Showing 1 - 10 of 11
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)...
Persistent link: https://www.econbiz.de/10014363989
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....
Persistent link: https://www.econbiz.de/10015198264
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...
Persistent link: https://www.econbiz.de/10015361591
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...
Persistent link: https://www.econbiz.de/10012817732
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...
Persistent link: https://www.econbiz.de/10013477418
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...
Persistent link: https://www.econbiz.de/10015055568
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...
Persistent link: https://www.econbiz.de/10013206195
This study investigates the digital divide in Canada related to access to online government services. Since digital equity can have welfare implications, it is an important area to explore. We use a bivariate logit model to estimate the determinants of access to e-government services. The...
Persistent link: https://www.econbiz.de/10013396015
Cultural distance (CD) is an important driver of foreign expansion strategy at the firm level. However, its effects can be more or less significant depending on the contextual characteristics of the host country, such as the quality of formal institutions and the openness to international trade....
Persistent link: https://www.econbiz.de/10013252767
Given that home country factors play a major role in the internationalization of emerging market firms, there is an ever-growing debate on how they influence the intensity of outward foreign direct investment (OFDI) from these regions. This study investigates how home country factors affect the...
Persistent link: https://www.econbiz.de/10013163969