Pub Date : 2020-01-01DOI: 10.47654/v24y2020i4p77-88
Moawia Alghalith, W. Wong
In this paper, we extend the lemmas in Stein (1973, 1981) and others to include situations in which the variables are dependent and non-normally distributed. There is no restriction on the form of the function, which could be linear or nonlinear, provided that the function is differentiable and the expectation of the derivative of the function exists. Thereafter, we give some examples of nonnormal distributions and nonlinear functions to illustrate the theorems developed in the paper to hold, and show that the assertion of Genest (2020) is incorrect. In addition, we discuss applications of using the theorems in decision sciences.
{"title":"Extension of Stein’s Lemmas to General Functions and Distributions","authors":"Moawia Alghalith, W. Wong","doi":"10.47654/v24y2020i4p77-88","DOIUrl":"https://doi.org/10.47654/v24y2020i4p77-88","url":null,"abstract":"In this paper, we extend the lemmas in Stein (1973, 1981) and others to include situations in which the variables are dependent and non-normally distributed. There is no restriction on the form of the function, which could be linear or nonlinear, provided that the function is differentiable and the expectation of the derivative of the function exists. Thereafter, we give some examples of nonnormal distributions and nonlinear functions to illustrate the theorems developed in the paper to hold, and show that the assertion of Genest (2020) is incorrect. In addition, we discuss applications of using the theorems in decision sciences.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"77-88"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70850077","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i4p44-76
Semei Coronado, Rangan Gupta, Besma Hkiri, O. Rojas
In this paper, we analyze time-varying causality between the dollar-pound exchange rate and S&P 500 returns over the monthly period of September, 1791 to September, 2019. Based on a Dynamic Conditional Correlation-Multivariate Generalised Autoregressive Conditional Heterosckedasticity (DCC-MGARCH) framework, we find that evidence of unidirectional causality between the two returns is in general weak, and primarily restricted to the period following the breakdown of the Bretton Woods agreement. However, instantaneous spillovers across the returns of these two markets is quite strong, which in turn tends to suggest the existence of nonsynchronous trading and also high-frequency causal dependency, with the latter confirmed based on daily data covering 3 January 1900 – 4 October 2019. Moreover, the underlying DCC reveals that there is actually portfolio diversification opportunities for investors. Finally, an analysis of the second moments reveal much stronger evidence of volatility spillovers between these two assets, when compared to the return linkages. This result has important implications from the perspective of policy making aiming to reduce the impact of uncertainty on the real economy.
{"title":"Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries","authors":"Semei Coronado, Rangan Gupta, Besma Hkiri, O. Rojas","doi":"10.47654/v24y2020i4p44-76","DOIUrl":"https://doi.org/10.47654/v24y2020i4p44-76","url":null,"abstract":"In this paper, we analyze time-varying causality between the dollar-pound exchange rate and S&P 500 returns over the monthly period of September, 1791 to September, 2019. Based on a Dynamic Conditional Correlation-Multivariate Generalised Autoregressive Conditional Heterosckedasticity (DCC-MGARCH) framework, we find that evidence of unidirectional causality between the two returns is in general weak, and primarily restricted to the period following the breakdown of the Bretton Woods agreement. However, instantaneous spillovers across the returns of these two markets is quite strong, which in turn tends to suggest the existence of nonsynchronous trading and also high-frequency causal dependency, with the latter confirmed based on daily data covering 3 January 1900 – 4 October 2019. Moreover, the underlying DCC reveals that there is actually portfolio diversification opportunities for investors. Finally, an analysis of the second moments reveal much stronger evidence of volatility spillovers between these two assets, when compared to the return linkages. This result has important implications from the perspective of policy making aiming to reduce the impact of uncertainty on the real economy.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"44-76"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i1p121-149
H. Ryu, D. Slottje
This paper examines the relationship between political dominance and economic inequality in the U.S. for the years 1947-2017. Conventional wisdom suggests that when Democrats control Congress and the Presidency, they will pursue policy goals that are inequality reducing through government actions. Republican controlled Congresses and presidencies are presumed to pursue economic growth and limited government intervention policies. However, are these beliefs true? Economic inequality is a broad term with various interpretations. In this paper we adopt a different approach. We consider the distribution of utility that individuals possess, while understanding that of course this depends in part on their income levels. We do find that Democratic presidential administrations correlate with lowering economic inequality and when Republican presidents hold the White House this correlates with increasing levels of economic inequality. However, we find that dominance by a given party in Congress has a negligible impact.
{"title":"Does Political Dominance Impact Economic Inequality?","authors":"H. Ryu, D. Slottje","doi":"10.47654/v24y2020i1p121-149","DOIUrl":"https://doi.org/10.47654/v24y2020i1p121-149","url":null,"abstract":"This paper examines the relationship between political dominance and economic inequality in the U.S. for the years 1947-2017. Conventional wisdom suggests that when Democrats control Congress and the Presidency, they will pursue policy goals that are inequality reducing through government actions. Republican controlled Congresses and presidencies are presumed to pursue economic growth and limited government intervention policies. However, are these beliefs true? Economic inequality is a broad term with various interpretations. In this paper we adopt a different approach. We consider the distribution of utility that individuals possess, while understanding that of course this depends in part on their income levels. We do find that Democratic presidential administrations correlate with lowering economic inequality and when Republican presidents hold the White House this correlates with increasing levels of economic inequality. However, we find that dominance by a given party in Congress has a negligible impact.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"121-149"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i3p84-109
Rıza Demirer, Rangan Gupta, Asli Yuksel, Aydin Yuksel
This paper examines the information content of the U.S. term structure of interest rates on the market for real estate investment trusts (REITs) by decomposing the term structure of U.S. Treasury yields into two components that reflect the expectations factor and the maturity premium. We show that the expectations factor component of the U.S yield curve has significant explanatory power over return volatility in REIT stocks, both in the U.S. and globally, even after controlling for stock market trading activity. The expectations factor is generally found to have a positive effect on REIT market volatility, more significantly for the U.S. and Japanese REITs, highlighting the role of global funding conditions (via expected short rates) on return fluctuations in real estate markets. Comparing the findings for the pre- and post-global crisis periods, however, we find that the U.S. term structure has largely lost its explanatory power over global REIT markets, implied by largely insignificant effects during the post-global crisis period. The findings highlight the changing dynamics in REIT investments in the aftermath of the 2018 global credit crunch, possibly due to the slowdown of investments in the real estate sector globally, and suggest that investors will have to focus more on the idiosyncratic risk factors that drive these markets.
{"title":"The US Term Structure and Return Volatility in Global REIT Markets","authors":"Rıza Demirer, Rangan Gupta, Asli Yuksel, Aydin Yuksel","doi":"10.47654/v24y2020i3p84-109","DOIUrl":"https://doi.org/10.47654/v24y2020i3p84-109","url":null,"abstract":"This paper examines the information content of the U.S. term structure of interest rates on the market for real estate investment trusts (REITs) by decomposing the term structure of U.S. Treasury yields into two components that reflect the expectations factor and the maturity premium. We show that the expectations factor component of the U.S yield curve has significant explanatory power over return volatility in REIT stocks, both in the U.S. and globally, even after controlling for stock market trading activity. The expectations factor is generally found to have a positive effect on REIT market volatility, more significantly for the U.S. and Japanese REITs, highlighting the role of global funding conditions (via expected short rates) on return fluctuations in real estate markets. Comparing the findings for the pre- and post-global crisis periods, however, we find that the U.S. term structure has largely lost its explanatory power over global REIT markets, implied by largely insignificant effects during the post-global crisis period. The findings highlight the changing dynamics in REIT investments in the aftermath of the 2018 global credit crunch, possibly due to the slowdown of investments in the real estate sector globally, and suggest that investors will have to focus more on the idiosyncratic risk factors that drive these markets.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70850170","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i4p89-100
{"title":"Summary of Advances in Decision Sciences (ADS) – 2020","authors":"","doi":"10.47654/v24y2020i4p89-100","DOIUrl":"https://doi.org/10.47654/v24y2020i4p89-100","url":null,"abstract":"","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70850179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i1p1-27
Nguyen Duy Suu, Thu-Quang Luu, Kim-Hung Pho, M. McAleer
The paper investigates the factors that affect the net interest margin (NIM) of commercial banks (CBs) in Vietnam between 2008 and 2018. We examine secondary data of CBs with 308 observations during the period 2008-2018, and apply a range of investigative methods to confirm the empirical findings. The results show that operating expenses and credit risk have a positive impact on NIM, whereas the level of risk aversion, quality of management, income from trading, and the proportion of deposits have negative impacts on NIM. The empirical findings offer suggestions which should help bank management to identify the factors affecting the marginal interest rate to apply suitable policies in supervising CBs in Vietnam.
{"title":"Net Interest Margin of Commercial Banks in Vietnam","authors":"Nguyen Duy Suu, Thu-Quang Luu, Kim-Hung Pho, M. McAleer","doi":"10.47654/v24y2020i1p1-27","DOIUrl":"https://doi.org/10.47654/v24y2020i1p1-27","url":null,"abstract":"The paper investigates the factors that affect the net interest margin (NIM) of commercial banks (CBs) in Vietnam between 2008 and 2018. We examine secondary data of CBs with 308 observations during the period 2008-2018, and apply a range of investigative methods to confirm the empirical findings. The results show that operating expenses and credit risk have a positive impact on NIM, whereas the level of risk aversion, quality of management, income from trading, and the proportion of deposits have negative impacts on NIM. The empirical findings offer suggestions which should help bank management to identify the factors affecting the marginal interest rate to apply suitable policies in supervising CBs in Vietnam.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"1-27"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849172","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i4p1-34
Dang-Khoa Duong, T. Phan, Kim-Hung Pho, M. McAleer
The relationship between board characteristics and state ownership on dividend policy has been carefully examined in the literature in developed and emerging markets. This paper would seem to be the first to analyse the impacts of board gender diversity and state ownership in the Vietnam market for the following: (1) the number of female directors on the boards of directors is about 25%, which is the highest among South-East Asian countries; and (2) Vietnam has not fully transformed into a market economy, so the state ownership in the listed firm is apparent. Therefore, it is worth trying to examine the impacts of board gender diversity and state ownership on dividend policy in Vietnam. This paper illustrates that the female CEO and female CEO duality decrease the dividend ratio, while chairwomen tend to use dividend ratio as a tool to manage the company. Moreover, Boards of Directors (BODs) with more than three female members usually decrease the dividend payout ratio. The empirical findings are consistent with agency theory, as managers increase payouts to reduce free cash flow and agency costs in firms. The results also indicate that there is an inverse relationship between state ownership and the dividend payout ratio. It is due to higher state ownership allows firms to access external debts easily, so these firms pay high dividends to reduce agency costs. Moreover, governments perceive dividends from holding capital in listed firms as a source of revenue for the state budget. Therefore, firms with higher state ownership are more likely to increase dividend payouts.
{"title":"Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam","authors":"Dang-Khoa Duong, T. Phan, Kim-Hung Pho, M. McAleer","doi":"10.47654/v24y2020i4p1-34","DOIUrl":"https://doi.org/10.47654/v24y2020i4p1-34","url":null,"abstract":"The relationship between board characteristics and state ownership on dividend policy has been carefully examined in the literature in developed and emerging markets. This paper would seem to be the first to analyse the impacts of board gender diversity and state ownership in the Vietnam market for the following: (1) the number of female directors on the boards of directors is about 25%, which is the highest among South-East Asian countries; and (2) Vietnam has not fully transformed into a market economy, so the state ownership in the listed firm is apparent. Therefore, it is worth trying to examine the impacts of board gender diversity and state ownership on dividend policy in Vietnam. This paper illustrates that the female CEO and female CEO duality decrease the dividend ratio, while chairwomen tend to use dividend ratio as a tool to manage the company. Moreover, Boards of Directors (BODs) with more than three female members usually decrease the dividend payout ratio. The empirical findings are consistent with agency theory, as managers increase payouts to reduce free cash flow and agency costs in firms. The results also indicate that there is an inverse relationship between state ownership and the dividend payout ratio. It is due to higher state ownership allows firms to access external debts easily, so these firms pay high dividends to reduce agency costs. Moreover, governments perceive dividends from holding capital in listed firms as a source of revenue for the state budget. Therefore, firms with higher state ownership are more likely to increase dividend payouts.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70850432","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i1p28-69
N. Hau, T. T. Tình, Hoa Anh Tuong, W. Wong
Matrix theory plays a very important role in teaching Mathematics and solving mathematical problems. Studying the theory of matrix can help academics, practitioners, and students solve many problems in Engineering, Econometrics, Finance, Economics, Optimization, Decision Sciences, and many other areas. To review the matrix theory with applications, in this paper we first review the theory of matrix. We then discuss how to build up some mathematical, financial, economic, and statistical models by using matrix theory and discuss the applications by using the theory of matrix in Decision Sciences and other related areas like Mathematics, Economics, Finance, Statistics, and Education with real-life examples.
{"title":"Review of Matrix Theory with Applications in Education and Decision Sciences","authors":"N. Hau, T. T. Tình, Hoa Anh Tuong, W. Wong","doi":"10.47654/v24y2020i1p28-69","DOIUrl":"https://doi.org/10.47654/v24y2020i1p28-69","url":null,"abstract":"Matrix theory plays a very important role in teaching Mathematics and solving mathematical problems. Studying the theory of matrix can help academics, practitioners, and students solve many problems in Engineering, Econometrics, Finance, Economics, Optimization, Decision Sciences, and many other areas. To review the matrix theory with applications, in this paper we first review the theory of matrix. We then discuss how to build up some mathematical, financial, economic, and statistical models by using matrix theory and discuss the applications by using the theory of matrix in Decision Sciences and other related areas like Mathematics, Economics, Finance, Statistics, and Education with real-life examples.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"14 1","pages":"28-69"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i2p167-189
Y. Lien, Jing-Doo Wang, S. Pan, Cheng-Yuan Ho, S. Liao
Most high school students in the metropolitan areas of Taiwan commute to school by public transportation. Due to the great pressure of academic workload, the time spent on commuting is an unbearable burden. In this study, by using both field study and the analysis based on the Taichung City Traffic Big Data database, we analyzed the bus journeying behavior of high school students of Taichung City on their school commuting. Our study results will be provided to the city government and high schools as a reference to support their transportation policy making. The results of the study show that, with the exception of a very small number of students, most students ridded less than one hour. It took less time to go to school in the morning and more time to get home in the afternoon. We also provided descriptive statistics on the commuting time of the main commuters of each school. The results of big data analysis was verified by the field observation without any obvious inconsistency, which lays an empirical basis for further use of big data analysis in the future.
{"title":"Analysis of Bus Commuting Time of High School Students in Taichung City, Taiwan","authors":"Y. Lien, Jing-Doo Wang, S. Pan, Cheng-Yuan Ho, S. Liao","doi":"10.47654/v24y2020i2p167-189","DOIUrl":"https://doi.org/10.47654/v24y2020i2p167-189","url":null,"abstract":"Most high school students in the metropolitan areas of Taiwan commute to school by public transportation. Due to the great pressure of academic workload, the time spent on commuting is an unbearable burden. In this study, by using both field study and the analysis based on the Taichung City Traffic Big Data database, we analyzed the bus journeying behavior of high school students of Taichung City on their school commuting. Our study results will be provided to the city government and high schools as a reference to support their transportation policy making. The results of the study show that, with the exception of a very small number of students, most students ridded less than one hour. It took less time to go to school in the morning and more time to get home in the afternoon. We also provided descriptive statistics on the commuting time of the main commuters of each school. The results of big data analysis was verified by the field observation without any obvious inconsistency, which lays an empirical basis for further use of big data analysis in the future.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"167-189"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-01DOI: 10.47654/v24y2020i2p104-133
D. Ghosh, Jaydeep Sengupta, A. Tiwari
Considering the unprecedented population aging problem and health-related difficulties in India, the study attempts to explore the health-related discrepancies among male and female elderly, with the help of a composite health indicator. The composite health indicator is formulated using the underlying characteristics of different health dimensions and expressed by a single health index as the representative of the overall health status of the elderly. Findings suggest that individual characteristics like, education and marital status have the greater exploratory power of gender health difference than the household characteristics. Socioeconomic variables like education levels, social groups, religious groups and geographic region influence almost similarly in constructing overall health of elderly across gender, however, almost after a decade the health difficulties has accelerated among the higher income classes both for men and women elderly.
{"title":"Revisiting the Role of Gender in Health Taxonomy: Evidence from the Elderly in India","authors":"D. Ghosh, Jaydeep Sengupta, A. Tiwari","doi":"10.47654/v24y2020i2p104-133","DOIUrl":"https://doi.org/10.47654/v24y2020i2p104-133","url":null,"abstract":"Considering the unprecedented population aging problem and health-related difficulties in India, the study attempts to explore the health-related discrepancies among male and female elderly, with the help of a composite health indicator. The composite health indicator is formulated using the underlying characteristics of different health dimensions and expressed by a single health index as the representative of the overall health status of the elderly. Findings suggest that individual characteristics like, education and marital status have the greater exploratory power of gender health difference than the household characteristics. Socioeconomic variables like education levels, social groups, religious groups and geographic region influence almost similarly in constructing overall health of elderly across gender, however, almost after a decade the health difficulties has accelerated among the higher income classes both for men and women elderly.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"104-133"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849045","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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