UNSW Business School Research Paper Series最新文献_第5页

Cognitive Analytics for Making Better Evidence-Based Decisions 做出更好的基于证据的决策的认知分析

UNSW Business School Research Paper Series Pub Date : 2016-08-24 DOI: 10.2139/ssrn.2965767

Chris Asakiewicz

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引用次数: 0

The Dark Side of User Participation - The Effect of Calls to Action on Trust and Information Revelation 用户参与的阴暗面——行动呼吁对信任和信息披露的影响

UNSW Business School Research Paper Series Pub Date : 2016-07-27 DOI: 10.2139/ssrn.2814903

N. Tzur, Lior Zalmanson, Gal Oestreicher-Singer

{"title":"The Dark Side of User Participation - The Effect of Calls to Action on Trust and Information Revelation","authors":"N. Tzur, Lior Zalmanson, Gal Oestreicher-Singer","doi":"10.2139/ssrn.2814903","DOIUrl":"https://doi.org/10.2139/ssrn.2814903","url":null,"abstract":"Many content websites seek to encourage user participation, which has been shown to increase user satisfaction and propensity to contribute. Yet this study shows that such encouragement can cause users to expose themselves to potentially harmful consequences, by enhancing their trust in the website and leading them to be more willing to reveal personal information. We perform a series of empirical experiments, utilizing a website called VideoBook, a YouTube-like video browsing platform that provides the opportunity to study users’ behaviors and perceptions in a realistic environment and under lab conditions. We find that users who are exposed to prompts that require them to engage with the website (rate videos) subsequently report higher trust in the site and reveal more personal information, compared with users who are not exposed to such prompts. Exposure to prompts does not affect users’ general attitudes regarding privacy. We test alternative scenarios to attempt to identify the sources of the phenomena, and we link our results to previous work on website-initiated participation and self-perception theory. We discuss both theoretical and policy implications.","PeriodicalId":23435,"journal":{"name":"UNSW Business School Research Paper Series","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90581461","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

Refining Financial Analysts’ Forecasts by Predicting Earnings Forecast Errors 通过预测收益预测误差来完善金融分析师的预测

UNSW Business School Research Paper Series Pub Date : 2016-06-06 DOI: 10.2139/ssrn.2931636

Tatiana Fedyk

{"title":"Refining Financial Analysts’ Forecasts by Predicting Earnings Forecast Errors","authors":"Tatiana Fedyk","doi":"10.2139/ssrn.2931636","DOIUrl":"https://doi.org/10.2139/ssrn.2931636","url":null,"abstract":"Purpose \u0000 \u0000 \u0000 \u0000 \u0000The purpose of this paper is to examine the way serial correlation in quarterly earnings forecast errors varies with firm and analyst attributes such as the firm’s industry and the analyst’s experience and brokerage house affiliation. Prior research on financial analysts’ quarterly earnings forecasts has documented serial correlation in forecast errors. \u0000 \u0000 \u0000 \u0000 \u0000Design/methodology/approach \u0000 \u0000 \u0000 \u0000 \u0000Finding that serial correlation in forecast errors is significant and seemingly independent of firm and analyst attributes, the consensus forecast errors are modeled as an autoregressive process. The model of forecast errors that best fits the data is AR(1), and the obtained autoregressive coefficients are used to predict consensus forecast errors. \u0000 \u0000 \u0000 \u0000 \u0000Findings \u0000 \u0000 \u0000 \u0000 \u0000Modeling the consensus forecast errors as an autoregressive process, the present study predicts future consensus forecast errors and proposes a series of refinements to the consensus. \u0000 \u0000 \u0000 \u0000 \u0000Originality/value \u0000 \u0000 \u0000 \u0000 \u0000These refinements were not presented in prior literature and can be useful to financial analysts and investors.","PeriodicalId":23435,"journal":{"name":"UNSW Business School Research Paper Series","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73397938","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Language FTR and Earnings Management: International Evidence 语言FTR与盈余管理:国际证据

UNSW Business School Research Paper Series Pub Date : 2016-04-01 DOI: 10.2139/ssrn.2763922

Marco Fasan, G. Gotti, Tony Kang, Yi Liu

引用次数: 11

A Horserace or Boost in Market Power? Banking Sector Competition after Foreign Bank Exits 赛马还是市场力量的提升?外资银行退出后的银行业竞争

UNSW Business School Research Paper Series Pub Date : 2016-03-06 DOI: 10.2139/ssrn.2707123

Aneta Hryckiewicz, Lukasz Kozłowski

引用次数: 5

Dynamic ETF Pairs Trading System. Evidence From Australia 动态ETF配对交易系统。来自澳大利亚的证据

UNSW Business School Research Paper Series Pub Date : 2015-10-14 DOI: 10.2139/ssrn.2662258

N. Robert Enemuwe

引用次数: 1

Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Family 利用条件风险测度估计对称广义双曲族的损失严重尾

UNSW Business School Research Paper Series Pub Date : 2015-09-28 DOI: 10.2139/ssrn.2577063

Katja Ignatieva, Z. Landsman

{"title":"Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Family","authors":"Katja Ignatieva, Z. Landsman","doi":"10.2139/ssrn.2577063","DOIUrl":"https://doi.org/10.2139/ssrn.2577063","url":null,"abstract":"This paper addresses one of the main challenges faced by insurance companies and risk management departments, namely, how to develop standardised framework for measuring risks of underlying portfolios and in particular, how to most reliably estimate loss severity distribution from historical data. This paper investigates tail conditional expectation (TCE) and tail variance premium (TVP) risk measures for the family of symmetric generalised hyperbolic (SGH) distributions. In contrast to a widely used Value-at-Risk (VaR) measure, TCE satisfies the requirement of the “coherent” risk measure taking into account the expected loss in the tail of the distribution while TVP incorporates variability in the tail, providing the most conservative estimator of risk. We examine various distributions from the class of SGH distributions, which turn out to fit well financial data returns and allow for explicit formulas for TCE and TVP risk measures. In parallel, we obtain asymptotic behaviour for TCE and TVP risk measures for large quantile levels. Furthermore, we extend our analysis to the multivariate framework, allowing multivariate distributions to model combinations of correlated risks, and demonstrate how TCE can be decomposed into individual components, representing contribution of individual risks to the aggregate portfolio risk.","PeriodicalId":23435,"journal":{"name":"UNSW Business School Research Paper Series","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2015-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75124381","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Technological Risks of Open Source Software Adoption in the Organizational Context – Linux in Munich (LiMux) Case 在组织环境中采用开源软件的技术风险——Linux在慕尼黑(LiMux)案例

UNSW Business School Research Paper Series Pub Date : 2015-07-18 DOI: 10.2139/ssrn.2633005

M. Silic, A. Back

引用次数: 4

Weekly versus Monthly Unit Value Price Indexes 每周与每月单位价值价格指数

UNSW Business School Research Paper Series Pub Date : 2015-07-17 DOI: 10.2139/SSRN.2634256

W. Diewert, Kevin J. Fox, J. Haan

引用次数: 3

Timing Information Flows 定时信息流

UNSW Business School Research Paper Series Pub Date : 2015-07-01 DOI: 10.2139/ssrn.2636122

Gabriele Gratton, Richard Holden, A. Kolotilin

引用次数: 0