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Inspiration from the 'Biggest Loser': Social Interactions in a Weight Loss Program

Authors: Kosuke Uetake, Nathan Yang听

Publication: Marketing Science, Forthcoming

Abstract:听

We investigate the role of heterogeneous peer effects in encouraging healthy lifestyles. Our analysis revolves around one of the largest and most extensive databases about weight loss that track individual participants' meeting attendance and progress in a large national weight loss program. The main finding is that while weight loss among average performing peers has a negative effect on an individual's weight loss, the corresponding effect for the top performer among peers is positive. Furthermore, we demonstrate that our results are robust to potential issues related to selection into meetings, endogenous peer outcomes, individual unobserved heterogeneity, lagged dependent variables, and contextual effects. Ultimately, these results provide guidance about how the weight loss program should identify role models.

Classified as: Desautels 22, Marketing Science, Marketing
Category:
Published on: 4 May 2018

A Large-Scale Approach for Evaluating Asset Pricing Models

Author: Laurent Barras

Publication: Journal of Financial Economics, Forthcoming

Abstract:

Recent studies show that the standard test portfolios do not contain sufficient information to discriminate between asset pricing models. To address this issue, we develop a large-scale approach that expands the cross-section to several thousand portfolios. Our novel approach is simple, widely applicable, and allows for formal evaluation/comparison tests. Its benefits are confirmed in empirical tests of CAPM- and characteristic-based models. While these models are all misspecified, we uncover striking performance differences between them. In particular, the human capital and conditional CAPMs largely outperform the CAPM which suggests that labor income and time-varying recession risks are primary concerns for investors.

Classified as: Laurent Barras, finance, Journal of Financial Economics, Desautels 22
Category:
Published on: 1 May 2018

CSR types and the moderating role of corporate competence

Authors: Xiaoye Chen,听Rong Huang, Zhiyong Yang, Laurette Dube

Publication:听European Journal of Marketing, Forthcoming

Abstract:听

Purpose

This paper aims to investigate the impact of different types of corporate social responsibility (CSR; i.e. value-creating CSR, promotional CSR and philanthropic CSR) on consumer responses and the moderating role of corporate competence.

Design/methodology/approach

Classified as: Laurette Dube, Marketing, Sustainability, Sustainability (R)
Category:
Published on: 26 Apr 2018

Addressing Complex Societal Problems: Enabling Multiple Dimensions of Proximity to Sustain Partnerships for Collective Impact in Quebec

Authors: Nii Addy and Laurette Dub茅

Publication: Sustainability, Vol. 10, No. 4, April 2018

Abstract:

Classified as: Laurette Dube, Marketing, Strategy and Organization, Sustainability, Sustainability (R)
Category:
Published on: 12 Apr 2018

Growth and Learning Mechanisms in the Evolving Multilayered and Multidimensional View of International Entrepreneurship

Author: Hamid Etemad听

Publication: Journal of International Entrepreneurship, Vol. 16, No. 1, Winter 2018

Abstract:

Classified as: Hamid Etemad, Marketing
Category:
Published on: 6 Apr 2018

The Term Structure of CDS Spreads and Sovereign Credit Risk

Author: Patrick Augustin

Publication: Journal of Monetary Economics, Forthcoming

Abstract:听

Classified as: Patrick Augustin, finance
Category:
Published on: 6 Apr 2018

Discounted: The effect of founder race on the price of new products

Authors:听Peter Younkin, Venkat Kuppuswamy

Publication: Journal of Business Venturing, Forthcoming

Abstract:听

Classified as: Strategy and Organization, Sustainability, Sustainability (R)
Category:
Published on: 3 Apr 2018

Internationalization pattern of creative-cultural events: Two cases from Canada

Authors:听Hamid Etemad, Hamed Motaghi

Publication: International Business Review, March 16, 2018

Abstract:

Classified as: Hamid Etemad, Marketing
Category:
Published on: 3 Apr 2018

From Placebo to Panacea: Studying the Diffusion of IT Management Techniques with Ambiguous Efficiencies - The Case of Capability Maturity Model (CMM)

Authors: Saeed Akhlaghpour, Liette Lapointe

Publication: Journal for the Association of Information Systems, Forthcoming

Abstract:

Classified as: Liette Lapointe, Information Systems
Category:
Published on: 2 Apr 2018

How do callings relate to job performance? The role of organizational commitment and ideological contract fulfillment

Authors: Sung Soo Kim, Donghoon Shin, Heather C Vough, Patricia Faison Hewlin and Christian Vandenberghe

Publication: Human Relations, Vol. 71, Issue 10, February 2018

Abstract:

Classified as: Patricia Hewlin, Organizational Behaviour
Category:
Published on: 29 Mar 2018

Ruslan Goyenko paper "Illiquidity Premia in Equity Option Markets" selected Editor's Choice in Review of Financial Studies

Professor Ruslan Goyenko's paper "Illiquidity Premia in Equity Option Markets" with Peter Christoffersen, Kris Jacobs and Mehdi Karoui was selected as Editor's Choice article in the March 2018 issue of Review of Financial Studies.

Classified as: Ruslan Goyenko, finance, Review of Financial Studies, Desautels 22
Category:
Published on: 29 Mar 2018

Shared Mobility for Last-Mile Delivery: Design, Operational Prescriptions and Environmental Impact

Authors: Wei Qi, Lefei Li, Sheng Liu, Zuo-Jun Max Shen

Publication: Manufacturing & Service Operations Management, Vol. 20, No. 4, Fall 2018

Abstract:

Classified as: Wei Qi, operations management, Sustainability, Sustainability (R)
Category:
Published on: 29 Mar 2018

On international migration: A review essay

Authors: Anthony C. Masi

Publication: Canadian Studies in Population, Vol. 44, No. 3-4, 2017

Abstract:

Classified as: Anthony Masi, Organizational Behaviour, Research EDI
Category:
Published on: 29 Mar 2018

Asset Pricing with Countercyclical Household Consumption Risk

Authors: George M. Constantinides and Anisha Ghosh

Publication: Journal of Finance, Vol. 72, No. 1, February 2017

Abstract:

We show that shocks to household consumption growth are negatively skewed, persistent, countercyclical, and drive asset prices. We construct a parsimonious model where heterogeneous households have recursive preferences. A single state variable drives the conditional cross-sectional moments of household consumption growth. The estimated model 铿乼s well the unconditional cross-sectional moments of household consumption growth and the moments of the risk-free rate, equity premium, price-dividend ratio, and aggregate dividend and consumption growth. The model-implied risk-free rate and price-dividend ratio are procyclical, while the market return has countercyclical mean and variance. Finally, household consumption risk explains the cross section of excess returns.

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Classified as: Anisha Ghosh, finance, Desautels 22, Journal of Finance
Category:
Published on: 29 Mar 2018

What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

Authors:听Anisha Ghosh, Christian Julliard, Alex P. Taylor

Publication:听The Review of Financial Studies, Volume 30, No. 2, February 2017

Abstract:听

We consider asset pricing models in which the SDF can be factorized into an observable component and a potentially unobservable one. Using a relative entropy minimization approach, we nonparametrically estimate the SDF and its components. Empirically, we find the SDF has a business-cycle pattern and significant correlations with market crashes and the Fama-French factors. Moreover, we derive novel bounds for the SDF that are tighter and have higher information content than existing ones. We show that commonly used consumption-based SDFs correlate poorly with the estimated one, require high risk aversion to satisfy the bounds and understate market crash risk.

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Classified as: Anisha Ghosh, finance, Review of Financial Studies, Desautels 22
Category:
Published on: 29 Mar 2018

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