Technology is emerging as an as an important banking mode for customers, and although almost all the banks in India are offering Internet Banking, India faces problems related to the digital divide, e-frauds, and high rates of interest, amongst other things. This is causing concern in banks,...

M&A performance is a multifaceted, compound construct with no overarching factor that captures all different dimensions. This paper examines the concept of acquisition performance and proposes a model that links firm-level factors and transaction parameters with firms’ short-term and long-term...

Equity crowdfunding (ECF) is becoming a convenient alternative instrument for investing in entrepreneurs' projects in many countries. The purpose of this study was to investigate the factors that affect the investor's intentions toward ECF platforms in Saudi Arabia, where they have not been...

Call centers play a significant role in the operational dynamics of different types of businesses. This is especially the case because a call center agent’s demeanor can impair or engender customer satisfaction, which has ramifications for business patronage. Unfortunately, the pressures...

To explore the impact of knowledge-based dynamic capabilities on enterprise performance mechanisms, on the basis of dynamic capabilities theory and upper echelons theory and according to the collected sample data using a structural equation model in an empirical test, this paper explores dynamic...

This paper proposes a semiparametric realized stochastic volatility model by integrating the parametric stochastic volatility model utilizing realized volatility information and the Bayesian nonparametric framework. The flexible framework offered by Bayesian nonparametric mixtures not only...

Intraday high-frequency data of stock returns exhibit not only typical characteristics (e.g., volatility clustering and the leverage effect) but also a cyclical pattern of return volatility that is known as intraday seasonality. In this paper, we extend the stochastic volatility (SV) model for...

This paper studies multiscale stochastic volatility models of financial asset returns. It specifies two components in the log-volatility process and allows for leverage/asymmetric effects from both components while return innovation terms follow a heavy/fat tailed Student t distribution. The two...

This statistical study refines and updates Sharpe's empirical paper (1975, Financial Analysts Journal) on switching between US common stocks and cash equivalents. According to the original conclusion, profitable market timing relies on a representative portfolio manager who can correctly...

This paper proposes an approximation method to create an optimal continuous-time portfolio strategy based on a combination of neural networks and Monte Carlo, named NNMC. This work is motivated by the increasing complexity of continuous-time models and stylized facts reported in the literature....