The class of generative models has already attracted considerable interest from researchers in recent years and much expanded the original ideas described in BA model. Most of these models assume that only one node per time step joins the network. In this paper, we grow the network by adding n...

With the help of the recurrence relations derived from the self-similar structure, we obtain the closed-form solution for the average path length of a class of scale-free fractal hierarchical lattices (HLs) with a general parameter q, which are simultaneously scale-free, self-similar and...

We present an arbitrage free theoretical framework for modeling bid and ask prices of dividend paying securities in a discrete time setup using theory of dynamic acceptability indices. In the first part of the paper we develop the theory of dynamic subscale invariant performance measures, on a...

In the crowd security research area a primary concern is to identify the macro state of crowd behaviors to prevent disasters and to supervise the crowd behaviors. The entropy is used to describe the macro state of a self-organization system in physics. The entropy change indicates the system...

We propose a "weighted and sample-size adjusted" Kolmogorov-Smirnov type statistic to test the assumption of conditional symmetry maintained in the symmetrically trimmed least-squares (STLS) approach of Powell (1986b), which is widely used to estimate censored or truncated regression models...

Building on two sources of exogenous shocks to analyst coverage (broker closures and mergers), we explore the causal effects of analyst coverage on mitigating managerial expropriation of outside shareholders. We find that as a firm experiences an exogenous decrease in analyst coverage,...

In this paper we examine the nite sample performance of two estimators one developed by Blundell, Chen, and Kristensen (2007) (BCK) and the other by Gagliardini and Scaillet (2007) (TIR). This paper focuses on the generalization and expansion of these estimators to a full nonparametric...

Conventionl wisdom in terms of land utilization has been derived from a micro view-strategies concerning land utilization have been formulated based on the need of terminal operators. The major factors considered are the cost, the manoeuverability, the stacking ability of the yard operating...

Homogeneous Charge Compression Ignition (HCCI) combustion, also known as controlled auto-ignition (CAI), has been shown to reduce substantially NOX emissions and fuel consumption in gasoline engines. However, it is still confronted with the problem of its limited operation range. One of the...

This article examines the impact of warrant trading on tracking errors in China-focused exchange-traded funds (ETFs) listed in Hong Kong. We followed Shin and Soydemir (2010) in adopting average absolute differences, standard errors from regression analysis, and standard deviation of return...