How to cite: Luo, Yong (2004) Coherence and transitivity in coercive subtyping, Durham theses, Durham University. Available at Durham E-Theses Online: http://etheses.dur.ac.uk/3025/ Use policyThe full-text may be used and/or reproduced, and given to third parties in any format or medium, without prior permission or charge, for personal research or study, educational, or not-for-prot purposes provided that:• a full bibliographic reference is made to the original source • a link is made to the metadata record in Durham E-Theses • the full-text is not changed in any way The full-text must not be sold in any format or medium without the formal permission of the copyright holders.Please consult the full Durham E-Theses policy for further details. AbstractThe aim of this thesis is to study coherence and transitivity in coercive subtyping. Among other things, coherence and transitivity are key aspects for a coercive subtyping system to be consistent and for it to be implemented in a correct way. The thesis consists of three major parts.

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The recent financial network analysis approach reveals that the topologies of financial markets have an important influence on market dynamics. However, the majority of existing Finance Big Data networks are built as undirected networks without information on the influence directions among prices. Rather than understanding the correlations, this research applies the Granger causality test to build the Granger Causality Directed Network for 33 global major stock market indices. The paper further analyzes how the markets influence one another by investigating the directed edges in the different filtered networks. The network topology that evolves in different market periods is analyzed via a sliding window approach and Finance Big Data visualization. By quantifying the influences of market indices, 33 global major stock markets from the Granger causality network are ranked in comparison with the result based on PageRank centrality algorithm. Results reveal that the ranking lists are similar in both approaches where the U.S. indices dominate the top position followed by other American, European, and Asian indices. The lead-lag analysis reveals that there is lag effects among the global indices. The result sheds new insights on the influences among global stock markets with implications for trading strategy design, global portfolio management, risk management, and markets regulation.

This paper examines the role that product newness plays in activating consumer regulatory goals. We propose that these fundamental goals may not only be endogenously triggered in the new product evaluation context, but also will be determined by the type of product innovation, as gauged by the extent to which it is an incremental (INP) or really new product (RNP). More specifically, ad exposure to an INP (RNP) may spontaneously trigger a promotion (prevention) goal (Study 1). Further, we show that consumer perception of the cost to buy the product (whether the price was perceived to be high or low) moderates the relation between the RNP and activated regulatory goal. When consumers perceive the price of the RNP to be high (low), a prevention (promotion) goal is activated. However, the moderating effect of price is not found in the case of goal activation by the INP. In addition, we show that the situational regulatory focus induced mediates the effect of the interaction of price and product newness on purchase intention (Study 2).

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