Applied Statistics Commons^™

Network Structure And Inter-Organizational Knowledge Sharing Capability, Samaddar Subhashish, Jennifer Priestley

Jennifer L. Priestley

No abstract is currently available.

Knowledge Transfer In Multi-Organizational Networks: Influence Of Causal And Outcome Ambiguities, Jennifer Priestley

Jennifer L. Priestley

Informed by the general concept of ambiguity related to knowledge transfer, we first identify and develop the concept of outcome ambiguity as to explain the ambiguity related to inter-organizational knowledge transfer among network firms, which, we argue, is not addressed by the well-established concept of causal ambiguity [34] [46]. Based upon this discussion, we develop the first two of our six hypotheses. Subsequently, we discuss two types of inter-organizational networks and how causal ambiguity and outcome ambiguity would be expected to behave within these network types. This discussion will form the basis for the remaining four of our six hypotheses. …

The Effect Of Residual Ca2+ On The Stochastic Gating Of Ca2+-Regulated Ca2+ Channel Models, Borbala Mazzag, Christoper J. Tignanelli, Gregory D. Smith

Borbala Mazzag

Identifying A Source Of Financial Volatility, Douglas G. Steigerwald, Richard Vagnoni

Douglas G. Steigerwald

How should one combine stock and option markets in models of trade and asset price volatility? We address this question, paying particular attention to the identification of parameters of interest.

Inferring Information Frequency And Quality, Douglas G. Steigerwald, John Owens

Douglas G. Steigerwald

We develop a microstructure model that, in contrast to previous models, allows one to estimate the frequency and quality of private information. In addition, the model produces stationary asset price and trading volume series. We find evidence that information arrives frequently within a day and that this information is of high quality. The frequent arrival of information, while in contrast to previous microstructure model estimates, accords with nonmodel-based estimates and the related literature testing the mixture-of-distributions hypothesis. To determine if the estimates are correctly reflecting the arrival of latent information, we estimate the parameters over half-hour intervals within the day. …

Are Credit Constraints In Italy Really More Binding In The South?, Claudio Lupi

Claudio Lupi

This paper is motivated by a very practical question: are there significant geographical differences in the accessibility to the credit market on the part of Italian households? The investigation is carried using robust probit model. Estimation is carried out in a Bayesian framework. The results are somewhat surprising, showing that the area where households are more likely to be credit constrained is not the South, as could be easily imagined, but rather the highly developed and industrialized North-West.