2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings最新文献

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Calculation and empirical study of dynamic liquidity risk based on the generalized error distribution (ged)-garch model 基于广义误差分布-garch模型的动态流动性风险计算与实证研究
Fu Shu-huan, Cao Jia-he
{"title":"Calculation and empirical study of dynamic liquidity risk based on the generalized error distribution (ged)-garch model","authors":"Fu Shu-huan, Cao Jia-he","doi":"10.1109/ICMSE.2013.6586509","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586509","url":null,"abstract":"The traditional VaR ignores the existence of liquidity risk, with assuming trade is frictionless. The studies of the liquidity risk are mostly static. From the view of time-varying point, this paper put forward the concept of dynamic liquidity risk, based on the improved bid-ask spread model for taking into account the endogenous and exogenous liquidity risk. The dynamic liquidity risk was carried out by the GED-GARCH model, and the empirical study show that the method can accurately measure the dynamic liquidity risk.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116812666","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: 0
The effects of public expenditure on poverty in rural China — A simulated general equilibrium approach 公共支出对中国农村贫困的影响——一个模拟一般均衡方法
Wang Yi-bing, Ma Xiao-yun
{"title":"The effects of public expenditure on poverty in rural China — A simulated general equilibrium approach","authors":"Wang Yi-bing, Ma Xiao-yun","doi":"10.1109/ICMSE.2013.6586567","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586567","url":null,"abstract":"This paper analyzes the effects of public expenditure on poverty in different regions of rural China. A simulated general equilibrium model is used to examine the effects of government actions on the rural poor populations' welfare. The data used in this paper are available from the China's National Bureau of Statistics. The results of this study indicate that the economic growth in China is pro-poor no matter whatever simulation scenario is adopted. The public expenditures from the governments made significant contribution to the reduction of poverty severity in rural China. In other words, the poor in rural China benefited from fruits of the economic growth induced by the public expenditures. However not all the regions have profited uniformly from the economic growth.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123909254","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: 0
Improvement of relational two-stage DEA model under fuzzy chance constraints 模糊机会约束下关系两阶段DEA模型的改进
Sun Bai-qing, Qin Yue, X. Shan
{"title":"Improvement of relational two-stage DEA model under fuzzy chance constraints","authors":"Sun Bai-qing, Qin Yue, X. Shan","doi":"10.1109/ICMSE.2013.6586299","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586299","url":null,"abstract":"Two-stage chain system widely exists in the production and management processes. It is has a great research meaning of its efficiency evaluation. This paper improves the relational two-stage DEA model by fuzzy chance constraints, constructs a relational two-stage DEA model that can deal with the fuzzy uncertainty and suit to small samples, and transforms the model into a certainty equivalent linear model to simplify the programming solving. The results of this study can be applied to many chain system efficiency evaluation researches to deal with the fuzziness of the complex economic system. Besides, the mistaken of efficiency overestimated because of the insufficiency of sample data can be fixed by the improved model. Thereby, the accuracy and precision of efficiency evaluation can be enhanced and improved. An example of commercial banks is given to show the model application.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129336636","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: 2
The effect of grain subsidies on the production and farmers' income in China 中国粮食补贴对生产和农民收入的影响
Li Xiao-nan, L. Rui
{"title":"The effect of grain subsidies on the production and farmers' income in China","authors":"Li Xiao-nan, L. Rui","doi":"10.1109/ICMSE.2013.6586563","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586563","url":null,"abstract":"In this paper, we examine if China's grain subsidies improve the output of grain and the agricultural income of farmers using our collected rural household survey data from 10 provinces. We construct the production function to estimate the effect of four types of subsidies on the grain output and find that quality seed subsidy can increase the wheat output, input subsidy can increase the production of rice and the grain subsidies can increase in production of corn except agricultural machinery. We obtain the treatment effect on the agricultural income by propensity score matching method. It is not the same as previous and shows that the four types of the grain subsidies are not associated with agricultural income of household.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128961922","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: 5
Sentiment analysis of Sina Weibo based on semantic sentiment space model 基于语义情感空间模型的新浪微博情感分析
Huang He
{"title":"Sentiment analysis of Sina Weibo based on semantic sentiment space model","authors":"Huang He","doi":"10.1109/ICMSE.2013.6586284","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586284","url":null,"abstract":"With the rapid development of Web 2.0, more and more people begin to publish information or their custom opinions on the Internet. Micro-blog's application satisfies people's need and provides a public platform for people to post and interact in real time. As a result of the rapidly increasing number of micro-blog updates, a lot of information and emotions complex data release in this platform, researches on micro-blog have attracted more and more attention, especially, one continuous heat topic, sentiment analysis of short message. So far, Chinese micro-blog exploration still needs lots of further work. Focus on Sina Weibo's sentiment analysis, the key of this paper is to put forward three methods of Micro-Blog orientation classification to resolve the problem of Micro-Blog sentiment analysis, and compare the accuracy and performance of each classification method.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129160907","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: 18
Balancing potential and realized absorptive capacities to enhance firms' innovation and financial performance 平衡潜在吸收能力和已实现吸收能力,提高企业创新和财务绩效
Chen Yin, Er-ming Xu
{"title":"Balancing potential and realized absorptive capacities to enhance firms' innovation and financial performance","authors":"Chen Yin, Er-ming Xu","doi":"10.1109/ICMSE.2013.6586513","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586513","url":null,"abstract":"This study takes firms' absorptive capacity as a multi-dimensional construct consisting two capability subsetspotential and realized absorptive capacities. Instead of studying their individual impact on organizational performance as most previous studies do, we study how their relative magnitude (trade-offs) and combined magnitude (interaction) affect innovation and financial performance, and their variations at different levels of market competitiveness. We use the survey method and empirically prove that the relative magnitude of absorptive capacity can significantly affect firms' innovation activities in highly competitive markets, whereas the combined magnitude can enhance firms' financial performance in the absence of intense competition. Our perspective provides a more nuanced view of organizational learning. It is consistent with the latest theoretical trend in absorptive capacity studies where the focus has shifted from the static and simplistic view to the dynamic perspective that emphasizes “balancing”, “trade-off”, and “interaction”.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130721739","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: 0
Attitude transfer and brand extension evaluation: Exploring the influence of self-construal and parent brand's culture specificity 态度迁移与品牌延伸评价:自我建构与母品牌文化特质的影响
Zhu Zhi-wen, Zhang Lin
{"title":"Attitude transfer and brand extension evaluation: Exploring the influence of self-construal and parent brand's culture specificity","authors":"Zhu Zhi-wen, Zhang Lin","doi":"10.1109/ICMSE.2013.6586400","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586400","url":null,"abstract":"Using self-construal (Independent self vs. Interdependent self) as the individual level variable standing for culture, this research investigates the effects of culture and parent brands' culture specific associations on brand extension evaluation at the individual level. Experiment 1 finds that brand extensions extended by brands with high culture specific associations lead to more favorable attitudes for individuals with the target self-construal relative to a nontarget self-construal, while brand extensions extended by brands with low culture specific associations lead to more attitudinal similarities across self-construals. We further explores the extent to which differences in perceived diagnosticity as compared with differences in the accessibility of parent brands' associations better account for the attitudinal differences. Experiment 2 explores the two alternative (accessibility vs. diagnosticity) explanations for these effects of parent brands' attitude transfer process. The evidence is more supportive of the differential accessibility explanation. That is, high culture specific associations of the parent brands may be valued for individuals with the nontarget self-construal but are relatively inaccessible in their memory. The results of the two experiments help to reconcile conflicting findings in the brand extension literature, shed insight on why and how cultural differences might influence brand extension evaluation at the individual level.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132442846","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: 0
Empirical research on the relationship of CSR and CFP based investors' reaction: Evidence form Chinese stock market 基于财务绩效的企业社会责任与投资者反应关系的实证研究:来自中国股市的证据
Zhang Liang, Wang Tie-nan
{"title":"Empirical research on the relationship of CSR and CFP based investors' reaction: Evidence form Chinese stock market","authors":"Zhang Liang, Wang Tie-nan","doi":"10.1109/ICMSE.2013.6586506","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586506","url":null,"abstract":"Following the instrumental stakeholder theory, we present hypotheses about the relationship of CSR and CFP based investors' reaction. This research reveals that investors can declare their attitude to CSR by buying or selling stocks of companies which taken CSR actions, and these investors' behaviors can affect CFP. In the part of empirical research, we take the publications of South Weekend CSR ranking as focal event and examine hypotheses by the method of event study. The results of data analysis show that investors' attitude to CSR is positive and the companies which engage in CSR action will be rewarded by investors through abnormal returns in stock price. The empirical results support the hypothesis that CSR can affect CFP positively through investors' reaction.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"233 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121412998","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: 1
The role of transitivity on the intra-team knowledge transfer 传递性在团队内部知识转移中的作用
Miao-miao Li, Wei Jun
{"title":"The role of transitivity on the intra-team knowledge transfer","authors":"Miao-miao Li, Wei Jun","doi":"10.1109/ICMSE.2013.6586446","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586446","url":null,"abstract":"Based on the social capital theory, this article explored the influencing factors during the process of knowledge transfer in the use of multiple regression models, empirically examined the mediating role of social network transitivity between team diversity and intra-team knowledge transfer within enterprises. Research process undertaken based on the training, a total of 92 teams with 1159 individuals who came from a China bank participated the survey. The results showed that team diversity has a significant influence on the transitivity. Different types of diversity generate different effects on the transitivity. The transitivity played the mediating role between team diversity and knowledge transfer. Finally, this paper discussed the findings.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122222096","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: 1
A longitudinal analysis to the effect of real estate regulation policies in China: Evidence from microscopic perspective 中国房地产调控政策效果的纵向分析:来自微观视角的证据
Zhang Yuan, Wu Yong-xiang
{"title":"A longitudinal analysis to the effect of real estate regulation policies in China: Evidence from microscopic perspective","authors":"Zhang Yuan, Wu Yong-xiang","doi":"10.1109/ICMSE.2013.6586544","DOIUrl":"https://doi.org/10.1109/ICMSE.2013.6586544","url":null,"abstract":"This paper tries to study the effect of real estate regulation policies longitudinally since China's housing system reform from the year 1998 from microscopic perspective. We established four Cox models, in which the time interval between interviewee's first job to his/her first homeownership was considered as the survival time; the monetary policies, tax policies, land policies and individual's social economic attributes were considered as covariates. The microdata from questionnaires in Harbin and macrostatistics from statistics authorities were adopted to estimate the model. We found that the adjustment of interest rate would influence the behaviors of potential home buyers. The raise of interest rate would reduce their home buying probabilities at each time point. The implementation of restraining business tax policies on house transfer stage would restrain the behaviors of first home buyers in the same year and one year later. The encouraging business tax policies' positive effect appears one year later while plays a negative role in the same year. On land policies, the result showed that the acceleration of land supply would push the potential home buyers to trade, but contrary. Differentiated credit loan policy can protect the first time house buyers' benefit effectively. The raise of concessionary proportion of first house's loan interest rate for the first house positively influences the interviewees' probability of first homeownership. Therefore we suggest that the government should continue to implement and deepen the differentiated credit loan policy, ensure the level of housing land supply, but implement the policy of transitional tax with caution, preventing the cost transferred.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"91 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122278929","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: 1
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