2013 - Peking University HSBC Business School(PHBS)

The Two-sided Weibull Distribution and Forecasting Financial Tail Risk

A two-sided Weibull is developed to model the conditional nancial return distribution, for the purpose of forecasting Value at Risk (VaR) and conditional VaR

Qian Chen, Richard H. Gerlach

ARTICLE | International Journal of Forecasting | Vol. 29, 2013

Keywords: Two-sided Weibull, Value-at-Risk, Expected shortfall, Back-testing, Global financial crisis, Volatility　

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Bailouts and Bank Runs: Theory and Evidence from TARP

This paper develops a global game model of information based bank runs to analyze how the announcement of bailouts affects investors’ bank run incentives

Chunyang Wang

ARTICLE | European Economic Review | Vol. 64, 2013

Keywords: Bailout, Bank run

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Wage Inequality and Performance in Nonprofit and For-Profit Organizations

This article examines the effects of several forms of wage inequality on service quality and employee effort We suggest that two popular theories, tournament and fair wage equity, are not necessarily competing

Darla J. Hamann, Ting Ren

ARTICLE | Nonprofit Management & Leadership | VOL. 24, WINTER 2013

Keywords: Wage inequality, Organizational performance, Nonprofit organizations, for-profit organizations, Tournament theory, Fair-wage theory

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Smoking Behaviours and Cessation Services Among Male Physicians in China: Evidence From a Structural Equation Model

Objective To investigate smoking prevalence and cessation services provided by male physicians in hospitals in three Chinese cities

Huang, Cheng*; Guo, Chaoran; Yu, Shaohua; Feng, Yan; Song, J

ARTICLE | Tobacco Control | Vol. 22, 2013

Keywords: Smoking behaviours, Cessation services

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The Effects of Legacy Organization Culture on Post-Merger Integration

We explore the relationship between the characteristics of pre-existing organization cultures and post-merger integration dynamics;

Terrill Frantz* & KM Carley

ARTICLE | Nonlinear Dynamics Psychology and Life Sciences | Vol. 17, 2013

Keywords: Post-merger integration, Organizational dynamics

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Customer Portfolio Composition and Customer Equity Feedback Effects: Student Diversity and Acquisition in Educational Communities

Researchers in marketing have long recognized that current populations of customers can influence the behavior of prospective customers

Michael Lewis, Debanjan Mitra, Yeujun Yoon

ARTICLE | Marketing Letters | Vol. 24, 2013

Keywords: Customer equity, Student diversity

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Sectoral Differences in Value Congruence and Job Attitudes: The Case of Nursing Home Employees

These ﬁndings suggest inconsistency with conventional wisdom of proﬁling employee value according to organizational ownership type

Ting Ren

ARTICLE | Journey of Business Ethics | 2013

Keywords: For-profit organizations, Job attitudes,Nonprofit organizations, Nursing homes, Sectoral difference, Value congruence

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