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| 1 | Identifying Human Capital Externality:Evidence from China显示文摘Using data from two well-known individual surveys in China,we estimate human capital externality.We find a positive and statistically significant effect of city-level human capital on individual earnings.Fixed-effects estimates show a one-year increase in city average education could increase individual earnings between 7.3%and 8.9%.Our IV estimate indicates a 7.6%increase.This finding confirms a long-held belief by economists that there are external benefits of education that are not captured by the individuals who invested in human capital.By extension our finding also offers a justification for an active role of the government in promoting education.We also find that the estimated effect of human capital externality is larger in coastal cities than in non-coastal cities and is larger in the non-state sector than in the state sector.We ascribe these heterogeneities to differences in institutional and technological environments across cities and sectors. | Yunling Liang Zhiqiang Liu Haizheng Li | 2016 | Journal of Management Science and Engineering2016，1，1： | 4 |
| 2 | A dynamic panel data approach and HCW's method:Assessing the effect of China(Shanghai)Free Trade Zone on local GDP显示文摘We propose a simple-to-implement dynamic panel data method to evaluate the impacts of place-based policies.The idea is to exploit both the cross sectional dependence and the serial correlation within a panel and implement a semi difference-in-difference decomposition.Different from the method by Hsiao et al.(2012),the proposed model is easy to implement statistical inferences and can incorporate multiple treated groups at different time thresholds.We use the proposed method to explore the effect of the Free Trade Zone(FTZ)policy implemented in Shanghai at the end of 2013 on local GDP growth rate and compare it with that from Hsiao et al.(2012).The empirical results show that the FTZ does have a positive effect on the local GDP growth rate and it adds 1:21:8 percent point to the growth rate of the GDP per capita for Shanghai in 2014 which is about one fourth to one third of the total GDP growth rate per capita.This effect largely comes from the growth of the tertiary sector.The results lend support to the duplication of FTZ policy to other cities and provinces in China. | Jun Cai Kai Xin Yahong Zhou | 2021 | Journal of Management Science and Engineering2021，6，3： | 4 |
| 3 | A Bibliometric Analysis of Digital Innovation from 1998 to 2016显示文摘Digital technologies are ubiquitous in our everyday lives.They have been widely embedded into the core processes of services and products,as well as into the operations of many organizations.These digital technologies bring many changes to our work and lifestyles,to the organization of companies,and even to the structures of whole industries.Thus,digital innovation is a research hotspot.This study investigates the development of digital innovation research using a bibliometric method with visual mapping.The status of digital innovation research is analyzed through citation analysis.Influential references,authors,and top-tier journals are identified.The literature’s intellectual structure is mapped through co-word analysis.In addition,co-citation network analysis is used to describe the evolution of digital innovation research,and cluster analysis of the main research stream is conducted.Several research topics addressed by recent papers are also discussed.Finally,cross-country comparisons reveal that the US is currently taking the leading role and that China is a newcomer with potential contributions to make in this research area. | Xi Zhang Yao Meng Hui Chen Jiang Yu Yongqiang Sun Patricia Ordóñez de Pablos Joy Wei He | 2017 | Journal of Management Science and Engineering2017，2，2： | 3 |
| 4 | Option Pricing under the Double Exponential Jump-Diffusion Model with Stochastic Volatility and Interest Rate显示文摘This paper proposes an efficient option pricing model that incorporates stochastic interest rate(SIR),stochastic volatility(SV),and double exponential jump into the jump-diffusion settings.The model comprehensively considers the leptokurtosis and heteroscedasticity of the underlying asset’s returns,rare events,and an SIR.Using the model,we deduce the pricing characteristic function and pricing formula of a European option.Then,we develop the Markov chain Monte Carlo method with latent variable to solve the problem of parameter estimation under the double exponential jump-diffusion model with SIR and SV.For verification purposes,we conduct time efficiency analysis,goodness of fit analysis,and jump/drift term analysis of the proposed model.In addition,we compare the pricing accuracy of the proposed model with those of the Black-Scholes and the Kou(2002)models.The empirical results show that the proposed option pricing model has high time efficiency,and the goodness of fit and pricing accuracy are significantly higher than those of the other two models. | Rongda Chen Zexi Li Liyuan Zeng Lean Yu Qi Lin Jia Liu | 2017 | Journal of Management Science and Engineering2017，2，4： | 2 |
| 5 | Theory of rational option pricing显示文摘 | Merton R | 1973 | Bell Journal of Economics and Management Science1973，4，： | 2 |
| 6 | Asymmetries of Positive Feedback Trading in Individual Stocks:Evidences from China显示文摘The paper investigates the positive feedback trading phenomenon of individual stocks in China’s stock market.Heterogeneous regression models and a non-parametric Sentana-Wadhwani model are developed and applied to prove the existence of rise-favor asymmetric feedback trading.This result is consistent with the reality of China’s stock market,that is,the herding behavior of irrational retail investors has a significant influence on the market.However,the result is in contrast with the stylized findings using market indices.Further empirical research shows that this distinction could be explained by the average effect of indices.The asymmetries of positive feedback trading caused by heterogeneous feedback trading and the uneven distributed retail trading in individual stocks,are covered by the weighted average effect in indices.Therefore,the indices exhibit a different asymmetric pattern from that of individual stocks. | Die Wan Weiyi Liu Junbo Wang Xiaoguang Yang | 2016 | Journal of Management Science and Engineering2016，1，1： | 2 |
| 7 | The Road to Integration Reflections on the Development of Organizational Evaluation Theory and Practice显示文摘 | Gregory A J | 1996 | International Journal of Management Science1996，24，3： | 1 |
| 8 | Overbooking decision rules显示文摘 | BODILY S E PFEIFER P E | 1992 | International Journal of Management Science1992，20，1： | 1 |
| 9 | The Theory of Economic Regulation显示文摘 | Stigler G J | 1971 | Bell Journal of Economics and Management Science1971，2，： | 1 |
| 10 | Theory of rational option pricing 显示文摘 | Merton R C | 1973 | The Bell Journal of Economics and Management Science1973，4，1： | 1 |
| 11 | Centralized target setting for regional recycling operations using DEA显示文摘 | Lozano S Villa G Adenso D B | 2004 | Omega: The International Journal of Management Science2004，32，2： | 1 |
| 12 | Research on Industrial Structure Optimization and Policy Orientation of China's Pollution-free Food 显示文摘 | Wang De-zhang Zhao Da-wei Liu Yu-nan | 2009 | Proceedings Papers of International Conference on Management Science & Engineering2009，，1： | 1 |
| 13 | Evaluating sustainable fishing development strategies using fuzzy MCDM approach显示文摘 | Chiou H K Tzeng G H Cheng D C | 2005 | Omega:The International Journal of Management Science2005，33，3： | 1 |
| 14 | Intrinsic and extrinsic motivation in Internet use 显示文摘 | Teo S H Lim K G Lai Y C | 1999 | The International Journal of Management Science1999，27，： | 1 |
| 15 | Consumers’attitude and intention towards organic food purchase:An extension of theory of planned behavior in gender perspective显示文摘 | IRIANTO H | 2015 | International journal of management economics and social sciences2015，4，1： | 1 |
| 16 | A nonparametric distance function approach with endogenous direction for estimating marginal abatement costs of CO_(2) emissions显示文摘The directional distance function(DDF)framework has been widely used to estimate the marginal abatement cost(MAC)of CO_(2)emissions to support decision-making in environmental sustainability and climate change issues.In the use of DDF,an important task is mapping evaluated entities towards a realistic production technology frontier.This study develops a new nonparametric approach for estimating the MAC of CO_(2)emissions.The approach incorporates the optimal endogenous direction into an enhanced environmental production technology and has three advantages.First,it avoids the arbitrariness in mapping directions.Second,it captures the heterogeneity in optimization paths across different decision-making units(DMUs).Third,it generates more reliable benchmarks for estimating MAC by constructing an environmental technology frontier that is consistent with the material balance principle.We apply the approach to study China's thermal power industry and find clear heterogeneity in MACs and optimization paths at the province level.The results on the optimal endogenous directions show that the DMUs prefer to increase both desirable output and CO_(2)emissions when CO_(2)emissions are unregulated.Comparisons with other approaches reveal that arbitrarily mapping exogenous directions and technology representations are likely to generate distorted and unrealistic MACs. | Fei Wu Dan-Jun Ji Dong-Lan Zha De-Qun Zhou Peng Zhou | 2022 | Journal of Management Science and Engineering2022，7，2： | 1 |
| 17 | Optimal Pricing and Advertising Com-petition in Two Supply Chains with Determnistic Demand显示文摘 | Jiajia Nie | 2007 | In-ternational joumal of manufacturjng te chnology and management science2007，，： | 1 |
| 18 | A comparative study of order batching algorithms 显示文摘 | PAN C H | 1995 | International Journal of Management Science1995，23，6： | 1 |
| 19 | Critical Variables of Business Failure: A Review and Classification Framework 显示文摘 | Pretorius M | 2008 | South African Journal of Economic and Management Sciences2008，11，4： | 1 |
| 20 | Competitive pricing of mixed retail and e-tail distribution channels显示文摘 | Yao Dongqing Liu J J | 2005 | The International Journal of Management Science2005，33，： | 1 |
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