The study focuses on the dynamic multi-site capacity planning problem in the thin film transistor liquid crystal display (TFT-LCD) industry under stochastic demand. Capacity planning refers to the process of simultaneously implementing a robust capacity allocation plan and capacity expansion...

This study discusses the integrated order batching, sequencing and routing problem (IOBSRP) in warehouses. Distinguished from the past studies, a comprehensive nonlinear mixed integer optimization model is developed to simultaneously determine three decisions, including order batching, batch...

This paper studies a solar cell industry scheduling problem which is similar to the traditional hybrid flow shop scheduling (HFS). In a typical HFS with parallel machines problem, the allocation of machine resources for each order should be scheduled in advance and then the optimal...

This research focuses on the material planning problem in the thin-film transistor liquid crystal display (TFT-LCD) manufacturing industry. With the growth in TFT-LCD display applications, TFT-LCD manufacturing has become the new high-technology industry after semiconductor manufacturing. The...

We examine the effects of unanticipated macroeconomic news on two interest rate futures using intraday data. The surprises are identified on the basis of their potential effects on debt markets (positive or negative) and by their size (large, medium, or small). The results show distinct ex-post...

We focus on market-making costs by examining the daily bid-ask spreads for off-the-run, one-month Treasury bills around two liquidity-changing events. Event one, Salomon Brothers' supply shock, results in a roughly 2.5-basis-point increase in the spread because of an increase in ask prices; and...

We examine the link between volume and liquidity in money markets where there are close substitutes. We find that the size of the market, as a proxy for trading volume, affects yield spreads over T-bill rates. We examine the bankers acceptances market, when market size declined by half over the...