Research in market-calibrated option pricing analysis

2019 ◽  
Vol 12 (2) ◽  
pp. 159-176 ◽  
Author(s):  
Sanjeet Singh ◽  
Nav Bhardwaj ◽  
Gagan Deep Sharma ◽  
Tuğberk Kaya ◽  
Mandeep Mahendru ◽  
...  
Keyword(s):  
Option Pricing ◽  
Design Methodology ◽  
Web Of Science ◽  
Research Papers ◽  
Market Data ◽  
Content Type ◽  
Extant Literature ◽  
Data Points ◽  
Real Market ◽  
The Web

Purpose This paper aims to consolidate and review the literature in the field of market-calibrated option pricing analysis. By doing so, the paper brings out the gaps in the extant literature and makes suggestions for future researchers in the field. Design/methodology/approach The methodology used in this research is inspired by the works of Ferreira et al. (2016), Jabbour (2013), Lage Junior and Godinho Filho (2010), Seuring (2013) and Sharma et al. (2018). A total of 1,500 papers written on the pricing of options globally are collated from the Web of Science ranging across 2010-2018. Findings Most of the research papers present mathematical proposals to value options; without calibrating it with real market data points. The authors bring out five important gaps in the extant literature. Originality/value This is arguably the first study that consolidates the literature in the field of market calibrated option pricing analysis with a view to suggest directions for future researchers.

Application of virtual reality in people with ASD from 1996 to 2019

2020 ◽  
Vol 14 (2) ◽  
pp. 99-114
Author(s):  
Gonzalo Lorenzo ◽  
Alejandro Lorenzo-Lledó ◽  
Asunción Lledó ◽  
Elena Pérez-Vázquez
Keyword(s):  
Virtual Reality ◽  
Design Methodology ◽  
Web Of Science ◽  
Autism Spectrum ◽  
Scientific Production ◽  
Content Type ◽  
Search Terms ◽  
Advanced Search ◽  
The Subject ◽  
The Web

Purpose Diversity is one of the main characteristics of modern societies. To be teachers and trainers, it is necessary to use all the tools to respond to students with diversified needs. Therefore, the main aim of this study is to review the scientific production in Web of Science (WOS) and SCOPUS of 1996-2019 on the application of Virtual reality in people with Autism Spectrum Disoders (ASD) for the improvement of social skills. Design/methodology/approach For this purpose, two databases have been used: The Web of Science (WOS) and SCOPUS from the advanced search tab. After applying the search terms, 267 documents were obtained which were analysed according to a series of indicators. Findings The results indicate that the period 2016-2019 was the most productive and that SCOPUS has a focus on conferences and WOS is intended for journals. Furthermore, in SCOPUS, there are journals with higher quartiles (Q1) than in WOS. The study shows the great importance of virtual reality in people with ASD and its recent dissemination. Originality/value Currently, to the best of the authors’ knowledge, there are no studies on the use of virtual reality in people with ASD using bibliometric indicators. The study allows us to know which databases publish higher quality research. Likewise, information can be obtained about the most productive centres and the most important authors on the subject.

scholarly journals The “celebrities” in finance: a citation analysis of finance journals

2017 ◽  
Vol 34 (2) ◽  
pp. 166-182 ◽  
Author(s):  
Angelito Calma
Keyword(s):  
Citation Analysis ◽  
Design Methodology ◽  
Large Scale ◽  
Web Of Science ◽  
University Of California ◽  
Content Type ◽  
Publication History ◽  
Common Risk Factors ◽  
Us University ◽  
The Web

Purpose The purpose of this paper is to examine the ten highly ranked journals in finance, and identify the most published authors, most cited articles, top publishing countries, top publishing universities, top publication years and the most discussed topics using keywords. Design/methodology/approach Using the services of the Web of Science™ (WoS), all the available data about each journal’s published articles were extracted. A total of 6,029 articles containing 23,521 keywords and 208,905 cited references were analysed. Findings Results indicate that Viscusi, Chemmanur and Statman are the most published authors. The most cited article is Fama and French’s (1993) article – Common risk factors in the returns on stocks and bonds – with 522 citations. The most cited author is Eugene Fama with 2,848 citations followed by Michael Jensen with 1,367 citations. USA and England contributed more articles than any other country, where US University of California System ranked first. “Information”, “risk” and “market” were the most discussed topics. Findings from this study reveal not only the popular authors, articles and topics in the scholarly finance literature, but also the lesser-known areas of research, which may need attention. Originality/value It is the first large-scale citation analysis study of its kind, representing data from 178 years of combined publication history.

A bibliometric analysis on packaging research: towards sustainable and healthy packages

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Natalia Vila-Lopez ◽  
Inés Küster-Boluda
Keyword(s):  
Bibliometric Analysis ◽  
Design Methodology ◽  
Web Of Science ◽  
Content Type ◽  
Scientific Papers ◽  
The Web ◽  
Marketing Approach

PurposeThe basis of this paper is to carry on a bibliometric analysis to investigate how “marketing” decisions have affected “packaging” success in different disciplines. This analysis covers from the first paper published on this topic (in 1956) to the last papers published in 2019.Design/methodology/approachA total of 1,170 scientific papers (including 14,177 citations within those papers) were retrieved from the Web of Science (WOS) and Scopus, dated from 1956 to 2019. Scimat software was used to analyse the data.FindingsThe results of this paper show that two main sectors constitute the focus of packaging studies from a marketing approach: food and tobacco. Recently, the main topics of research have evolved towards sustainable and health packaging, concerning different agents involved in packaging decisions: retailers, marketers, consumers and producers. So, both lines of research represent promising lines of research.Originality/valueThree different investigating profiles (i.e. engineers, marketers-psychologists and doctors-scientists) have examined how packaging should be prepared to succeed. However, a holistic bibliometric analysis about “packaging” and “marketing” is missing from those three branches of knowledge. This study is important to guide future lines of research to fill the identified gaps.

Research progress in tourism, leisure and hospitality in Europe (1969–2018)

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Carles Mulet-Forteza ◽  
Erika Lunn ◽  
José M. Merigó ◽  
Patricia Horrach
Keyword(s):  
Design Methodology ◽  
Web Of Science ◽  
Research Progress ◽  
Future Trends ◽  
Publication Trends ◽  
Content Type ◽  
European Institutions ◽  
New Policies ◽  
Practical Implications ◽  
The Web

Purpose This study aims to present a bibliometric overview of articles published in the field of tourism, leisure and hospitality and analyzed by researchers mainly affiliated with European institutions. Design/methodology/approach The authors conducted a bibliometric study of journals included in the Web of Science related to the field of tourism, leisure and hospitality in 2019. The review incorporates various techniques to determine the field’s structure from a scientific and intellectual perspective. Findings The results are valuable for several reasons. First, they will support researchers in identifying those topics with the greatest potential for advancing research in this field. Second, they will constitute an important aid in the design of new policies for journal publishers. Practical implications This study can lead to advances in the tourism, leisure and hospitality field, as it identifies the publication trends of researchers who are mainly affiliated with European institutions. It also offers useful information for practitioners and academics in their endeavor to identify gaps in the extant literature and future trends. Originality/value No other studies have analyzed this field for a period of this length.

Types of marketing: fad or a necessity?

2019 ◽  
Vol 31 (6) ◽  
pp. 910-925
Author(s):  
José Miguel Pina
Keyword(s):  
Design Methodology ◽  
Web Of Science ◽  
Research Priorities ◽  
Services Marketing ◽  
Future Research ◽  
Model Estimation ◽  
Content Type ◽  
Panel Model ◽  
Practical Implications ◽  
The Web

Purpose This study aims to analyse the spread of terms describing “marketing types” (e.g. services marketing) in the marketing and non-marketing literature and to determine whether the research into specific terms represents a fashion trend. Design/methodology/approach A total of 113 marketing terms were identified by content-analysing all the articles indexed in the web of science. These data were used to estimate a panel model, which predicted the number of articles that refer to a specific marketing type over a 20 years’ period. Findings The model estimation indicates that the “age” of a marketing term has a significant effect on the number of articles published using that term, after controlling for previous research. This effect is not significant for top-tier journals. Research limitations/implications Future research might undertake more comprehensive analyses by including other scientific outlets (e.g. white papers) and databases. Practical implications The results offer new insights for researchers interested in bibliometrics and knowledge diffusion. It warns practitioners and academia about a bias in favour of novel terms. Originality/value The paper demonstrates a “fad effect” that may undermine research into traditional marketing fields. It helps to identify past and current research priorities.

Eco-innovation typology for incubators

2018 ◽  
Vol 14 (3) ◽  
pp. 291-308 ◽  
Author(s):  
Andriele De Prá Carvalho ◽  
Paula Regina Zarelli ◽  
Bruna Madey Dalarosa
Keyword(s):  
Literature Review ◽  
Systematic Literature Review ◽  
Design Methodology ◽  
Web Of Science ◽  
Descriptive Study ◽  
Content Type ◽  
Practical Implications ◽  
The Web

Purpose The purpose of this paper is to understand a typology of eco-innovation that best characterizes an innovation incubator, with the aim of strengthening the management of this habitat to leverage the development of new eco-innovation technologies. Design/methodology/approach The typologies of 22 studies identified in the Web of Science, Scopus, Scielo and Science Direct databases were analyzed through a theoretical and descriptive study and method of systematic literature review. In the typologies analyzed, none were found that fit directly into the environment of an innovation incubator. Findings The most detailed typology, by Fernando et al. (2015), is characterized as a type of eco-innovation developed in a specific market, but it does not address the characteristics of this innovation habitat, which is the incubator. Practical implications Thus, based on the typologies presented, this paper demonstrates the construction of an instrument that contemplates the authors analyzed, with emphasis on its application in incubators. Originality/value This paper demonstrates the construction of an instrument that contemplates the authors analyzed, with emphasis on the application in incubators.

Disharmony in New Harmony: insights from the narcissistic leadership of Robert Owen

2016 ◽  
Vol 22 (2) ◽  
pp. 146-170 ◽  
Author(s):  
John H. Humphreys ◽  
Milorad M. Novicevic ◽  
Mario Hayek ◽  
Jane Whitney Gibson ◽  
Stephanie S. Pane Haden ◽  
...  
Keyword(s):  
Social Exchange ◽  
Design Methodology ◽  
Process Model ◽  
Historical Case ◽  
Content Type ◽  
Extant Literature ◽  
Process Framework ◽  
Paradigmatic Analysis ◽  
New Harmony ◽  
History Approach

Purpose The purpose of this study is to narratively explore the influence of leader narcissism on leader/follower social exchange. Moreover, while researchers acknowledge that narcissistic personality is a dimensional construct, the preponderance of extant literature approaches the concept of narcissistic leadership categorically by focusing on the reactive or constructive narcissistic extremes. This bimodal emphasis ignores self-deceptive forms of narcissistic leadership, where vision orientation and communication could differ from leaders with more reactive or constructive narcissistic personalities. Design/methodology/approach The authors argue that they encountered a compelling example of a communal, self-deceiving narcissist during archival research of Robert Owen’s collective experiment at New Harmony, Indiana. To explore Owen’s narcissistic leadership, they utilize an analytically structured history approach to interpret his leadership, as he conveyed his vision of social reform in America. Findings Approaching data from a ‘history to theory’ perspective and via a communicative lens, the authors use insights from their abductive analysis to advance a cross-paradigm, communication-centered process model of narcissistic leadership that accounts for the full dimensional nature of leader narcissism and the relational aspects of narcissistic leadership. Research limitations/implications Scholars maintaining a positivist stance might consider this method a limitation, as historical case-based research places greater emphasis on reflexivity than replication. However, from a constructionist perspective, a focus on generalization might be considered inappropriate or premature, potentially hampering the revelation of insights. Originality/value Through a multi-paradigmatic analysis of the historical case of Robert Owen and his visionary communal experiment at New Harmony, the authors contribute to the extant literature by elaborating a comprehensive, dimensional and relational process framework of narcissistic leadership. In doing so, the authors have heeded calls to better delineate leader narcissism, embrace process and relational aspects of leadership and consider leader communication as constitutive of leadership.

The Google Knowledge Graph

2014 ◽  
Vol 30 (4) ◽  
pp. 15-17 ◽  
Keyword(s):  
Case Studies ◽  
Design Methodology ◽  
Reading Time ◽  
Social Impact ◽  
Knowledge Graph ◽  
Content Type ◽  
Principal Source ◽  
Pertinent Information ◽  
Practical Implications ◽  
The Web

Purpose – This paper aims to review the latest management developments across the globe and pinpoint practical implications from cutting-edge research and case studies. Design/methodology/approach – This briefing is prepared by an independent writer who adds their own impartial comments and places the articles in context. Findings – Becoming increasingly reliant on the web as a principal source of finding information is altering our brains and the way that we obtain and hold knowledge. We are becoming less reliant on our memories to hold knowledge, instead using technology – and search engines like Google in particular – to deposit and retrieve information. Practical implications – The paper provides strategic insights and practical thinking that have influenced some of the world's leading organizations. Social implications – The paper provides strategic insights and practical thinking that can have a broader social impact. Originality/value – The briefing saves busy executives and researchers hours of reading time by selecting only the very best, most pertinent information and presenting it in a condensed and easy-to-digest format.

Marketing and delivering information literacy on the web, yesterday and today, from 2009 to 2012

2014 ◽  
Vol 31 (4) ◽  
pp. 10-13 ◽  
Author(s):  
Sharon Q. Yang
Keyword(s):  
Information Literacy ◽  
Web Sites ◽  
Academic Libraries ◽  
Design Methodology ◽  
Status Quo ◽  
Content Type ◽  
The Status ◽  
Practical Implications ◽  
The Web ◽  
Made In

Purpose – This study aims to ascertain the trends and changes of how academic libraries market and deliver information literacy (IL) on the web. Design/methodology/approach – The author compares the findings from two separate studies that scanned the Web sites for IL-related activities in 2009 and 2012, respectively. Findings – Academic libraries intensified their efforts to promote and deliver IL on the web between 2009 and 2012. There was a significant increase in IL-related activities on the web in the three-year period. Practical implications – The findings describe the status quo and changes in IL-related activities on the libraries’ Web sites. This information may help librarians to know what they have been doing and if there is space for improvement. Originality/value – This is the only study that spans three years in measuring the progress librarians made in marketing and delivering IL on the Web.

scholarly journals Signs and wonders

2015 ◽  
Vol 39 (4) ◽  
pp. 298-314 ◽  
Author(s):  
Simon Smith ◽  
Peter Stokes
Keyword(s):  
Design Methodology ◽  
Frontline Employees ◽  
Content Type ◽  
Extant Literature ◽  
Beneficial Effects ◽  
The Uk ◽  
The Impact

Purpose – This paper aims to examine and assess the reputational impact of the logo and symbols of the UK Standard Investors in People (IiP). The extant literature highlights differing opinions in terms of the likely benefits that IiP generates following achievement of the Standard. This paper focuses specifically on the perceptions of reputational claims made regarding existing employees, potential employees and customers. Design/methodology/approach – The debate is explored through 38 interviews using the perceptions of managers and frontline employees within six IiP-accredited firms and one non-accredited firm. Findings – The study indicates that the logo and symbols of the Standard have minimal meaning and significance for the interviewees and their outlook on potential employees and customers. There were some indications, however, that the wider reputational implications of carrying the logo may have some potentially beneficial effects. Originality/value – The paper concludes that the overarching findings present a potentially serious issue for IiP, and that there is a need to understand further the impact and value of the logo and symbols.

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