College of Management and Economics

About: College of Management and Economics is a based out in . It is known for research contribution in the topics: Supply chain & Stock market. The organization has 2184 authors who have published 2193 publications receiving 28830 citations.

Do Family Affairs Matter? Work–Family Conflict and Safety Behavior of Construction Workers

Abstract: Despite the extensive literature on workplace safety, the effect of work–family conflict on safety behavior has received little attention. This study aims to examine why and how bidirection...

Linear and nonlinear correlations in the order aggressiveness of chinese stocks

Abstract: The diagonal effect of orders is well documented in different markets, which states that the orders are more likely to be followed by the orders of the same aggressiveness and implies the presence of short-term correlations in order flows. Based on the order flow data of 43 Chinese stocks, we investigate if there are long-range correlations in the time series of order aggressiveness. The detrending moving average analysis shows that there are crossovers in the scaling behaviors of overall fluctuations and order aggressiveness exhibits linear long-term correlations. We design an objective procedure to determine the two Hurst indexes delimited by the crossover scale. We find no correlations in the short term and strong correlations in the long term for all stocks except for an outlier stock. The long-term correlation is found to depend on several firm specific characteristics. We also find that there are nonlinear long-term correlations in the order aggressiveness when we perform the multifractal detrending moving average analysis.

Product line design considering competition by bilevel optimization of a Stackelberg–Nash game

Abstract: Product Line Design (PLD) is one of the most critical decisions to be made by a firm for it to be successful in a competitive business environment. Existing conjoint models for PLD optimization eit...

Change-point detection in Phase I for autocorrelated Poisson profiles with random or unbalanced designs

Abstract: The quality of some products or processes can be characterised by the functional relationship referred to as a profile. Profile monitoring aims to check the stability of this relationship over time...

Monitoring or tunneling? Information interaction among large shareholders and the crash risk of the stock price

Abstract: Based on A-share-listed companies on the Chinese stock market, we investigate the impact of information interaction among large shareholders (IILS) on stock price crash risk. We find that IILS is negatively correlated with crash risk. This finding is robust to include other crash risk determinants identified in the literature. The results of the influencing mechanism analysis show that IILS influences crash risk through the “monitoring effect” rather than the “tunneling effect”. Moreover, the above results remain valid after considering possible endogenous problems. Finally, we verify the existence of private information interaction in the coshareholding network.