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Broadening Team Composition Research by Conceptualizing Team Diversity as a Cross-Level Moderating Variable

Shemla, Meir - 2011

Persistent link: https://www.econbiz.de/10009155042

Emotionen in Organisationen

Wegge, Jürgen - 2004

Persistent link: https://www.econbiz.de/10003472283

The concept of knowledge in KM: a dimensional model

Meyer, Bertolt; Sugiyama, Kozo - In: Journal of knowledge management 11 (2007) 1, pp. 17-35

Persistent link: https://www.econbiz.de/10003439931

Predicting task performance with elicitation of non-explicit knowledge : assessing non-explicit knowledge in complex problem solving with structural assessment

Meyer, Bertolt; Scholl, Wolfgang; Zhang, Zhisong - 2007

Persistent link: https://www.econbiz.de/10003989763

Team faultline measures : a computational comparison and a new approach to multiple subgroups

Meyer, Bertolt; Glenz, Andreas - In: Organizational research methods : ORM 16 (2013) 3, pp. 393-424

Persistent link: https://www.econbiz.de/10009761165

Observing leadership as behavior in teams and herds : an ethological approach to shared leadership research

Cook, Alexandra (Sasha); Zill, Alexander; Meyer, Bertolt - In: The leadership quarterly : LQ ; an international … 31 (2020) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10012591269

Effects of issuing warrants and corporate bonds on traded options

Hua, Qiuling; Li, Jia; Yang, Chengrong - In: Journal of corporate treasury management : the official … 2 (2008/09) 1, pp. 37-41

Persistent link: https://www.econbiz.de/10003772958

Asymptotic inference about predictive accuracy using high frequency data

Li, Jia; Patton, Andrew J. - 2013

Persistent link: https://www.econbiz.de/10010231970

Conditional superior predictive ability

Li, Jia; Liao, Zhipeng; Quaedvlieg, Rogier - In: The review of economic studies : RES 89 (2022) 2, pp. 843-875

Persistent link: https://www.econbiz.de/10013188887

Fixed-k inference for volatility

Bollerslev, Tim; Li, Jia; Liao, Zhipeng - In: Quantitative economics : QE ; journal of the … 12 (2021) 4, pp. 1053-1084

We present a new theory for the conduct of nonparametric inference about the latent spot volatility of a semimartingale asset price process. In contrast to existing theories based on the asymptotic notion of an increasing number of observations in local estimation blocks, our theory treats the...

Persistent link: https://www.econbiz.de/10012795628