Home | About Journal | Editorial Board | For Authors | Subscription | Contact us    Chinese
Quick search     Advanced Search    Tips
 
 
 Current Issue
 
  Latest issue
2008  Vol.16 (Number 4)    
Aug. 31, 2008
 
 
 
 
 
 
 
Lin Yu and
  Study on Contagion Effect between Chinese Stock Market and Other International Stock Markets
    It is a key issue for some government to study on risk contagion effect among different international financial markets. This paper constructs standardized residuals of indices loss based on some stylized facts in stock market, and then measures dynamic e...
    2008 Vol. 16 (4): 36-43 [Abstract ] ( 260 ) [HTML 0KB] [PDF 0KB ]( 0 )
01 XU Jiu-ping, Ma Yan-lan and Duan Xue-ling
  The optimum seeking and overall planning model of the reconstructions of private enterprises in Wen Chuan post-earthquake
    After deeply investigated and analyzed the disaster damage of private enterprises, it concluded the key issues in the course of restoration and reconstruction. Under the guidance of the scientific concept of development, according to the thought and metho...
    2008 Vol. 16 (4): 01-11 [Abstract ] ( 227 ) [HTML 0KB] [PDF 0KB ]( 0 )
12 HE Jian-min and ZHAO Wei
  The Semiparametric Test for Aggregated Effect of Long Memory Property
in Stock Markets Volatility
    Based on semiparametric methods, the aggregation effect of long memory property in stock markets volatility has been researched from two aspects: On one hand, stock returns are aggregated firstly, then the long memory property of aggregated series is cons...
    2008 Vol. 16 (4): 12-17 [Abstract ] ( 176 ) [HTML 0KB] [PDF 0KB ]( 0 )
18 XIAO Zhi, FU Xiao-xiao and ZHONG Bo
  Dynamic VaR Risk Measures Based on EVT-BM-FIGARCH
    This article uses FIGARCH model to handle the heteroscedasticity and long memory behavior in return’s volatility. At the same time, it transfers return series into standard residuals and uses EVT-BM method to capture the fat tails of standard residuals. ...
    2008 Vol. 16 (4): 18-23 [Abstract ] ( 167 ) [HTML 0KB] [PDF 0KB ]( 0 )
24 YU JunFang Ai-liXiong Wen-hai
  Research on the Long Memory in International Stock Returns

    It is of great significance for the study of long memory in stock market returns to test the efficient market hypothesis. The methods in common use to study long memory are classical R/S analysis, modified R/S analysis and log-periodogram. In 2003, Girait...
    2008 Vol. 16 (4): 24-29 [Abstract ] ( 132 ) [HTML 0KB] [PDF 0KB ]( 0 )
44 CHEN Xiong-bing ZHANG Zong-cheng
  The Day-of-the-Week Effect on Stock Return and Volatility in China: Empirical Evidence from Modified GARCH Model
    This paper investigate the day-of-the-week effect on stock return and volatility in China during the period of 2000 and 2006. Under modified GARCH framework, we find that the lowest and the highest return is present on Thursday and Tuesday for both Shangh...
    2008 Vol. 16 (4): 44-49 [Abstract ] ( 108 ) [HTML 0KB] [PDF 0KB ]( 0 )
44 CHEN Xiong-bing ZHANG Zong-cheng
  The Day-of-the-Week Effect on Stock Return and Volatility in China: Empirical Evidence from Modified GARCH Model
    This paper investigate the day-of-the-week effect on stock return and volatility in China during the period of 2000 and 2006. Under modified GARCH framework, we find that the lowest and the highest return is present on Thursday and Tuesday for both Shangh...
    2008 Vol. 16 (4): 44-49 [Abstract ] ( 93 ) [HTML 0KB] [PDF 0KB ]( 0 )
50 YAN Ni-na, , HUANG Xiao-yuan and Ma Long-long
  Research on Robust stochastic Optimization of Multi-retailers Competition under Demand Uncertainty
   

this paper, the supply chain system with one manufacturer and multi-retailers is constructed under demand uncertainties. The stochastic optimization models with retailer competition are established under the consideration of products substitutability. ...
    2008 Vol. 16 (4): 50-54 [Abstract ] ( 166 ) [HTML 0KB] [PDF 0KB ]( 0 )
55 XIA Hai-yang and HUANG Pei-qing
  Determine Optimal Marketing Investment Level and Lot Sizing Policy for Deteriorating Products under the Condition of Permissible Delay in Payments
    This paper deals with the problem of determining the firm’s optimal marketing investment level and ordering policies simultaneously for deteriorating items under the condition of permissible delay in payments, in order to maximize its annual net profit. ...
    2008 Vol. 16 (4): 55-61 [Abstract ] ( 128 ) [HTML 0KB] [PDF 0KB ]( 0 )
62 SHAO Xiao-Feng JI Jian-Hua
  Research on Pricing and Capacity Planning Coordination
Based on Reimbursement Contracts


    This paper analyzes the pricing and capacity planning coordination problem in supply chains with uncertain and price-dependent demand. The manufacturer purchases a kind of key component from the supplier and manufactures the final product. The potential d...
    2008 Vol. 16 (4): 62-68 [Abstract ] ( 140 ) [HTML 0KB] [PDF 0KB ]( 0 )
69 ZHAO Yu and XU Bao-guang
  Research on Crew Rostering Problem in Airline Company based on the Crew’s Flight Quality Performance

    With the development of China’s airline business, Every airline company does their best to enlarge the scale of their coverage rate on airlines and enhance their control ability. But airline business considers the safety as the most important thing above...
    2008 Vol. 16 (4): 69-76 [Abstract ] ( 136 ) [HTML 0KB] [PDF 0KB ]( 0 )
77 YANG Shan Lin and LI Ying
  Model for negotiating supply chain contract based on bi-level
programming and its solution
    The paper constructs a model for negotiating supply chain contract based on bi-level programming, and proposes solution method based on fuzzy theory. Takes the optimal price-discount contracts for example, three contract-making strategies are studied as: ...
    2008 Vol. 16 (4): 77-83 [Abstract ] ( 144 ) [HTML 0KB] [PDF 0KB ]( 0 )
84 Wang Weijun Tang Xiaowo Ni Debin
  Retail’s decision and the bullwhip effect on delayed demand information
    The bullwhip effect, a popular phenomenon in enterprise’s business,has a very large impact on an enterprise.This paper considers a simple,two-stage supply chain consisting of a single retailer and a single vendor. First,we build inventory and mixed decis...
    2008 Vol. 16 (4): 84-89 [Abstract ] ( 145 ) [HTML 0KB] [PDF 0KB ]( 0 )
90 HE BoYANG Chao
  Trade-offs Between Cost and Customer Service in Reverse Logistics Network Design

    Reverse logistics network design is a strategic decision for company. This paper addresses the analysis of reverse logistic networks for post-sale service. A multi-objective integer programming which optimizes the cost and service level simultaneous is de...
    2008 Vol. 16 (4): 90-95 [Abstract ] ( 129 ) [HTML 0KB] [PDF 0KB ]( 0 )
96 ZHAO Xiao-li and QI Jian-xun
  Regulation Model of Supply Chain Cooperative conflict
—The Case of Coal and Eletric Power Enterprises
    Cooperative conflict will be taken place during the process of supply chain cooperation due to the different aim between cooperation enterprises, less inspiration of profit distribution, and the environmental uncertainty. It would affect the stability of...
    2008 Vol. 16 (4): 96-103 [Abstract ] ( 136 ) [HTML 0KB] [PDF 0KB ]( 0 )
104 Xue Ming-gao
  R&D Investment Decision with Technology Licensing Alliance

    this paper considers the market structure is affected by firm’s licensing decision. We develop and apply a real options modeling framework where the underlying state variable can be described by continuous time threshold autoregressive process. We derive...
    2008 Vol. 16 (4): 104-110 [Abstract ] ( 144 ) [HTML 0KB] [PDF 0KB ]( 0 )
111 Pan Fei, Cheng Ming and Wang Jing
  The Influence Factors and Performance Consequence of Budget Slack for Listed Enterprises in China
    some subsistent empirical researches indicate that budget slack is prevalent in organizations. There are two reasonable theories for explaining budget slack:：agency theory and contingency theory. At the same time, it is one important character in our tra...
    2008 Vol. 16 (4): 111-119 [Abstract ] ( 119 ) [HTML 0KB] [PDF 0KB ]( 0 )
120 SHI Lei, Wang Dong-bo and Da-shuang
  Payoff Externality and Effectiveness of BOT Scheme
    This paper examines the moral hazard issues arises from the pay-off externalities and the private monitoring in infrastructure projects, and also investigates the effectiveness of BOT project by introducing penalty clauses and competitive tendering. The p...
    2008 Vol. 16 (4): 120-126 [Abstract ] ( 127 ) [HTML 0KB] [PDF 0KB ]( 0 )
126 LI Sen and Gao Ming
  Open System Game Pricing Model for Enterprises with Different Cost
    Based on the different cost of enterprises，a competitive game pricing model as well as a cooperative game pricing model are established and compared between the two enterprises with different costs under a closed system. Then an analysis is conducted and...
    2008 Vol. 16 (4): 126-131 [Abstract ] ( 116 ) [HTML 0KB] [PDF 0KB ]( 0 )
132 XU Xiao-yan and SUN Yan-hong
  Study on the Propagation of Financial Distress along a Supply Chain


    Firms in a supply chain are interdependent so that one firm’s financial distress may have impacts on its upstream and downstream enterprises and even cause their financial distresses. For a simple supply chain that is composed of one upstream manufacture...
    2008 Vol. 16 (4): 132-139 [Abstract ] ( 138 ) [HTML 0KB] [PDF 0KB ]( 0 )
140 HE Feng CHEN Rong
  The Comparison on the impacts of R&D and advertising on technical efficiency of Chinese and Japanese household appliance enterprises
    Basing on SFA and DEA approaches and on the sample of dozens of Chinese and Japanese household appliance listed companies during 2001 to 2005, this paper make a comparative study on the firm’s market power efficiency and profitability efficiency. Then ma...
    2008 Vol. 16 (4): 140-147 [Abstract ] ( 124 ) [HTML 0KB] [PDF 0KB ]( 0 )
148 Meng Wei and Zhang DaqunLiu Wenbin
  A study of Multi-level DEA Models and Applications

    In practical evaluation, people usually prefer to select a set of indicators or establish indicator system with hierarchical structure to present a relative comprehensive evaluation, and the importance of indicators in different level is often different. ...
    2008 Vol. 16 (4): 148-154 [Abstract ] ( 133 ) [HTML 0KB] [PDF 0KB ]( 0 )
155 Wang Honglei Yu Jian
  Bounded Rationality and Stability of Weakly Efficient Solution Set of Multiobjective Optimization Problems
    In this paper, we define rationality function for multiobjective optimization problems and prove that most of the multiobjective optimization problems are structurally stable and robust.

...
    2008 Vol. 16 (4): 155-158 [Abstract ] ( 128 ) [HTML 0KB] [PDF 0KB ]( 0 )
159 Wang Ye-mei , Dang Yao-guo and Wang Zheng-xin
  The optimization of background value in non-equidistant GM(1,1) model
    As the background value is an important factor affecting the precision of grey system model， this paper makes a research on the background value in non-equidistant GM(1,1) model .Based on index characteristic of grey model and the definition of integral...
    2008 Vol. 16 (4): 159-162 [Abstract ] ( 142 ) [HTML 0KB] [PDF 0KB ]( 0 )
163 Yan-TaiHuaWangXin
  Study on SMEs’ Investment Behavior and Financing Problems Based on Mixed Game Theory



    this paper analyses the problems of SMEs financing as viewed from scientific investment decision-making of enterprises, discusses the variables influencing SMEs financing under information asymmetry . Based on this, this paper constructs a standard credit...
    2008 Vol. 16 (4): 163-169 [Abstract ] ( 147 ) [HTML 0KB] [PDF 0KB ]( 0 )
170 Pan An-cheng
  Study on Antecedents of Firm Growth Based on Knowledge Innovation
    Knowledge innovation may drive organizational evolution and revolution. In terms of new knowledge, there are two drives for organizational evolution and change, one is internal innovativeness, and the other is marketing change. Existing literature, howeve...
    2008 Vol. 16 (4): 170-174 [Abstract ] ( 167 ) [HTML 0KB] [PDF 0KB ]( 0 )
175 Zhao Hua, Ding Liying and Feng Tielong
  Research on the Incentive Mechanism for Technological Innovation Diffusion Based on Enterprise Cluster
    Analyzing the characters and activities of technological innovation diffusion within the enterprise cluster, this paper reveals the barrier factors in maintaining innovation diffusion process, and establishes the analytical framework of incentive mechani...
    2008 Vol. 16 (4): 175-181 [Abstract ] ( 157 ) [HTML 0KB] [PDF 0KB ]( 0 )
182 GENG Ke-hongZHANG Shi-ying
  Review on finance market durations model based on the UHF data



    Because modeling for ultra-high frequency data not only can make up the shortcoming of modeling for data which have the same interval traditionally, but also can discern microstructure of financial market. So, in recent years, it has become a bran-new fie...
    2008 Vol. 16 (4): 182-192 [Abstract ] ( 149 ) [HTML 0KB] [PDF 0KB ]( 0 )
 


　　　　　　　　More...
 · CNKI
 · WangFang Data
　　　　　　　　More...
　
 Copyright © 2008 Editorial office of CHINESE JOURNAL OF MANAGEMENT SCIENCE
Support byBeijing Magtech Co.ltd , E-mail:support@magtech.com.cn