Publications

Our Faculty members are frequent contributors to world-renowned journals and serve on editorial boards of top IS, OR and Statistics academic journals.

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Business Statistics

Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation

James, Lancelot; Müller, Gernot; Zhang, Zhiyuan
Journal of Business & Economic Statistics, v. 36, (1), 2018, p. 75-87
Business Statistics

Bayesian Shrinkage Estimation of Time-varying Covariance Matrices in Financial Time Series

So, Mike Ka Pui; Liu, Wing Ki; Chu, Man Ying
Advances in Decision Sciences, v. 22(A), 2018, p. 1-35
Information Systems

Identity Management and Tradable Reputation

Xu, Hong; Chen, Jianqing; Whinston, Andrew B.
MIS Quarterly: Management Information Systems, v. 42, (2), 2018, p. 577-593
Operations Management

The Impact of Consumer Fairness Seeking on Distribution Channel Selection: Direct Selling vs. Agent Selling

Yi, Zelong; Wang, Yulan; Liu, Yun; Chen, Ying Ju
Production and Operations Management, v. 27, (6), 2018, p. 1148-1167
Business Statistics

Empirical Analysis of Bitcoin Prices Using Threshold Time Series Models

De guzman, Rodolfo Angelo M. III Katigbak ISOM; So, Mike Ka Pui
Annals of Financial Economics, v. 13, (4), 2018, article number 1850017
Information Systems

Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach

Huang, Hao; Lehavy, Reuven; Zang, Yunzhi; Zheng, Rong
Management Science, v. 64, (6), 2018, p. 2833-2855
Business Statistics

Bayesian Spatial–temporal Modeling of Air Pollution Data With Dynamic Variance and Leptokurtosis

Chu, A.M.Y. ; Li, Raymond W.M.; So, Mike Ka Pui
Spatial Statistics, v. 26, Agust 2018, p. 1-20
Information Systems

Is More Information Better? An Economic Analysis of Group Buying Platforms

Xu, Hong
Journal of the Association for Information Systems, v.19, (11), 2018, p. 1130-1144
Information Systems

Hiring Preferences in Online Labor Markets: Evidence of a Female Hiring Bias

Chan, Jason; Wang, Jing; Li
Management Science, v. 64, (7), 2018, p. 2973-2994
Operations Management

Tractable Sampling Strategies for Ordinal Optimization

Shin, Dongwook; Broadie, Mark; Zeevi, Assaf
Operations Research, v. 66, (6), 2018, p. 1693-1712