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Time Variation in Asset Return Dependence: Strength or Structure?

Kole, Erik; van Dijk, Dick; Markwat, Markwat, T.D. - Erasmus Research Institute of Management (ERIM), … - 2009

The dependence between asset returns varies. Its strength can become stronger or weaker. Also, its structure can change … different copulas with time variation. Our model shows both types of changes in the dependence between several equity market …

Persistent link: https://www.econbiz.de/10010837537

Stress Testing with Student's t Dependence

Kole, Erik; Verbeek, Marno; Koedijk, Koedijk, C.G. - Erasmus Research Institute of Management (ERIM), … - 2003

In this study we propose the use of the Student's t dependence function to model dependence between asset returns when … necessary, specifying the marginal distributions and their dependence. Traditionally, dependence is described by a correlation … matrix, implying the use of the dependence function inherent in the multivariate normal (Gaussian) distribution. Recent …

Persistent link: https://www.econbiz.de/10010731320

Brain Mechanisms of Persuasion: How "Expert Power" Modulates Memory and Attitudes

Klucharev, Klucharev, V.; Smidts, Smidts, A.; … - Erasmus Research Institute of Management (ERIM), … - 2008

Human behavior is affected by various forms of persuasion. The general persuasive effect of high expertise of the communicator, often referred to as "expert power", is well documented. We found that a single exposure to a combination of an expert and an object leads to a long-lasting positive...

Persistent link: https://www.econbiz.de/10010731550

Contagion as Domino Effect in Global Stock Markets

Kole, Erik; van Dijk, Dick; Markwat, Markwat, T.D. - Erasmus Research Institute of Management (ERIM), … - 2008

This paper shows that stock market contagion operates through a domino effect, where small crashes evolve into more …

Persistent link: https://www.econbiz.de/10010837496

Knowledge Sharing in Non-Knowledge Intensive Organizations: When Social Networks do not Matter?

van der Capellen, van der Capellen, J.; Koppius, … - Erasmus Research Institute of Management (ERIM), … - 2011

Considerable attention has been paid to the network determinants of knowledge sharing. However, most, if not all, of the studies investigating the determinants of knowledge sharing are either focused on knowledge-intensive organizations such as consultancy firms or R&D organizations, or...

Persistent link: https://www.econbiz.de/10010837475

The Current State of Research on Networks in China’s Business System

Meuer, Meuer, J.; Krug, Krug, B. - Erasmus Research Institute of Management (ERIM), … - 2009

The purpose of the paper is to assess the current state of network research in China’s business system. Research on networks has developed significantly during the last decades in regards to analytic techniques, number of research projects, and accumulated findings. While research on networks...

Persistent link: https://www.econbiz.de/10010730920

Broker Positions in Task-Specific Knowledge Networks

Franses, Philip Hans; Dekker, Dekker, D.J.; Stokman, F. - Erasmus Research Institute of Management (ERIM), … - 2000

In this paper we empirically investigate various benefits and costs associated with broker characteristics of individuals who operate in the account management system of financial service providers. We narrow our focus to broker positions in two specific task-specific knowledge networks that...

Persistent link: https://www.econbiz.de/10010730934

Effectiveness of Brokering within Account Management Organizations

Franses, Philip Hans; Dekker, Dekker, D.J.; Stokman, F. - Erasmus Research Institute of Management (ERIM), … - 2003

We present a model that integrates the contradicting Burtian and Krackhardtian broker theories to explain effectiveness of brokering for individuals within account management organizations. Using data on a network of 55 individuals in a financial account management organization, we test how...

Persistent link: https://www.econbiz.de/10010730965

The Social Capital of Venture Capitalists and Its Impact on the Funding of Start-Up Firms

Block, Joern H.; Alexy, Alexy, O.T.; Sandner, Sandner, P.G. - Erasmus Research Institute of Management (ERIM), … - 2010

How does the social capital of venture capitalists (VCs) affect the funding of start-ups? Extant entrepreneurship literature conceptualizes a substitute effect between the social and financial capital that new firms attain from their investors. On the contrary, by building on the rich social...

Persistent link: https://www.econbiz.de/10010731081

Moving in Social Circles – Social Circle Membership and Performance Implications

Verbeke, Verbeke, W.J.M.I.; Wuyts, Wuyts, S.H.K. - Erasmus Research Institute of Management (ERIM), … - 2006

We investigate social circles in intra-firm settings. First, we argue that social circles are inhabited by individuals whose attitudes display fit with the objectives of the social circle rather than more self-centered instrumentalism or calculation. For a test of this hypothesis, we distinguish...

Persistent link: https://www.econbiz.de/10010731117