Purpose: The Group Method of Data Handling (GMDH) neural network has demonstrated good performance in data mining, prediction, and optimization. Scholars have used it to forecast stock and real estate investment trust (REIT) returns in some countries and region, but not in the United States (US)...

Purpose - Motivated by the significant role of uncertainty in affecting investment decisions and China's economic leadership in Asia, this paper investigates the predictive role of exposure to Chinese economic policy uncertainty at the individual stock level in large Asian markets....

We propose a new predictor - the innovation in the daily return minimum in the U.S. stock market () - for predicting international stock market returns. Using monthly data for a wide range of 17 MSCI international stock markets during the period spanning over half a century from January 1972 to...

Based on the data of A-share listed companies in Shanghai and Shenzhen from 2013 to 2017 and the air quality monitoring data released by the China National Environmental Monitoring Centre, this paper conducts an empirical test on the relationship between air pollution and corporate cash...

Mobile gaming applications (apps) are increasingly engineered to encourage the sending and receiving information between players in hopes of generating word-of-mouth and stimulating purchases. This research utilizes a social influence perspective to examine the trait antecedents (identification...

The rapid development of the new generation of digital technology has injected new vitality into the digital transformation (DT) and continued growth of enterprises. This paper selects data from China's A-share listed companies from 2010 to 2019 and uses transaction cost theory to empirically...

This paper investigates the cross-section of expected commodity futures returns in China using a large panel of 13 individual factors. We find that 6 out of 13 individual factors produce positive and significant returns. To aggregate the information among these factors, we apply not only the...