Purpose: This study extends the commitment-trust theory from the perspective of relationship marketing and explores its effect on purchase intention under the moderation of trust by investigating vloggers' relationship marketing in the context of social media. Design/methodology/approach: The...

Purpose – The main purpose of this study is to examine whether macroeconomic variables could subsume the size and book‐to‐market (BM) anomalies for longer‐return intervals using Tokyo Stock Exchange‐listed stocks. Design/methodology/approach – The Fama‐MacBeth cross‐sectional...

Purpose – Malkiel and Xu state that idiosyncratic volatility is highly correlated with size and that it plays a powerful role in explaining expected returns. The purpose of this paper is to ask whether idiosyncratic volatility is useful in explaining the variation in expected returns; and...

Purpose – The purpose of this paper is to investigate the profitability of momentum investment strategy and the predictive power of trading volume for equities listed in the Australian Stock Exchange. Design/methodology/approach – Following the Lee and Swaminathan's approach, portfolios on...

This study examines the relationship between Australia's stock market and the five largest international markets for the period 1991 through 2001. Preliminary findings, using correlation statistics, indicated potential benefits to international diversification for the Australian investor....