Authors: Mo Chaudhury
Publication: Economics Letter, Vol. 152, March 2017
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We show analytically that the relationship between asset volatility and expected option return is ambiguous. Numerical results elaborate how the direction and magnitude of the relationship depend on asset beta and volatility levels, and option moneyness and maturity.
Authors: Carroll Seron, Susan Silbey, Erin Cech, Brian Rubineau
Publication: Work and Occupations, Forthcoming
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Authors: Brian Rubineau, Nazampal Jaswal
Publication: Education Law Journal, Vol. 27, No. 1, 2017
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Authors: Rishika Rishika and Jui Ramaprasad
Publication: Management Science, Forthcoming
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For a social media community to thrive and grow, it is critical that users of the site interact with each other and contribute content to the site. We study the role of social ties in motivating user preference expression, a form of user content contribution, in an online social media community. We examine the role of three types of ties, reciprocated, follower and followee ties, and assess whether the structural and relational properties of a user’s social network moderate the social influence effect in user contribution. A unique disaggregate level panel dataset of users’ contributions and social tie formation activities from an online music platform is employed to study the impact of social ties. To address identification issues, we adopt a quasi-experimental approach based on dynamic propensity score matching. The results provide strong evidence of the influence of online network ties in online contribution behavior. We find that the influence of reciprocated ties is the greatest, followed by influence from followee ties and then follower ties. Additional analysis reveals that reciprocated and followee ties have even greater influence when they contribute new information for a focal user. Structural embeddedness and tie strength among network ties are found to amplify the effect of social contagion in online contribution. We conduct several sensitivity and robustness checks that lend credible support to our findings. The results add to the greater understanding of social influence in online contribution and provide valuable managerial insights into designs of online communities to enable greater user participation.
Authors: JaeHwuen Jung, Ravi Bapna, Jui Ramaprasad and Akhmed Umyarov
Publication: MIS Quarterly, Forthcoming
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The proliferation of smartphones and other mobile devices has led to numerous companies investing significant resources in developing mobile applications, in every imaginable domain. As apps proliferate, understanding the impact of app adoption on key outcomes of interest and linking this understanding to the the underlying mechanisms that drive these results is imperative. In this paper, we explore the changes in user behavior induced by adoption of a mobile application, in terms of engagement and matching outcomes in the online dating context. We also identify three mechanisms that are somewhat unique to the mobile environment, but are hitherto unestablished in the literature, that drive this shift in behavior – ubiquity, impulsivity and disinhibition. Our main identification strategy uses propensity score matching combined with difference-in-differences, coupled with a rigorous falsification test to confirm the validity of our identification strategy. Our results demonstrate that mobile app adoption induces users to become more socially engaged as measured by key engagement metrics such as visiting significantly more profiles, sending significantly more messages, and importantly, achieving more matches. We also discover various mechanisms facilitating this increased engagement: ubiquity of mobile use – users login more, and login across wider range of hours in the day. We find that men act more impulsively, in that they are less likely to check the profile of a user who messaged them before replying to them. This effect is not visible for women who continue to be deliberate in their checking before replying even after adoption of the mobile app. Finally, we find that both men and women exhibit disinhibition, in that users initiate actions to a more diverse set of potential partners than they did before on dimensions of race, education and height.
Authors: Yongbing Jiao, Myriam Ertz, Myung-Soo Jo and Emine Sarigöllü
Publication: International Marketing Review, Vol. 35, No. 1, 2018
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Authors: Manaf Zargoush, Mehmet Gumus, Vedat Verter, Stella Daskalopoulou
Journal Name: Production and Operations Management, Forthcoming
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Hypertension has not been well studied by operations researchers from a clinical decision support perspective. Moreover, little personalized (i.e. patient-centric) guidance is available regarding the number and combination of antihypertensive medications. To fill this gap, we develop a Markov Decision Process (MDP) to characterize the optimal sequence (and combination) of antihypertensive medications under the standard medication dose. Our model is patient-centric as it takes into account a set of relevant patient characteristics such as age, gender, blood pressure level, smoking habits, diabetes status, and cholesterol level. Based on a set of intuitive assumptions, we prove that our model yields a series of structured optimal policies. Having calibrated our model based on real data and medical literature, we analyze these optimal policies and discuss their insights to the real practice. We also compare the benefits, in terms of quality adjusted life expectancy, QALE, obtained from our results with those obtained from British Hypertension Society (BHS) guideline.
Authors: Shumail Mazahir, Vedat Verter, Tamer Boyaci and Luk van Wassenhove
Publication: Production and Operations Management, Forthcoming
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This paper presents an analytical framework of the product take back legislation in the context of product reuse. We characterize existing and proposed forms of E-waste legislation and compare their environmental and economic performance. Using stylized models, we analyze an OEM’s decision about new and remanufactured product quantity in response to the legislative mechanism. We focus on the 2012 waste electrical and electronic equipment directive in Europe, where the policy-makers intended to create additional incentives for the product reuse. Through a comparison to the original 2002 version of the directive, we find that these incentives translate into improved environmental outcomes only for a limited set of products. We also study a proposed policy that advocates a separate target for the product reuse. Our analysis reveals that from an environmental standpoint, the recast version is always dominated either by the original policy or by the one that advocates a separate target for the product reuse. We show that the benefits of a separate reuse target scheme can be fully replicated with the aid of fiscal levers. Our main message is that there cannot be a single best environmental policy that is suitable for all products. Therefore, the consideration of product attributes is essential in identification of the most appropriate policy tool. This can be done either by the implementation of different policies on each product category or by implementation of product based target levels.
Authors: Laurette Dubé, Pan Du, Cameron McRae, Neha Sharma, Srinivasan Jayaraman, Jian-Yun Nie
Publication: Technology Innovation Management Review, Vol. 8, No. 2, February 2018
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Authors: Otavio Bittencourt, Vedat Verter, Morty Yalovsky
Publication: International Journal of Productivity and Performance
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The purpose of this paper is to focus on the contributions of queueing theory to hospital capacity management to improve organizational performance and deal with increased demand in the healthcare sector.
Professor Juan Serpa's paper "The Impact of Supply Chains on Firm-Level Productivity," together with Harish Krishnan was selected by the Editor-in-Chief of Management Science one of the three Featured Articles for the February 2018 issue.
Management Science is a scholarly journal that publishes scientific research on the practice of management. Within our scope are all aspects of management related to strategy, entrepreneurship, innovation, information technology, and organizations as well as all functional areas of business, such as accounting, finance, marketing, and operations. We include studies on organizational, managerial, and individual decision making, from both normative and descriptive perspectives.
Authors: Steven Furnell, Warut Khern-am-nuai, Rawan Esmael, Weining Yang, Ninghui Li
Publication: Computers and Security, Vol. 75, June 2018
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Authors: Hijun Wang, Shanling Li and Jianwen Luo
Publication: International Journal of Production Research, Forthcoming
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Authors: Raphael Lencucha, Laurette Dubé, Chantal Blouin, Anselm Hennis, Mauricio Pardon and Nick Drager
Publication: International Journal of Health Policy and Management, Vol. 7, No. 6, June 2018
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The Real Estate Academic Leadership (REAL) ranking for 2013-2017 has placed Professor Desmond Tsang in the 34th position among the top real estate researchers worldwide. This is the second consecutive year that Professor Tsang has placed on this list.
