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Chinese Journal of Management Science
1003-207X
2016 Issue 4
Pairs Trading Strategy Research Considering Short Selling and Margin Trading:A Two-Stage Approach Based on Cointegration and Distance Methods
HU Lun-chao;YU Le-an;TANG Ling;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;School of Economics and Management;Beijing University of Chemical Technology;
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page:1-9
Research on the Nonlinearity of Seasonal Fluctuations of China’s Industrial Added Value——Based on SEATV-STAR model
WEI Li-li;XIANG Shu-jian;Hubei Key Laboratory of Applied Mathematics;Hubei University;School of Mathematics and Statistics;Hubei University;Department of Scientific Research;Zhongnan University of Economics and Law;
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page:10-18
“Walking-the-Dog”Effect under Order Liquidity in Futures and Spots Market——Based on High-Frequency Trading Data with Volume-Clock
LIU Rui-zhi;ZHOU Yong;Shanghai International Trust Co.;Ltd;Shanghai University of Finance and Economics;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
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page:19-26
Testing the Generation Mechanism of Higher-Order-Moment Risk in Stock Market Returns
FANG Li-bing;ZENG Yong;School of Management and Engineering;Nanjing University;School of Management and Economics;University of Electronic Science and Techonology of China;
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page:27-36
Institutional Investor Private Information,Retail Investor Sentiment and IPO First-day Return
CHEN Peng-cheng;ZHOU Xiao-hua;School of Economy and Business Administration;Chongqing University;
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page:37-44
Nonlinear Effect Studies of Influence Factors of Nonferrous Metals Price Fluctuation Based on MSVAR Model
ZHONG Mei-rui;CHEN Jie-yu;HUANG Jian-bai;CHEN Jin-yu;School of Business;Central South Universtiy;Institute of Metal Resources Strategy;
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page:45-53
The Research of Carbon Trading Model on Supply Chain under Carbon Emission Constraints
LI Jian;SU Qin;MA Li;School of Management;Xi’an Jiantong University;State Key Laboratory for Manufacturing Systems Engineering;The MOE Key Lab for Process Control & Efficiency Engineering;
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page:54-62
VMI Supply Chain Coordination with Wholesale Price Contract Incorporating Unfair Aversion
LIU Yun-zhi;FAN Zhi-ping;School of Business Administration;Northeastern University;
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page:63-73
Marketable Pollution Permits Equilibrium Problem in Supply Chain Network with Technological Investment
YANG Yu-xiang;WU Zeng-yuan;Huang Zu-qing;China Jiliang University;College of Economics and Management;
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page:74-82
Research on Supply Chain Disruption Management and Information Value under Symmetric Information
CUI Yu-quan;ZHANG Xian;School of Mathematics;Shandong University;
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page:83-93
Cooperative Advertising Game in Recruitment Service Supply Chain
LIANG Chang-yong;HOU Jing-yi;FU Wei-zhong;College of Management;Hefei University of Technology;Key Laboratory of Process Optimization and Intelligent Decision-making;Ministry of Education;
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page:94-101
Comparison between the Reward-penalty Mechanism with the Tax-subsidy Mechanism for Reverse Supply Chains
WANG Wen-bin;DENG Wen-wen;School of Management;China University of Mining and Technology;
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page:102-110
Misreporting Decisions and Coordination in Supply Chain under Asymmetric Carbon Information
YANG Lei;ZHENG Chen-shi;JI Jing-na;School of Economics and Commerce;South China University of Technology;
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page:111-120
Research on Financial Decision-Making for Downstream Dealers in a Coal Supply Chain Dominated by Sea Ports
LI Quan-lin;SU Rui-ying;LIU Jia;School of Economics & Management Sciences;Yanshan University;
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page:121-128
Optimal Production and Emissions Reduction Investment Policies in a Dynamic Lot Sizing Model Under Cap-and-trade
HUANG Di;CHEN Jian;ZHOU Hong;School of Economics and Management;Beijing Jiaotong University;School of Economics and Management;Tsinghua University;School of Economics and Management;Beihang University;
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page:129-137
Performance Evaluation Two-tuple Linguistic Model in Emergency Management of Mass Incident Based Maximal Deviation Principle
LIU De-hai;School of Management Science and Engineering;Dongbei University of Finance & Economics;Center of Econometric Analysis and Forecasting;Dongbei University of Finance & Economics;
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page:138-147
Matching Relationship between Network Resources and Technology Resources of New Product Development:Empirical Study Based on Chinese Manufacturing Enterprises
YAO Zheng;MA Chao-qun;YANG Zhi;Business School;Hunan University;
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page:148-158
Impact of Culture on the Relationship between Knowledge Sharing and Innovative Behavior in IT Services Industry
LIU Li-li;DU Rong;AI Shi-zhong;School of Economics and Management;Xidian University;
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page:159-166
Coordination through Penalty Scheme in the Rail-Road Freight Intermodal Market
LIU Jian;LI Yin-zhen;School of Transportation and Traffic;Lanzhoujiaotong University;
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page:167-176
zheng gao qi shi
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page:177