal of Financial Economics, Forthcoming
Abstract:
Sovereign CDS quanto spreads tell us how financial markets view the interaction between a country’s likelihood of default and associated currency devaluations (the Twin Ds). A no-arbitrage model applied to the term structure of Eurozone quanto spreads can isolate the Twin Ds and gauge the associated risk premiums. Conditional on the occurrence of default, the true and risk-adjusted 1-week probabilities of devaluation are 42% (2%) and 90% (55%) for the core (periphery) countries. The weekly risk premium for Euro devaluation in case of default for the core (periphery) exceeds the regular currency premium by up to 18 (13) basis points.
Authors: Guohua He, Ran An, and Patricia Faison Hewlin
Publication: Chinese Management Studies, Vol. 13, No. 3, August 2019, Pages 645-663
Abstract:
Authors: Ines Chaieb, Vihang Errunza, and Rajna Gibson Brandon
Publication: The Review of Financial Studies, Forthcoming
Abstract:
There is significant heterogeneity in the degree and dynamics of sovereign bond market integration across 21 developed and 18 emerging countries. We show that better spanning can significantly enhance market integration through local risk premia dissipation. Integration of the sovereign bond markets increases on average by about 10%, when a country moves from the 25th percentile to the 75th percentile as a result of higher political stability and credit quality, lower inflation and inflation risk, and lower illiquidity. The 10% increase in integration leads to, on average, a decrease in the sovereign cost of funding of about 1% per annum.
At the Academy of Management annual meeting in Boston, Desautels Professor Nancy J. Adler received the AMLE Decade Award for her journal article entitled “When Knowledge Wins: Transcending the Sense and Nonsense of Academic Rankings.”
Mehmet Gumus, Associate Professor in Operations Management was recently awarded a 2019 NSERC Discovery Grant.
Design and Analysis of Data-driven Pricing and Supply Chain Strategies for Online Multi-sided Platforms
Recently, there is growing research focusing on the use of data-driven methods for the management of multi-sided retail platforms that are exposed to increasing degrees of online and offline data streams.
Congratulations to Wei Qi, Assistant Professor in Operations Management, awarded 2019 NSERC Discovery Grant “Towards a Smart-City Future: Urban-Scale Integration of Mobility and Energy Systems”.
Congratulations to Guillaume Roussellet, Assistant Professor in Finance, awarded 2019 FRQSC New Academics Grant (Soutien à la recherche pour la relève professorale) “Facteurs de volatilité et valorisation du VIX”
Congratulations to Wei Qi, Assistant Professor in Operations Management, awarded the 2019 FRQSC New Academics Grant (Soutien à la recherche pour la relève professorale) “Le partage de la mobilité durable dans les villes intelligentes” (“Sharing Sustainable Mobility in Smart Cities”).
Authors: K.-Y. Huang, I. Chengalur-Smith, and Alain Pinsonneault
Publication: MIS Quarterly: Management Information Systems, Volume 43, Issue 2, June 2019, Pages 395-423
Abstract:
Individuals increasingly rely on healthcare virtual support communities (HVSCs) for social support and companionship. While research provides interesting insights into the drivers of informational support in knowledge-sharing virtual communities, there is limited research on the antecedents of emotional support provision and companionship activities in HVSCs. The unique characteristics of HVSCs also justify the need to reexamine members’ voluntary provisions of help in such communities. This paper develops a model that examines the relationships between the structural, relational, and cognitive dimensions of social capital and the provision of informational and emotional support, and engagement in companionship activities in HVSCs. The model is tested based on data generated through an automated method that classifies and analyzes user-generated text in three healthcare virtual support communities (breast, prostate, and colorectal cancer). The results show that all three dimensions of social capital impact the provision of emotional support; both structural and relational capital facilitate engagement in companionship activities; and only cognitive capital enables the provision of informational support. Research and practical implications on the need to facilitate informational and emotional support provision and companionship activities in healthcare virtual support communities are discussed.