We extend probit modeling to forecast a bear stock market in the United States and eight major foreign stock markets. In general, we find that the U.S. yield spread contains more important market-timing information than does the home-country yield spread for profitable market timing. At a 35%...

Using synchronous transactions data for IBM from the New York, Pacific and Midwest Stock Exchanges, we estimate an error correction model to investigate whether each of the exchanges is contributing to price discovery. Johansen's multi-variate cointegration test yields two cointegrating vectors...

Previous research has failed to explain the rise and fall of US crime since 1970. This study uses cointegration, error correction and common long-memory components analyses to demonstrate that four basic crime factors explaining both the increases in US violent and property crime between 1970...

This research examines a novel process by which soliciting consumer input can affect subsequent purchase and engagement, namely, by changing consumers’ subjective perception of their relationship with the organization. We contrast different types of consumer input and propose that, relative to...

Prior research has shown that exerting self-control can lead to increased aggression. In the present research, we find that exerting self-control is associated with angry behavior more broadly. In particular, using a “matched-choice paradigm,” we find that after exerting self-control people...