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Full-Text Articles in Business
Bringing The Outside In: Examining The Impacts That Climate, Exchange, And Identity Processes Have On Organizationally-Beneficial Employee Green Behavior, Sashi C. Sekhar
Bringing The Outside In: Examining The Impacts That Climate, Exchange, And Identity Processes Have On Organizationally-Beneficial Employee Green Behavior, Sashi C. Sekhar
Theses and Dissertations
My dissertation contributes to growing practitioner and researcher interest in the corporate social responsibility topic of employee green behavior, a key strategic input to organizational environmental sustainability efforts. While it has been recognized that employee behavior can significantly impact sustainability efforts (Daily, Bishop, and Govindarajulu, 2009; Ones and Dilchert, 2012), the psychological mechanisms through which this occurs and the precise nature of these behaviors have not been rigorously examined. To address the gaps, my research investigates the interrelationship between organizational and individual factors in motivating organizational citizenship behavior directed toward the natural environment (OCB-E). The model, which derives from social …
Statistical Contributions To Operational Risk Modeling, Daoping Yu
Statistical Contributions To Operational Risk Modeling, Daoping Yu
Theses and Dissertations
In this dissertation, we focus on statistical aspects of operational risk modeling. Specifically, we are interested in understanding the effects of model uncertainty on capital reserves due to data truncation and in developing better model selection tools for truncated and shifted parametric distributions. We first investigate the model uncertainty question which has been unanswered for many years because researchers, practitioners, and regulators could not agree on how to treat the data collection threshold in operational risk modeling. There are several approaches under consideration—the empirical approach, the “naive” approach, the shifted approach, and the truncated approach—for fitting the loss severity distribution. …
Three Essays On The Effects Of Appraisal, Cultural, Emotional, And Cognitive Factors On Information Technologies Acceptance And Use, Chun-Lung Huang
Three Essays On The Effects Of Appraisal, Cultural, Emotional, And Cognitive Factors On Information Technologies Acceptance And Use, Chun-Lung Huang
Theses and Dissertations
In essay 1, we propose a model, which utilized Lazarus and Folkman’s Cognitive Appraisal Theory of Emotion or Appraisal Theory (1984, 1987) as a structural foundation to lay out the nomological relationships among a person’s personal, cognitive, and emotional factors in predicting technology use behaviors. Emotion, likes many social and psychological factors, is challenging to give a full-consensus definition, and has been treated as a polar counterpart of cognition. Lazarus and Folkman’s Appraisal Theory suggested that when a person is facing a (disruptive) event, he or she appraises the possible outcomes (we suppose that appraising is a form of cognitive …
Optimal Pairs Trading Rules, Eric Müller
Optimal Pairs Trading Rules, Eric Müller
Theses and Dissertations
This thesis derives an optimal trading rule for a pair of historically correlated stocks. When one stock's price increases and the other one's decreases, a trade of the pair is triggered. The idea is to short the winner and to long the loser with the hope that the prices of the two assets will converge again. In this thesis the spread of the two stocks is governed by a mean-reverting model. The objective is to trade the pair in such a way as to maximize an overall return. The same slippage cost is imposed on every trade. Furthermore, a local-time …