@article{13246,
  author       = {{Schneider, Martin and Iseke, Anja and Pull, Kerstin}},
  issn         = {{0958-5192}},
  journal      = {{The International Journal of Human Resource Management}},
  pages        = {{1--23}},
  title        = {{{The gender pay gap in European executive boards: the role of executives’ pathway into the board}}},
  doi          = {{10.1080/09585192.2019.1620307}},
  year         = {{2019}},
}

@article{13244,
  author       = {{Schneider, Martin R. and Iseke, Anja and Pull, Kerstin}},
  issn         = {{0958-5192}},
  journal      = {{The International Journal of Human Resource Management}},
  pages        = {{1--23}},
  title        = {{{The gender pay gap in European executive boards: the role of executives’ pathway into the board}}},
  doi          = {{10.1080/09585192.2019.1620307}},
  year         = {{2019}},
}

@book{45718,
  author       = {{Palmatier, R. W. and Steinhoff, Lena}},
  publisher    = {{Routledge Taylor & Francis Group}},
  title        = {{{Relationship Marketing in the Digital Age}}},
  doi          = {{https://doi.org/10.4324/9781315143583}},
  year         = {{2019}},
}

@article{45730,
  author       = {{Steinhoff, Lena and Arli, D. and Weaven, S. and Kozlenkova, I. V.}},
  journal      = {{Journal of the Academy of Marketing Science}},
  number       = {{3}},
  pages        = {{369--393}},
  title        = {{{Online Relationship Marketing}}},
  doi          = {{https://doi.org/10.1007/s11747-018-0621-6}},
  volume       = {{47}},
  year         = {{2019}},
}

@inproceedings{45743,
  author       = {{Steinhoff, Lena and Zondag, M.}},
  booktitle    = {{Proceedings of the 48th European Marketing Academy (EMAC) Conference, Hamburg}},
  location     = {{Hamburg}},
  title        = {{{Enhancing Loyalty Program Effectiveness by Stimulating Member Activity along the Customer Journey}}},
  year         = {{2019}},
}

@article{4996,
  abstract     = {{We analyze the impact of wealth taxes on investment timing decisions under uncertainty and irreversibility by employing a real options model of the Dixit/Pindyck type. Considering that wealth taxes have been (re-)introduced or are under discussion in many countries, investors need decision rules for tax systems with wealth taxation. We integrate different valuation methods for wealth tax purposes, distinguish between broadly and narrowly defined wealth taxes and vary the wealth tax rate to ascertain which wealth tax design is more or less likely to accelerate or delay investment. Our main findings are threefold. First, historical cost valuation reduces the distortive timing effects of wealth taxation compared to fair value accounting. Second, broadening the wealth tax base tends to accelerate investment during high interest rate periods and delay investment during low interest rate periods. Our results predict that wealth taxes with a broad tax base are likely to discourage risky investment in times of near-zero interest rates. These distortive wealth tax base effects, however, can be avoided by granting sufficiently high depreciation deductions for wealth tax purposes. Third, the investment timing effects of wealth tax rate variations are very sensitive to the riskiness of the underlying investment. Moreover, investment timing effects crucially depend upon the depreciation rate for wealth tax purposes. A tax legislator who aims to encourage risk taking should introduce generous depreciation deductions. Our study indicates that if a wealth tax is considered to be politically inevitable, possible harmful investment effects can be mitigated by choosing appropriate valuation methods and parameters.}},
  author       = {{Niemann, Rainer and Sureth-Sloane, Caren}},
  issn         = {{0044-2372}},
  journal      = {{Journal of Business Economics}},
  number       = {{4}},
  pages        = {{385--415}},
  publisher    = {{Springer Nature America, Inc}},
  title        = {{{Investment Timing Effects of Wealth Taxes under Uncertainty and Irreversibility}}},
  doi          = {{10.1007/s11573-018-0918-4}},
  volume       = {{89}},
  year         = {{2019}},
}

@article{17715,
  abstract     = {{Der Beitrag stellt die teilweise überschießende Wirkung des Referentenentwurfs des Bundesministeriums der Finanzen zur Grunderwerbsteuer mit Blick auf börsennotierte Kapitalgesellschaften dar und schlägt eine Erweiterung des Referentenentwurfs vor, wobei börsennotierte Kapitalgesellschaften vom Anwendungsbereich der neuen Vorschrift ausgenommen werden sollen.}},
  author       = {{Arbeitskreis Steuern der Schmalenbach-Gesellschaft für Betriebswirtschaft, . and Sureth-Sloane, Caren}},
  journal      = {{Betriebs-Berater}},
  number       = {{25}},
  pages        = {{1438--1442}},
  publisher    = {{Deutscher Fachverlag GmbH }},
  title        = {{{Ein Lösungsvorschlag zur Vermeidung der überschießenden Wirkung der Grunderwerbsteuerreform bei börsennotierten Kapitalgesellschaften}}},
  volume       = {{74}},
  year         = {{2019}},
}

@techreport{29314,
  abstract     = {{Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market.}},
  author       = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS trading on major banks}}},
  year         = {{2019}},
}

@techreport{13145,
  abstract     = {{Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market. }},
  author       = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS trading on major banks}}},
  year         = {{2019}},
}

@techreport{5170,
  abstract     = {{Employing credit default swap (CDS) data for a sample of 52 major banks across 18
countries from 2008 to 2016, this paper investigates determinants of the outstanding
net notional amount of CDS which are written on banks. We extend the current
literature dealing with CDS trading by analyzing further CDS trading-specific,
fundamental bank-specific as well as macroeconomic and institutional determinants
with a focus on bank CDS trading. We find that, next to well-discussed determinants
for corporate firms in the literature, especially a bank's tail risk, capital adequacy,
loan portfolio and business model affect a bank's outstanding CDS net notional.
This finding indicates that investors in the bank CDS market partly have a recourse
to a fundamental analysis for their investment decision. Our study fills an important
gap since empirical studies have solely focused on sovereign and corporate CDS yet.
In addition, the analysis at hand provides important implications for both academics
and practitioners since understanding the trading motives of bank CDS investors
gives deeper insights into the still opaque CDS market.}},
  author       = {{Hippert, Benjamin and Uhde, André}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS trading on major banks}}},
  year         = {{2019}},
}

@techreport{15392,
  abstract     = {{Employing a sample of 492 merger and acquisition (M&A) announcements from
284 acquirers across North America and Europe between 2005 and 2018, this study
analyzes the impact of M&A announcements on an acquirers abnormal CDS spread
changes. We nd that spreads from CDS which are written on acquirers increase
by 310 bps during a symmetric ve-day event window suggesting that investors
expect an increase in the acquirers credit risk exposure due to M&As. Next to
this baseline nding, we conduct a large variety of sensitivity analyses to gain more
insight into the driving factors of the rising risk perception of CDS investors due to
M&A announcements.}},
  author       = {{Uhde, André and Hippert, Benjamin}},
  keywords     = {{credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study}},
  title        = {{{The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS-Spread changes}}},
  year         = {{2019}},
}

@article{4684,
  abstract     = {{Recent years have seen the emergence of physical products that are digitally networked with other products and with information systems to enable complex business scenarios in manufacturing, mobility, or healthcare. These “smart products”, which enable the co-creation of “smart service” that is based on monitoring, optimization, remote control, and autonomous adaptation of products, profoundly transform service systems into what we call “smart service systems”. In a multi-method study that includes conceptual research and qualitative data from in-depth interviews, we conceptualize “smart service” and “smart service systems” based on using smart products as boundary objects that integrate service consumers’ and service providers’ resources and activities. Smart products allow both actors to retrieve and to analyze aggregated field evidence and to adapt service systems based on contextual data. We discuss the implications that the introduction of smart service systems have for foundational concepts of service science and conclude that smart service systems are characterized by technology-mediated, continuous, and routinized interactions.}},
  author       = {{Beverungen, Daniel and Müller, Oliver and Matzner, Martin and Mendling, Jan and vom Brocke, Jan}},
  issn         = {{14228890}},
  journal      = {{Electronic Markets}},
  keywords     = {{Boundary object, Internet of things, Service science, Smart products, Smart service}},
  pages        = {{7--18}},
  publisher    = {{SpringerNature}},
  title        = {{{Conceptualizing smart service systems}}},
  doi          = {{10.1007/s12525-017-0270-5}},
  volume       = {{29}},
  year         = {{2019}},
}

@article{53987,
  author       = {{Toloo, Mehdi and Tavana, Madjid and Santos-Arteaga, Francisco J.}},
  issn         = {{1435-246X}},
  journal      = {{Central European Journal of Operations Research}},
  number       = {{4}},
  pages        = {{887--904}},
  publisher    = {{Springer Science and Business Media LLC}},
  title        = {{{An integrated data envelopment analysis and mixed integer non-linear programming model for linearizing the common set of weights}}},
  doi          = {{10.1007/s10100-017-0510-y}},
  volume       = {{27}},
  year         = {{2019}},
}

@article{53976,
  author       = {{Mousavi, Seyed Mohsen and Tavana, Madjid and Alikar, Najmeh and Zandieh, Mostafa}},
  issn         = {{0941-0643}},
  journal      = {{Neural Computing and Applications}},
  number       = {{3}},
  pages        = {{873--885}},
  publisher    = {{Springer Science and Business Media LLC}},
  title        = {{{A tuned hybrid intelligent fruit fly optimization algorithm for fuzzy rule generation and classification}}},
  doi          = {{10.1007/s00521-017-3115-4}},
  volume       = {{31}},
  year         = {{2019}},
}

@article{53988,
  author       = {{Ebrahimnejad, Ali and Tavana, Madjid and Nasseri, Seyed Hadi and Gholami, Omid}},
  issn         = {{0219-6220}},
  journal      = {{International Journal of Information Technology &amp; Decision Making}},
  number       = {{01}},
  pages        = {{147--170}},
  publisher    = {{World Scientific Pub Co Pte Lt}},
  title        = {{{A New Method for Solving Dual DEA Problems with Fuzzy Stochastic Data}}},
  doi          = {{10.1142/s0219622018500396}},
  volume       = {{18}},
  year         = {{2019}},
}

@article{53965,
  author       = {{Tavana, Madjid and Khalili-Damghani, Kaveh and Santos Arteaga, Francisco J. and Hosseini, Amineh}},
  issn         = {{0360-8352}},
  journal      = {{Computers & Industrial Engineering}},
  pages        = {{143--155}},
  publisher    = {{Elsevier BV}},
  title        = {{{A fuzzy multi-objective multi-period network DEA model for efficiency measurement in oil refineries}}},
  doi          = {{10.1016/j.cie.2019.05.033}},
  volume       = {{135}},
  year         = {{2019}},
}

@article{53978,
  author       = {{Di Caprio, Debora and Santos-Arteaga, Francisco J. and Tavana, Madjid}},
  issn         = {{2214-7160}},
  journal      = {{Operations Research Perspectives}},
  publisher    = {{Elsevier BV}},
  title        = {{{The role of anticipated emotions and the value of information in determining sequential search incentives}}},
  doi          = {{10.1016/j.orp.2019.100106}},
  volume       = {{6}},
  year         = {{2019}},
}

@article{53986,
  author       = {{Asadi Bagloee, Saeed and Tavana, Madjid and Withers, Glenn and Patriksson, Michael and Asadi, Mohsen}},
  issn         = {{2542-6605}},
  journal      = {{Internet of Things}},
  publisher    = {{Elsevier BV}},
  title        = {{{Tradable mobility permit with Bitcoin and Ethereum – A Blockchain application in transportation}}},
  doi          = {{10.1016/j.iot.2019.100103}},
  volume       = {{8}},
  year         = {{2019}},
}

@article{53977,
  author       = {{Razavi Hajiagha, Seyed Hossein and Amoozad Mahdiraji, Hannan and Tavana, Madjid}},
  issn         = {{0263-2241}},
  journal      = {{Measurement}},
  publisher    = {{Elsevier BV}},
  title        = {{{A new bi-level data envelopment analysis model for efficiency measurement and target setting}}},
  doi          = {{10.1016/j.measurement.2019.106877}},
  volume       = {{147}},
  year         = {{2019}},
}

@article{53989,
  author       = {{Aghayi, NAZILA and Tavana, Madjid and Maleki, Bentolhoda}},
  issn         = {{2345-3605}},
  journal      = {{Scientia Iranica}},
  pages        = {{0--0}},
  publisher    = {{SciTech Solutions}},
  title        = {{{A Malmquist Productivity Index with Directional Distance Function and Uncertain Data}}},
  doi          = {{10.24200/sci.2018.5259.1173}},
  year         = {{2019}},
}

