Browsing Vol. 05, Issue 01 by Subject "https://purl.org/pe-repo/ocde/ford#5.02.04"

Now showing items 1-8 of 8

    • An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options 

      Dash, Mihir; Dagha, Jay H.; Sharma, Pooja; Singhal, Rashmi (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      Derivatives have become widely accepted as tools for hedging and risk-management, as well as speculation to some extent. A more recent trend has been gaining ground, namely, arbitrage in derivatives.

    • Assessing Knowledge Assets in Technology-Intensive Firms: Proposing a Model of Intellectual Capital 

      Martín-de Castro, Gregorio; Verde, Miriam Delgado (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      Knowledge assets are key organizational factors responsible for gaining a sustained competitive advantage in the new knowledge economy characterized by high degrees of environmental turbulence, complexity, and dynamism. ...

    • The Ex-Dividend Day Anomaly in the Spanish Stock Market 

      Garcia-Blandon, Josep; Martinez-Blasco, Monica (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      The purpose of this paper was to investigate the behavior of stock returns and trading volumes around ex-dividend dates in the Spanish stock market, using event study methodology. Clear consensus is evident in the literature ...

    • Labor Productivity in Peru: 1997-2007 

      Tello, Mario D. (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      The purpose of this paper was to decompose the changes in labor productivity of the Peruvian economy into the between- and within-sector effects using 39 sectors in terms of production structure for the period 1997-2007. ...

    • Marketing Capabilities Development in Small and Medium Enterprises: Implications for Performance 

      Santos-Vijande, Leticia; Sanzo-Pérez, María; Trespalacios Gutiérrez, Juan; Rodríguez, Nuria (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      The purpose of the research is to analyze the organizational antecedents of marketing capabilities and their impact on business performance using a sample of small and medium enterprises (SMEs). More specifically, the ...

    • Option Pricing Models with HF Data: An Application of the Black Model to the WIG20 Index 

      Kokoszczynski, Ryszard; Sakowski, Paweł; Ślepaczuk, Robert (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      In this paper, we compared several Black option pricing models by applying different measures of volatility and examined the Black model with historical (BHV), implied (BIV), and several different types of realized (BRV) ...

    • Recession and Family Firm Performance: An Assessment of Small U.K. Family-Owned Hotels 

      Chaston, Ian (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      The prevailing view in the literature is that small family firms outperform nonfamily businesses. The nature of the former’s management style also means that these businesses are more likely to sustain their performance ...

    • Researching Multilevel Phenomena: The Case of Collaborative Advantage in Strategic Management 

      Foss, Nicolai J.; Nielsen, Bo Bernhard (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)
      A number of literatures in management, innovation studies, economic geography, and so on point to 'collaborative advantages' that can arise at multiple levels. We discuss conceptual, theoretical and methodological difficulties ...