Purpose: The purpose of this study is to empirically examine the manner in which companies mitigate negative sentiment in social media and to map the forces that may lead to pre-emptive strategies. Design/methodology/approach: Case studies were drawn from the retail fashion industry using data...

It is difficult to predict stock market returns but relatively easy to predict market volatility. But volatility predictions don't easily translate into return predictions since the two are largely uncorrelated. We put forward a framework that produces a formula in which returns become a...

For many decades the only way to invest in volatility has been through trading options, futures, or variance swaps. But in recent years a number of volatility-related exchange traded Funds (ETFs) and Exchange Traded Notes (ETNs) have been launched which make volatility trading accessible to the...

Backtesting stock market investment strategies is fraught with danger – for example, overfitting. The signal to noise ratio in stock markets is so low that overfitting is inevitable. Simulation offers a means of assessing and compensating for the dangers. It is not obvious at first how...

Designed experiments are a key component in many companies' improvement strategies. Because completely randomized experiments are not always reasonable from a cost or physical perspective, split-plot experiments are prevalent. The recommended analysis accounts for the different sources of...

Purpose – Social media has transformed conventional marketing methods. This medium offers a unique blend of asynchronous communication, opportunities to co-create and customer empowerment far removed from traditional firm-to-consumer, push-vs-pull marketing messages. The purpose of this paper...