Journal: Management Science

Found 3158 papers in total
Robust Storage Assignment in Unit‐Load Warehouses
Robust Storage Assignment in Unit‐Load Warehouses
2012,
Assigning products to and retrieving them from proper storage locations are crucial...
Execution Risk in High‐Frequency Arbitrage
Execution Risk in High‐Frequency Arbitrage
2012,
In this paper, we investigate the role of execution risk in high‐frequency...
Beyond the Glass Ceiling: Does Gender Matter?
Beyond the Glass Ceiling: Does Gender Matter?
2012,
A large literature documents that women are different from men in their choices and...
Does the Rolodex Matter? Corporate Elite's Small World and the Effectiveness of Boards of Directors
Does the Rolodex Matter? Corporate Elite's Small World and the Effectiveness of Boards of Directors
2012,
This paper investigates the impact of social ties on the effectiveness of boards of...
Keynes Meets Markowitz: The Trade‐Off Between Familiarity and Diversification
Keynes Meets Markowitz: The Trade‐Off Between Familiarity and Diversification
2012,
We develop a model of portfolio choice to nest the views of Keynes, who advocates...
A Global Equilibrium Asset Pricing Model with Home Preference
A Global Equilibrium Asset Pricing Model with Home Preference
2012,
We develop a global equilibrium asset pricing model assuming that investors suffer...
Investor Sentiment and Analysts' Earnings Forecast Errors
Investor Sentiment and Analysts' Earnings Forecast Errors
2012,
We correlate analysts' forecast errors with temporal variation in investor sentiment....
The Party's Over: The Role of Earnings Guidance in Resolving Sentiment‐Driven Overvaluation
The Party's Over: The Role of Earnings Guidance in Resolving Sentiment‐Driven Overvaluation
2012,
This paper shows that an important link between investor sentiment and firm...
The Accrual Anomaly: Risk or Mispricing?
The Accrual Anomaly: Risk or Mispricing?
2012,
We document considerable return comovement associated with accruals after controlling...
Investor Inattention and the Market Impact of Summary Statistics
Investor Inattention and the Market Impact of Summary Statistics
2012,
We show that U.S. stock and Treasury futures prices respond sharply to recurring stale...
Market Madness? The Case of Mad Money
Market Madness? The Case of Mad Money
2012,
We use the popular television show Mad Money , hosted by Jim Cramer, to test theories...
Do Cultural Differences Between Contracting Parties Matter? Evidence from Syndicated Bank Loans
Do Cultural Differences Between Contracting Parties Matter? Evidence from Syndicated Bank Loans
2012,
We investigate whether cultural differences between professional decision makers...
Bubbles and Information: An Experiment
Bubbles and Information: An Experiment
2012,
A symmetric distribution of information, although omnipresent in real markets, is...
A Transaction‐Level Analysis of Spatial Arbitrage: The Role of Habit, Attention, and Electronic Trading
A Transaction‐Level Analysis of Spatial Arbitrage: The Role of Habit, Attention, and Electronic Trading
2012,
Despite the central role of arbitrage in finance and economic theory, there is limited...
Penny Wise, Dollar Foolish: Buy–Sell Imbalances On and Around Round Numbers
Penny Wise, Dollar Foolish: Buy–Sell Imbalances On and Around Round Numbers
2012,
This paper provides evidence that stock traders focus on round numbers as cognitive...
Initial Public Offerings as Lotteries: Skewness Preference and First‐Day Returns
Initial Public Offerings as Lotteries: Skewness Preference and First‐Day Returns
2012,
We find that initial public offerings (IPOs) with high expected skewness experience...
Prospect Theory, Liquidation, and the Disposition Effect
Prospect Theory, Liquidation, and the Disposition Effect
2012,
There is a well‐known intuition linking prospect theory with the disposition...
Pathwise Optimization for Optimal Stopping Problems
Pathwise Optimization for Optimal Stopping Problems
2012,
We introduce the pathwise optimization (PO) method, a new convex optimization...
Fighting City Hall: Entry Deterrence and Technology Upgrades in Cable TV Markets
Fighting City Hall: Entry Deterrence and Technology Upgrades in Cable TV Markets
2012,
This article investigates how private firms respond to potential entry from public...
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
2012,
In its complexity and its vulnerability to market volatility, the constant proportion...
Cutting in Line: Social Norms in Queues
Cutting in Line: Social Norms in Queues
2012,
Although the norm in many retail banks is to serve customers on a first‐come,...
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
2012,
We show that when investors review their consumption and investment plans infrequently...
Is Leasing Greener Than Selling?
Is Leasing Greener Than Selling?
2012,
Based on the proposition that leasing is environmentally superior to selling, some...
Density Forecasting of Intraday Call Center Arrivals Using Models Based on Exponential Smoothing
Density Forecasting of Intraday Call Center Arrivals Using Models Based on Exponential Smoothing
2012,
A key input to the call center staffing process is a forecast for the number of calls...
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