This study investigates whether the moving average and trading range breakout rules can forecast stock price movements and outperform a simple buy-and-hold strategy after adjusting for transaction costs over the period from January 1991 to December 2008. The empirical results show that the...

This paper examines the factors influencing rural households’ access to credit in the Vietnamese market. Analysis confirms an interaction effect between informal and formal credit sectors in which informal credit positively influences accessibility to microcredit programs. Ignoring this...

type="main" xml:lang="en" <title type="main">Abstract</title> <p>This study investigates China’s evolving banking systems from 1996 to 2009 by testing the market response to bank loan announcements in the China. The results show a significant negative market response to bank loan announcements in the Chinese financial...</p>

China's trade surplus reached a record $102 billion in 2005 while the US trade deficit of $717 billion accounted for 5.8% of US Gross Domestic Product in the same year. US policy makers claim China's currency is undervalued about 25 to 35% against the US dollar and they blame China for holding...

This paper examines the impact of net buying pressure and the event of 9/11 on the implied volatility of the U.K. FTSE 100 (Financial Times and the London Stock Exchange) index options. Our findings indicate that when effects such as financial leverage, information flow and mean reversion are...

Purpose – This paper aims to investigate the determinants of default mortgage in China and the factors affecting the mortgage amount granted by Chinese banks. Design/methodology/approach – This paper employs the credit scoring model to investigate the determinants of default mortgage in...

Purpose – The purpose of this paper is to investigate factors affecting consumers’ willingness to pay (WTP) a premium for organics. Design/methodology/approach – A self-administered questionnaire was used to collect data at five retail stores in metropolitan Bangkok. Exploratory factor...

Purpose – The purpose of this paper is to investigate farmers’ risk aversion using the equally likely certainty equivalent approach and the negative exponential utility function to identify risk preference classification. Design/methodology/approach – Stochastic efficiency with respect to...