Purpose: The aim of this paper is to deal with the supply chain management (SCM) with quantity discount policy under the complex fuzzy environment, which is characterized as the bi-fuzzy variables. By taking into account the strategy and the process of decision making, a bi-fuzzy nonlinear...

Ionic liquids (ILs)/graphene oxide (GO) membranes have been regarded as a prospective alternative in CO2 separation. However, the correlation between the microstructure of ILs/GO and CO2 separation performance is unclear. In this work, the dynamic properties and interactions for CO2/CH4 in...

Section 5 of the FTC Act does not itself mention privacy or data security, yet it is the legal basis for well over a hundred Federal Trade Commission privacy and data security enforcement actions. The Commission has used the broad language of Section 5—which prohibits “unfair or deceptive...

The error correction coefficients, known as the loading factors, are a key component for price discovery measurement. To date, only constant loading factors have been considered for the price discovery measurement. This paper attempts to consider the autoregressive loading factors and their...

This paper examines the relationship between the volatility implied in option prices and the subsequently realized volatility by using the S&P/ASX 200 index options (XJO) traded on the Australian Stock Exchange (ASX) during a period of 5 years. Unlike stock index options such as the S&P 100...

Purpose: The aim of this paper is to deal with the supply chain management (SCM) with quantity discount policy under the complex fuzzy environment, which is characterized as the bi-fuzzy variables. By taking into account the strategy and the process of decision making, a bi-fuzzy nonlinear...

In this paper, a model is set up for valuing a firm with stochastic earnings. It is assumed that the earnings of the considered firm follow a time-varying mean reverting stochastic process. It is shown that the value of the firm satisfies a boundary value problem of a second-order partial...

In this paper, we use event study methodology to examine the effect of two highly publicized accounting failures, at Enron and WorldCom both audited by Arthur Andersen, on the total stock returns of some companies in the UK also audited by Arthur Andersen. The results vary substantially between...

This paper is concerned with arbitrage efficiency of the Nikkei index option contracts traded on the Osaka Securities Exchange ( OSE) within the put-call parity (PCP) framework. A thorough ex post analysis is first carried out. The results reveal a modest number of violations with 2.74 percent...