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Most Downloaded Journal of Management Science and Engineering Articles

The most downloaded articles from ScienceDirect in the last 90 days.

1. Internet-of-things enabled supply chain planning and coordination with big data services: Certain theoretic implications

March 2020
Longfei He | Mei Xue | Bin Gu

Recent advances in information technology have led to profound changes in global manufacturing. This study focuses on the theoretical and practical challenges and opportunities arising from the Internet...

2. Is bitcoin a safe haven or a hedging asset? Evidence from China

September 2019
Gangjin Wang | Yanping Tang | Chi Xie | Shou Chen

Based on daily data about Bitcoin and six other major financial assets (stocks, commodity futures (commodities), gold, foreign exchange (FX), monetary assets, and bonds) in China from 2013 to 2017,...

3. Versatile HAR model for realized volatility: A least square model averaging perspective

March 2019
Yue Qiu | Xinyu Zhang | Tian Xie | Shangwei Zhao

A rapidly growing body of literature has documented improvements in forecasting financial return volatility measurement using various heterogeneous autoregression (HAR) type models. Most HAR-type models...

4. Contraction flexibility, operating leverage, and financial leverage

March 2020
Zhun Li | Qiang Li | Yong Zeng

This study investigates the impacts of contraction flexibility and operating leverage on financial leverage from the perspective of the agency conflict between shareholders and debtholders. In a continuous-time...

5. A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs

December 2016
Xue-Zhong He | Lei Shi

This paper provides a difference-in-opinions equilibrium framework for pricing asset and option in a multi-period binomial economy with heterogeneous beliefs. Agents agree to disagree about their beliefs...

6. Computer-aided diagnosis and decision-making system for medical data analysis: A case study on prostate MR images

December 2019
Ailian Chen | Leilei Zhu | Huaijuan Zang | Zhenglong Ding | Shu Zhan

Prostate cancer is the most common cancer in males and a major cause of cancer-related death. Magnetic resonance (MR) imaging is recently emerging as a powerful tool for prostate cancer diagnosis. To...

7. Intraday Market-Wide Ups/Downs and Returns

December 2016
Wei Zhang | Shen Lin | Yongjie Zhang

Using stock market data over 16 years for Chinese stock markets and over 3 years for U.S. stock markets, this study explores the explanatory power of early intraday market-wide up and down movements...

8. A combined random effect and fixed effect forecast for panel data models

March 2019
Bai Huang | Tae-Hwy Lee | Aman Ullah

When some of the regressors in a panel data model are correlated with the random individual effects, the random effect (RE) estimator becomes inconsistent while the fixed effect (FE) estimator is consistent....

9. Measuring systemic importance of banks considering risk interactions: An ANOVA-like decomposition method

March 2020
Chunbing Bao | Dengsheng Wu | Jianping Li

The systemic importance of a bank is usually measured by its effect on the banking system, conditional on the insolvency of the bank and solvency of other banks. However, banks encounter different kinds...

10. Simulation modeling and optimization for ambulance allocation considering spatiotemporal stochastic demand

December 2019
Wei Yang | Qiang Su | Samuel H. Huang | Qiugen Wang | Yanhong Zhu | Ming Zhou

To ensure a timely response to emergencies, governments are obliged to implement effective ambulance allocation plans. In practice, an emergency medical service (EMS) system works in an uncertain environment,...

11. A supplier evaluation model based on customer demand in blockchain tracing anti-counterfeiting platform project management

Available online 10 July 2020
Aijun Liu | Taoning Liu | Jian Mou | Ruiyao Wang

This study assesses supplier selection at the beginning of project management to establish an evaluation system corresponding to blockchain tracing anti-counterfeiting platforms (BTAP). First, this...

12. Pricing vulnerable European options with dynamic correlation between market risk and credit risk

June 2020
Huawei Niu | Yu Xing | Yonggan Zhao

In this paper, we study the valuation of vulnerable European options incorporating the reduced-form approach, which models the credit default of the counterparty. We provide an analytical pricing model...

13. Online Healthcare Community Interaction Dynamics

December 2016
Xitong Guo | Shanshan Guo | Douglas Vogel | Yijun Li

With the increasing dilemma of the rapid global demand for healthcare services (often in the presence of limited resources), how to creatively allocate and use healthcare resources across a widespread...

14. Firm Characteristics and Chinese Stocks

December 2018
Fuwei Jiang | Guohao Tang | Guofu Zhou

This paper presents a comprehensive study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics. We use not only the traditional Fama-MacBeth...

15. A General Approach to Testing Volatility Models in Time Series

March 2017
Yongmiao Hong | Yoon-Jin Lee

Volatility models have been playing important roles in economics and finance. Using a generalized spectral second order derivative approach, we propose a new class of generally applicable omnibus tests...

16. Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares

March 2019
Yuying Sun | Yongmiao Hong | Shouyang Wang

Macroeconomic forecasting in China is essential for the government to take proper policy decisions on government expenditure and money supply, among other matters. The existing literature on forecasting...

17. Inpatient bed allocation policy under uncertain capacity

December 2019
Xing Liu | Youhua Chen | Li Luo | Ting Zhu | Wenwu Shen | TAIWO Enayon Sunday

This paper concerns the problem of inpatient bed allocation for two classes of patients (scheduled and non-scheduled) when there is uncertainty about daily available capacity. In the afternoon of each...

18. A Bibliometric Analysis of Digital Innovation from 1998 to 2016

June 2017
Xi Zhang | Yao Meng | Hui Chen | Jiang Yu | Yongqiang Sun | Patricia Ordóñez de Pablos | Joy Wei He

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...

19. Pricing Continuously Monitored Barrier Options under the SABR Model: A Closed-Form Approximation

June 2017
Nian Yang | Yanchu Liu | Zhenyu Cui

The stochastic alpha beta rho (SABR) model introduced by Hagan et al. (2002) is widely used in both fixed income and the foreign exchange (FX) markets. Continuously monitored barrier option contracts...

20. Linear mixed-effects model for longitudinal complex data with diversified characteristics

June 2020
Zhichao Wang | Huiwen Wang | Shanshan Wang | Shan Lu | Gilbert Saporta

The increasing richness of data encourages a comprehensive understanding of economic and financial activities, where variables of interest may include not only scalar (point-like) indicators, but also...

21. A decomposition clustering ensemble learning approach for forecasting foreign exchange rates

March 2019
Yunjie Wei | Shaolong Sun | Jian Ma | Shouyang Wang | Kin Keung Lai

A decomposition clustering ensemble (DCE) learning approach is proposed for forecasting foreign exchange rates by integrating the variational mode decomposition (VMD), the self-organizing map (SOM)...

22. Overall Efficiency and its Decomposition in a Two-Stage Network DEA Model

September 2017
Guo-Liang Yang | Yao-Yao Song | Dong-Ling Xu | Jian-Bo Yang

This paper aims to propose a new approach to decompose an overall data envelopment analysis model into equivalent two-stage models. In this approach, we use a minimax reference point method to set the...

23. Vehicle flow formulation for two-echelon time-constrained vehicle routing problem

June 2019
Hongqi Li | Ming Bai | Yibin Zhao | Changzhi Dai

Two-echelon routing problems, including variants such as the two-echelon vehicle routing problem (2E-VRP) and the two-echelon location routing problem (2E-LRP), involve assignment and location decisions....

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