This paper examines the determinants of returns and of volatility of the Chinese ADRs as listed at NYSE. Using an autoregressive conditional heteroskedasticity (ARCH) model and data from 16 April 1998 through 30 September 2004, we find that Hong Kong stock market (underlying market), US stock...

The factors influencing collective water management and their impact on technical efficiency in rice production were investigated. The analysis was based on a group- and household-level data set collected in 2006-2007 in Hubei, China. We found that water user groups with high social capital and...

Using group-level and household-level data collected in 2006-2007 in two districts in Hubei Province of China, we investigate social capital and water source variables and assess the factors influencing the formation of a sub-group, which is a sub-set of the original water user group (WUG). We...

Using a pooled cross-sectional time series approach, we evaluate profits of momentum strategies and identify the sources of profits in China's stock market. Momentum strategies generate significant and negative returns in the A-share market on investment horizons at one month and at and above...