returns of China’s IPOs are most likely generated from on-market overpricing. Government intervention, market speculation …

Purpose – This paper aims to investigate whether the accounting reform in China has improved the relevance of China …

For over a decade, IT expenditure in China and Malaysia has shown a significant increase, as organisations in these … research in validating the IS-Impact model introduced by Gable, Sedera and Chan in two countries: China and Malaysia. This …

This paper investigates the empirical relationship between intraday volatility and trading volume. Our primary data set … Rahman et al (2002), our results indicated that the GARCH (1,1) model best describes the volatility of intraday returns …. Current volatility can be explained by past volatility that persists over time. Our results also show that the persistence in …

relation with the volatility and a negative relation with stock prices, while the striking reversed L-shaped pattern of the … depths has a negative relation with stock prices and the volatility but a positive relation with trading volumes. Finally …

This paper investigates the empirical relationship between intraday volatility and trading volume. Our primary dataset … volatility of intraday returns. Our results also show that the persistence in volatility remains in the intraday return series … as an information variable has quite a limited effect on the volatility of intraday returns in the Shanghai stock market …