@article {1971891,
	title = {Map? or List?based Recommender Agents? Does the Map Metaphor Fulfill its Promise?},
	journal = {Information Visualization},
	volume = {16},
	year = {2016},
	month = {2016},
	pages = {291-308},
	abstract = {We present a spatialization of digital library content based on item similarity and an experiment which compares the performance of this spatialization relative to a simple list-based display. Items in the library are K-12 science and engineering learning resources. Spatialization and visualization are accomplished through 2D interactive Sammon mapping of pairwise item similarity scores based on the joint occurrence of word bigrams. The 65 science teachers participating in the experiment were asked to search the library for curricular items they would consider using in conducting one or more teaching assignments. Results indicate that whereas the spatializations adequately capture the salient features of the library{\textquoteright}s content and teachers actively use them, item retrieval rates, task-completion time and perceived utility do not significantly differ from the semantically poorer but easier to comprehend and navigate list-based representations. These results put into question the usefulness of the rapidly increasing supply of information spatializations.},
	keywords = {BIS, Supply Chain},
	url = {http://journals.sagepub.com/doi/abs/10.1177/1473871616669193},
	author = {Reitsma,Reindert and Hsieh,Ping-Hung and Diekema,Anne and Robson,Robby and Zarsky,Malinda}
}
@article {1971921,
	title = {The magnet effect of price limits: a logit approach},
	journal = {Journal of Empirical Finance},
	volume = {16},
	year = {2009},
	month = {2009},
	pages = {830-837},
	abstract = {We investigate the magnet effect of price limits using transaction data from the Taiwan Stock Exchange. A logit model incorporates explanatory variables from microstructure literature and reveals that the conditional probability of a price increase (decrease) increases significantly when the price approaches the upper (lower) price limit, in support of the magnet effect. Our approach recognizes when the magnet effect starts to emerge and identifies possible determinants of magnet effect. The probability of information-based trading has a significant impact on the magnet effect for lower price limits.<br><br>},
	keywords = {Finance, Supply Chain},
	author = {Hsieh,Ping-Hung and Kim,Yong H and Yang,Jimmy}
}
@article {1979246,
	title = {The Magnet Effect of Price Limits: Evidence from Transactions Data},
	year = {2007},
	month = {2007},
	address = {Hong Kong},
	keywords = {Finance, Supply Chain},
	author = {Hsieh,Ping-Hung and Kim,Yong H. and Yang,Jimmy}
}
@article {1979251,
	title = {The magnet effect of price limits: evidence from transactions data},
	year = {2006},
	month = {2006},
	address = {Salt Lake City, Utah},
	keywords = {Finance, Supply Chain},
	author = {Yang,Jimmy and Hsieh,Ping-Hung and Kim,Yong  H.}
}
@article {1979256,
	title = {The Magnet Effect of Price Limits: Evidence from Transactions Data},
	year = {2006},
	month = {2006},
	address = {Seattle, Washington},
	keywords = {Finance, Supply Chain},
	author = {Hsieh,Ping-Hung and Kim,Yong  H. and Yang,Jimmy}
}
@article {1971966,
	title = {Modeling the Frequency and Severity of Extreme Exchange Rate Returns},
	journal = {Journal of Forecasting},
	volume = {20},
	year = {2001},
	month = {2001},
	pages = {485-499},
	abstract = {Risk managers are often concerned about tail probabilities of asset return distributions, in particular the frequency and severity of extreme returns. In this article, we propose a model that integrates extreme value theory and point processes to model the frequency and severity of exchange rate returns. The proposed model is applied to daily spot exchange rate series and the parameters of interest, such as the tail index, the mean size and rate of occurrence of extreme returns, are estimated using maximum likelihood estimation. We study the impact of recent currency crises on the frequency and severity of the series and find that, during 1995-9, the frequency of extreme daily Japanese yen-US dollar spot exchange rate returns increases twofold, and the time duration of high volatility persists longer for the Japanese yen series than for the Swiss franc and Danish krone series. Copyright {\textcopyright} 2001 John Wiley \& Sons, Ltd.},
	keywords = {Supply Chain},
	author = {Hsieh,Ping-Hung}
}
