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  Will the Real Correlation Please Stand Up? An Examination of the Effectiveness of Statistical Corrections for Common Method Variance Using Data Simulation 

  Richardson, Hettie A.; Simmering, Marcia J.; Sturman, Michael C. (2004-01-01)

  A concern of researchers is the risk of measurement error due to common method variance (CMV) when using self-reported data. The present study addresses this concern by empirically comparing four techniques for correcting ...
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  Exploring the Effect of Culture on How Pay-For-Performance Affects Turnover: A Multi-Level Longitudinal Study on 24 Countries 

  Shao, Lian; Sturman, Michael C. (2006-01-01)

  While research has shown that pay-for-performance plans affect the curvilinear relationship between performance and turnover, all of this research has been conducted on samples of employees from the United States. In this ...
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  Future Earnings Growth Volatility and the Value Premium 

  Alcock, Jamie; Steiner, Eva; Tan, Kelvin Jui Keng (2011-12-01)

  The value premium is well established in empirical asset pricing, but to date there is little understanding as to its fundamental drivers. We use a stochastic earnings valuation model to establish a direct link between the ...
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  Institutional Ownership and Return Predictability Across Economically Unrelated Stocks 

  Gao, George P.; Moulton, Pamela; Ng, David T. (2015-07-10)

  We document strong weekly lead-lag return predictability across stocks from different industries with no customer-supplier linkages (economically unrelated stocks). Between 1980 and 2010, the industry-neutral long-short ...
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  Institutional Holding Periods 

  Chakrabarty, Bidisha; Moulton, Pamela; Trzcinka, Charles (2013-04-29)

  We find wide dispersion in trade holding periods for institutional money managers and pension funds. All of the funds execute round-trip trades lasting over a year; 96% of them also execute trades lasting less than one ...

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