Purpose – The purpose of this paper is to investigate the relationship between option’s implied volatility smirk (IVS) and excess returns in the Germany’s leading stock index Deutscher-Aktien Index (DAX) 30. Design/methodology/approach – The study defines the IVS as the difference in...

This paper reports on a technical result that we have derived from various formal models that support a prospect-theoretic account of the traditional deterrence game. The result is as follows. In sequential prospect-theoretic play of the traditional deterrence game, under both one-sided and...

Purpose – Some labor supply curves exhibit inflection points at which they bend backward or fall forward; thus, some workers alternate between increasing and decreasing their labor hours as wages increase. No consensus has yet been reached on the underlying motive for such behavioral...

The most fundamental problem currently associated with structural equation modeling employing the partial least squares method is that it does not properly account for measurement error, which often leads to path coefficient estimates that asymptotically converge to values of lower magnitude...

Recent methodological developments building on partial least squares (PLS) techniques and related ideas have significantly contributed to bridging the gap between factor-based and composite-based structural equation modeling (SEM) methods. PLS-SEM is extensively used in the field of...

Among latent variables that can be used in e-collaboration research, job performance is a particularly important one. It measures what most e-collaboration tools in organizations aim to improve, namely the performance at work of individuals executing tasks collaboratively with others. The...

Abstract The value of sibling data for identifying the causal effect of schooling on wages hinges on our ability to eliminate biases due to the mismeasurement of schooling. Analysts typically assume errors in schooling reports are "classical." In this study, we use generalized method of moments...

The value of sibling data for identifying the causal effect of schooling on wages hinges on our ability to eliminate biases due to the mismeasurement of schooling. Analysts typically assume errors in schooling reports are "classical." In this study, we use generalized method of moments to...

Abstract To investigate the association between a continuous exposure and an outcome it is common to categorize the exposure and estimate the relative associations between categories. Error in measurement of the continuous exposure results in misclassification when the exposure is categorized....

Abstract An exciting new direction in HIV research is centered on using molecular phylogenetics to understand the social and behavioral drivers of HIV transmission. SPOT was an intervention designed to offer HIV point of care testing to men who have sex with men at a community-based site in...