Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Jun Sik Kim ◽  
Sol Kim
Keyword(s):  
Bibliometric Analysis ◽  
Behavioral Finance ◽  
Implied Volatility ◽  
Impact Factors ◽  
Academic Journal ◽  
Content Type ◽  
Quantitative Studies ◽  
Korean Journal ◽  
And Cluster Analysis ◽  
The Relationship

PurposeThis paper aims to provide a retrospective on the Journal of Derivatives and Quantitative Studies (JDQS) on its 30th anniversary based on a bibliometric analysis.Design/methodology/approachThe authors use the performance analysis to analyze patterns in JDQS's publications, citations and citation indices over the years. To investigate the relationship among keywords and authors, the authors of this paper employ science mapping by analyzing keyword-level networks and author-level networks using the KCI- Korean Journal Database of WOS. The authors use VOSviewer for bibliographic analysis and cluster analysis at the keyword and author levels. To study the effect of JDQS articles' attributes on citations of the articles, the authors conduct a regression analysis with KCI data. The authors regress the citations for each article on the article's attributes.FindingsJDQS's yearly publications, citations, impact factors and centrality indices grew in the early 2010s before diminishing in 2020. Keyword network analysis reveals that JDQS's main keywords include behavioral finance, implied volatility, information asymmetry, price discovery, KOSPI200 futures, volatility and KOSPI200 options. Citations of JDQS articles are mainly driven by article age, demeaned age squared, conference, nonacademic authors and language. Based on the number of views and downloads of JDQS articles, the authors find that recent changes in publisher and editorial and publishing policies have increased the journal's visibility.Originality/valueThis study quantitatively analyzed the bibliographic information of papers published in JDQS, a representative Korean academic journal in the finance area. This confirms the academic contribution of JDQS over the past 30 years and provides implications for future strategies of the journal. It shows the patterns in JDQS's publications, citations and citation indices and identifies the main authors and most cited papers. However, there is no such bibliometric analysis on Korean financial journals; thus, this study can contribute to the literature in this point.

Knowledge heterogeneity, social capital, and organizational innovation

2018 ◽  
Vol 31 (2) ◽  
pp. 304-322 ◽  
Author(s):  
Fu-Sheng Tsai
Keyword(s):  
Social Capital ◽  
Design Methodology ◽  
Qualitative Data ◽  
Organizational Innovation ◽  
Three Dimensions ◽  
Shared Knowledge ◽  
Content Type ◽  
Quantitative Studies ◽  
The Relationship ◽  
Heterogeneous Knowledge

Purpose Observing across four comparative case organizations, the purpose of this paper is to identify two sources of contingency (i.e. construct and contextual contingency) for the relationship between knowledge heterogeneity and innovation. Design/methodology/approach The contingencies was explored by conducting a comparative case analyses with rich qualitative data extracted and interpreted from four case companies. Findings First, the construct contingency is examined by refining knowledge heterogeneity into three dimensions: domain, process, and context heterogeneity. Specifically, the author proposed that knowledge heterogeneity in domain is associated with innovation in an inverted U-shape, while heterogeneity in process and context dimensions both negatively influence innovation. Second, contextual contingency is studied. The author proposed that: trust positively moderates the relationship between knowledge heterogeneity and innovation; depending on the knowledge owner attributes, centralization positively or negatively moderates the relationship between heterogeneous knowledge and innovation; shared knowledge vision positively moderates the relationship between knowledge heterogeneity and innovation. Originality/value The influences of knowledge heterogeneity on innovation have yet been inconsistent. The present study set to reconcile such inconsistency with a solution of contingencies that intervene the heterogeneity-innovation relationship. These results offer useful references for future large-scaled, quantitative studies.

Implied volatility smirk and future stock returns: evidence from the German market

2015 ◽  
Vol 41 (12) ◽  
pp. 1357-1379
Author(s):  
Di Mo ◽  
Neda Todorova ◽  
Rakesh Gupta
Keyword(s):  
High Frequency ◽  
Implied Volatility ◽  
Stock Index ◽  
High Frequency Data ◽  
Frequency Data ◽  
European Options ◽  
German Market ◽  
Content Type ◽  
The Relationship ◽  
Option Market

Purpose – The purpose of this paper is to investigate the relationship between option’s implied volatility smirk (IVS) and excess returns in the Germany’s leading stock index Deutscher-Aktien Index (DAX) 30. Design/methodology/approach – The study defines the IVS as the difference in implied volatility derived from out-of-the-money put options and at-the-money call options. This study employs the ordinary least square regression with Newey-West correction to analyse the relationship between IVS and excess DAX 30 index returns in Germany. Findings – The authors find that the German market adjusts information in an efficient way. Consequently, there is no information linkage between option volatility smirk and market index returns over the nine years sample period after considering the control variables, global financial crisis dummies, and the subsample test. Research limitations/implications – This study finds that the option market and the DAX 30 index are informationally efficient. Implications of the findings are that the investors cannot profit from the information contained in the IVS since the information is simultaneously incorporated into option prices and the stock index prices. The findings of this study are applicable to other markets with European options and for market participants who seek to exploit short-term market divergence from efficiency. Originality/value – The relationship between IVS and stock price changes has not been investigated sufficiently in academic literature. This study looks at this relationship in the context of European options using high-frequency transactions data. Prior studies look at this relationship for only American options using daily data. Pricing efficiency of the European option market using high-frequency data have not been studied in the prior literature. The authors find different results for the German market based on this high-frequency data set.

Nonprofit branding: a bibliometric analysis

2020 ◽  
Vol 29 (5) ◽  
pp. 655-673 ◽  
Author(s):  
Lara Mendes Christ Bonella Sepulcri ◽  
Emerson Wagner Mainardes ◽  
Cícero Caldeira Belchior
Keyword(s):  
Bibliometric Analysis ◽  
Brand Management ◽  
Stakeholder Management ◽  
Nonprofit Sector ◽  
Future Research ◽  
Content Type ◽  
Main Research ◽  
For Profit ◽  
Research Areas ◽  
The Relationship

Purpose This study aims to examine articles on nonprofit branding over an 18-year time span to develop an overview and better understanding of the subject. Design/methodology/approach This study used the Scopus database in a search for studies that deal, regardless of the approach, with branding in a nonprofit context. Subsequently, through a systematic review, a database with 84 articles was generated and 77 articles were submitted to bibliometric analysis. Findings This study identified six main research areas (brand and donation, brand management, brand orientation, nonprofit and for-profit partnership, communication strategies and stakeholder management), which were analyzed and discussed, seeking to identify the relationship between research in each area. In addition, this study presents the limitations of the research and thus verify that, although this body of literature is growing, the complexity of the nonprofit sector offers several opportunities for future research, which are pointed out at the end of the study. Practical implications This study contributes to the academic literature on the topic by providing a systematization of knowledge about branding in the nonprofit sector and also offers insights about nonprofit branding to institutions and managers in this industry. Originality/value This is the first study, to the authors’ knowledge, to evaluate and quantify the progress of brand literature in the nonprofit sector.

Money as a symbol in the relationship between financial advisors and their clients: a dyadic study

2022 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Edoardo Lozza ◽  
Cinzia Castiglioni ◽  
Andrea Bonanomi ◽  
Federica Poli
Keyword(s):  
Behavioral Finance ◽  
Financial Services ◽  
Ad Hoc ◽  
Sampling Technique ◽  
Point Of View ◽  
Financial Advisors ◽  
Content Type ◽  
Psychological Training ◽  
Symbolic Meanings ◽  
The Relationship

PurposeThe paper aims to examine whether financial advisors can understand the symbols and meaning that investors associate with money and whether such ability plays any role in enhancing the advisor-investor relationship in terms of satisfaction, level of trust, referral propensity and loyalty.Design/methodology/approach The authors used a dyadic research design. A total of 186 dyads of financial advisors and their clients took part in the study and completed two parallel self-administered questionnaires.Findings The authors found that financial advisors often can detect the emotional associations that their clients attribute to money. Such ability can enhance their relationship with investors.Research limitations/implicationsThe main limitation of this study is its exploratory nature and the convenience sampling technique that was adopted. Therefore, researchers are encouraged to test the main findings further.Practical implicationsThe results have implications for the development of ad-hoc psychological training to enhance the relationship between financial advisors and investors. Understanding the symbolic meanings and the emotions that clients associate with money may be a prerequisite for a financial services company to succeed and be competitive in the sector.Originality/valueDespite acknowledging that money is not a neutral object but is layered with symbolic meanings and emotional associations, the behavioral finance literature has so far neglected to study these implications from either a theoretical or a practical point of view. This paper aims to fill this gap by investigating the symbolic value of money in the financial services industry.

Boundary management in a boundaryless world

2017 ◽  
Vol 5 (1) ◽  
pp. 43-59 ◽  
Author(s):  
Regina Kempen ◽  
Kate Hattrup ◽  
Karsten Mueller
Keyword(s):  
Life Domain ◽  
Private Life ◽  
Hierarchical Regression ◽  
Boundary Management ◽  
Cross Sectional ◽  
Content Type ◽  
Work Conflict ◽  
And Cluster Analysis ◽  
The Relationship ◽  
Life Work

Purpose The purpose of this paper is to investigate the relationship of flexible and permeable boundary management with both life domain conflict and life domain enrichment among expatriate workers. Design/methodology/approach This study utilizes a sample of 199 expatriates working in a higher education context, and analyses survey data with hierarchical regression analysis and cluster analysis. Findings Relationships between the permeability and the flexibility of life domains, and work-private life conflict, private life-work conflict, and work-private life enrichment were found. However, no significant results were obtained for the relationship between boundary management and private life-work enrichment. Two clusters of boundary management used by expatriates are described. Research limitations/implications Due to cross-sectional data, causal influences cannot be determined with confidence. Practical implications The findings underscore the need to consider the role-related stakeholders of expatriates, especially in the private life domain. Implications for the support of expatriates based on the boundary management clusters are discussed. Originality/value This is the first study analysing boundary management distinguishing between flexibility and permeability in an expatriate context.

Leadership and corporate responsibility: a review of the empirical evidence

2015 ◽  
Vol 1 (1) ◽  
pp. 76-107 ◽  
Author(s):  
Daina Mazutis ◽  
Christopher Zintel
Keyword(s):  
Empirical Evidence ◽  
Corporate Responsibility ◽  
Current Knowledge ◽  
Narrative Review ◽  
Integrative Model ◽  
Future Research ◽  
Moderating Effects ◽  
Content Type ◽  
Quantitative Studies ◽  
The Relationship

Purpose – The purpose of this paper is to consolidate the state of the empirical research to date on the relationship between leadership and corporate responsibility. Design/methodology/approach – The authors conduct a comprehensive, systematic and narrative review of all published quantitative studies that have examined the link between leadership and corporate responsibility broadly defined, and the authors put forward an integrative model encapsulating current knowledge in this domain. Findings – The authors not only identify validated direct, indirect and moderating effects of leadership on corporate responsibility but also point to gaps in the literature that imply important directions for further research. Originality/value – The authors aim to make the following contributions to both the leadership and the corporate responsibility literatures. First, the systematic and narrative review in and of itself provides an important consolidation of existing knowledge in both domains. Second, the authors confirm that the preponderance of empirical evidence supports that leadership matters to corporate responsibility efforts in organizations. Lastly, the review provides a comprehensive model of the relationship between leadership and corporate responsibility that has important implications for future research and theory building in this field.

scholarly journals Identifying and assessing the scales of dynamic capabilities: a systematic literature review

2018 ◽  
Vol 25 (4) ◽  
pp. 390-412 ◽  
Author(s):  
Cíntia Cristina Silva de Araújo ◽  
Cristiane Drebes Pedron ◽  
Claudia Bitencourt
Keyword(s):  
Systematic Review ◽  
Quantitative Research ◽  
Dynamic Capabilities ◽  
Reliability And Validity ◽  
Organization Performance ◽  
Content Type ◽  
Quantitative Studies ◽  
The Relationship ◽  
Business Sectors ◽  
Practical Implications

Purpose The purpose of this paper is to identify the existing measure instruments for dynamic capabilities (DCs) in order to understand the tendencies of quantitative studies on DCs as well as to evaluate the reliability and validity of these scales. Design/methodology/approach To accomplish this objective, the authors conducted a systematic review of literature on DCs. Findings Main findings indicate that quantitative research works on DCs have focused on the relationship between DCs, innovation, organization performance, knowledge management and absorptive capacity. Findings also show that efforts to measure DCs quantitatively are recent and lack reliable methodology. Research limitations/implications One limitation of this research is that the authors conducted the systematic review on two databases. However, the authors conducted the research on the two most used databases in management research. Practical implications Findings show that academicians have plenty of room to work on quantitative research works on DCs as well as to develop robust scales to measure this construct in diverse business sectors. Originality/value This paper is the first to analyze the existing scales that measure DCs.

Study on multi-color emotion based on fashion color in 2019

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yuanyuan Bai ◽  
Yuan Xue
Keyword(s):  
Factor Analysis ◽  
Statistical Analysis ◽  
Color Matching ◽  
Content Type ◽  
Emotional Evaluation ◽  
Color Sample ◽  
And Cluster Analysis ◽  
Color Scheme ◽  
Matching Rules ◽  
The Relationship

PurposeThe purpose of this paper is to derive the relationship between color schemes and emotion to serve for designers and consumers.Design/methodology/approachThe three attributes of hue, brightness and saturation of the selected sample color are analyzed, and the Semantic Differential (SD) method is used for the emotional evaluation of color schemes, and data obtained from the emotional evaluation of color schemes is analyzed by using Excel software for mean statistics and SPSS software for factor analysis and cluster analysis.FindingsFrom the results of the factor analysis, three main factors that affect the feeling of the color scheme can be extracted: “personality”, “gender” and “fashion”. Color emotions can be achieved by changing the level of color saturation and brightness, the cold and warmth of the hue and the way of color combination.Research limitations/implicationsSince it takes a long time to fill out the questionnaire, the number of valid questionnaires collected is a little less and the research data is limited. In addition, some problems are not taken into account such as geography and so on, so the results of the statistical analysis are not very precise and further research is needed.Practical implicationsIt can provide information of emotional color schemes for designers and consumers, and based on the SD method, an emotional color matching questionnaire is designed and statistical analysis is conducted to establish the relationship between emotion and color schemes.Originality/valueBased on the fashion color sample and color harmony theory, the color matching rules and color matching schemes are designed independently.

scholarly journals Identification and analysis of core topics in educational artificial intelligence research: A Bibliometric analysis

2021 ◽  
Vol 16 (3) ◽  
pp. 995-1009
Author(s):  
Song Pu ◽  
Nor Aniza Ahmad ◽  
Mas Nida Md. Khambari ◽  
Ng Keng Yap
Keyword(s):  
Artificial Intelligence ◽  
Learning Environments ◽  
Bibliometric Analysis ◽  
Interactive Learning Environments ◽  
Bibliographic Analysis ◽  
Artificial Intelligence Research ◽  
The Core ◽  
Bibliometric Review ◽  
And Cluster Analysis ◽  
The Relationship

Educational artificial intelligence (EAI) means an integration of artificial intelligence (AI) and educational science that is going to serve as an authoritative element of the education system in the future. However, limited bibliographic analysis study have been carried out with the purpose of conceptualising the advancements in this field of educational billiography This study aim is to identify and analysis the core topics using keywords. The method of study is using the Keywords and cluster analysis by conducting a bibliometric review of 8,660 articles that have been published from 2000 to 2020 with the help of CiteSpace software. The results reveal that EAI research primarily encompasses three controversial topics.  There is controversy about the AI application to students, AI does not replace teachers and AI algorithms have great contribution in the development of education sector. Study concluded that, AI applications can improve the effectiveness of students’ learning, AI can replace part of the teachers’ work, the relationship between the teacher and the machine should be cooperation, not the relationship between replacement and being replaced, under the premise that teachers give full play to their initiative and innovation.   Keywords: Educational artificial intelligence, core topics, Bibliometric analysis, CieSpace, Interactive learning environments

scholarly journals Managing servitization in product companies: the moderating role of service suppliers

2019 ◽  
Vol 39 (1) ◽  
pp. 43-74 ◽  
Author(s):  
Néstor F. Ayala ◽  
Wolfgang Gerstlberger ◽  
Alejandro G. Frank
Keyword(s):  
Cross Sectional ◽  
Content Type ◽  
Quantitative Studies ◽  
Product Service ◽  
Service Oriented ◽  
The Impact ◽  
The Relationship ◽  
A Company ◽  
Moderating Role

PurposeThe purpose of this paper is to study service innovation in product companies (servitization) by considering the relationship (moderation) between product companies and service suppliers.Design/methodology/approachUsing a relational view of the firm, the authors propose that there are three main business dimensions that product companies have to manage in servitization and that the support of service suppliers can moderate the effects of these dimensions on the benefits obtained from the product–service system (PSS) delivered. To test these hypotheses, the authors perform a cross-sectional quantitative survey in 104 Brazilian and Italian product companies.FindingsThe findings show that the three business dimensions are important for servitization while there is a trade-off decision regarding service suppliers’ support since suppliers act differently depending on the PSS orientation (product- or service-oriented).Research limitations/implicationsThe work is limited to the analysis of what should change in a company during servitization and the impact of supplier’s support. Further research is needed to complement this study by analyzing the process and context of the organizational change.Practical implicationsThe research contributes an understanding about how the benefits practitioners can obtain from servitization are strongly influenced by the support of service suppliers and how this influence depends on the PSS orientation of the product company.Originality/valueThis is one of the first quantitative studies to provide evidence of how service suppliers’ involvement affects different servitization business dimensions and the obtained benefits for both product- and service-oriented outputs.

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