We propose a "weighted and sample-size adjusted" Kolmogorov-Smirnov type statistic to test the assumption of conditional symmetry maintained in the symmetrically trimmed least-squares (STLS) approach of Powell (1986b), which is widely used to estimate censored or truncated regression models...

We present an arbitrage free theoretical framework for modeling bid and ask prices of dividend paying securities in a discrete time setup using theory of dynamic acceptability indices. In the first part of the paper we develop the theory of dynamic subscale invariant performance measures, on a...

The inability to control the auto ignition in CAI combustion is an obstacle against its practical use, and the in-cylinder thermal and component distributions are being investigated in more depth as a way to control auto ignition. A 3D simulation using KIVA code is applied to study the effects...

In this paper, motivated by previous research works on the evolution of the network topology, i.e., the combination of preferential attachment and temporal effect (aging of vertices), we propose a novel model which combines the mixed attachment mechanisms (preferential attachment and uniform...

In this paper, motivated by the thoughts and methods of the mixture of preferential and uniform attachments, we extend the Barabási–Albert (BA) model, and establish a network model with the power-law accelerating growth and the mixture of the two attachment mechanisms. In our model, the...

Building on two sources of exogenous shocks to analyst coverage (broker closures and mergers), we explore the causal effects of analyst coverage on mitigating managerial expropriation of outside shareholders. We find that as a firm experiences an exogenous decrease in analyst coverage,...

Purpose – This paper aims to focus on development of a green supplier selection model using an index system based on a combination of traditional supplier and environmental supplier selection criteria. Strategies that balance economic and environmental performance are increasingly sought after...