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Academic Journal
Business Analytics

“The Lead-Lag Relationship between the Spot and Futures Markets in China”

Based on daily and one-minute high-frequency returns, this paper examines the
lead-lag dependence between the CSI 300 index spot and futures markets from 2010 to 2014. The
nonparametric and nonlinear thermal optimal path method is adopted. Empirical results of the
daily data indicate that the lead-lag relationship between the two markets is within one day but
this relationship is volatile since neither of the two possible situations (the futures leads or lags
behind the spot market) takes a dominant place. Besides, our results from high-frequency data
demonstrate that there is a price discovery in the Chinese futures market: the intraday one-minute
futures return leads the cash return by 0~5 minutes regardless of the price trend of the market.
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Donghua Wang, Jingqing Tu, Xiaohui Chang and Saiping Li "The Lead-Lag Relationship between the Spot and Futures Markets in China" Quantitative Finance Quantitative Finance 1447–1456 pages 2017 View on: Google Scholar

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Academic Journal
Accounting

“The Long-Term Effects of Occupational Fraud on Perpetrators: Initial Evidence”

The [in] ability to find employment on the backend was shocking… Healing family relationships, which takes time… It just never goes away. Here I am [many] years removed. I still remember everything about it, my bunk, my number. I reflect on it every single day of my life. Not a day goes by that I don’t think about the events. It is a huge part of my life. Prison was so uneventful and boring. I had hopes it would all fade away. It didn’t.[Interview response from a former fraud perpetrator]
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Dana Hermanson and Kara M. Obermire "The Long-Term Effects of Occupational Fraud on Perpetrators: Initial Evidence" Journal of Forensic and Investigative Accounting 48-63 pages 2025 View on: Google Scholar

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Academic Journal
Supply Chain

“The magnet effect of price limits: a logit approach”

We investigate the magnet effect of price limits using transaction data from the Taiwan Stock Exchange. A logit model incorporates explanatory variables from microstructure literature and reveals that the conditional probability of a price increase (decrease) increases significantly when the price approaches the upper (lower) price limit, in support of the magnet effect. Our approach recognizes when the magnet effect starts to emerge and identifies possible determinants of magnet effect. The probability of information-based trading has a significant impact on the magnet effect for lower price limits.

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Ping-Hung Hsieh, Yong Kim and Jimmy Yang "The magnet effect of price limits: a logit approach" Journal of Empirical Finance 830-837 pages 2009 View on: Google Scholar

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Academic Journal
Finance

“The MAX Effect: Lottery Stocks with Price Limits and Limits to Arbitrage”

We modify the Bali et al.’s (2011) MAX measure (maximum daily return over the prior month) when the observed returns are capped at the daily price limit to address the issue of homogeneous MAX across stocks. Our results indicate that the modified MAX measure can be a significant predictor of future stock returns. The modified MAX effect is not a manifestation of the idiosyncratic volatility effect. We also find that the modified MAX measure could be an alternative proxy for arbitrage risk.
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Weifeng Hung and Jimmy Yang "The MAX Effect: Lottery Stocks with Price Limits and Limits to Arbitrage" Journal of Financial Markets Elsevier 77-91 pages 2018 View on: Google Scholar

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Conference
DSGN - Apparel Design

“The Modification of Muslim Women’s Hijab to Meet Modern Life Styles in a Western Society”

Women residing in non‑Muslim countries have indicated that they have experienced negative feedback from others due to their use of the hijab (Ruby, 2006; El-Ghobashy, 2011). The impact of Muslim women’s experiences on their use of the hijab has received little attention from researchers (Tarlo, 2010). Therefore, the purpose of this research was to investigate why and how a group of Muslim women developed and adopted a variation of the hijab, the Multipurpose Modern Hijab (MMH), to wear while living in the United States. Results show that participants developed a hijab alternative that they believe retains its ability to communicate their religious beliefs and commitment to Allah, but also is easier to put on and keep on, more comfortable, and more accepted by the non-Muslim community. One major challenge participants noted is finding a single fabric that meets their needs in terms of aesthetics and comfort; there is a need for fabrics that are designed specially for hijab users.
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Elham Maqsood, Brigitte Gaal Cluver and Hsiou-Lien Chen "The Modification of Muslim Women’s Hijab to Meet Modern Life Styles in a Western Society" International Textile and Apparel Association 2016

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