This paper seeks to examine the impact of internet banking on banks' performance and also whether, among banks offering internet banking, those that have offered it for a relatively long time outperformed those that only recently began to offer it. Using the data on financial performance of 82...

This study examines the long-run informational efficiency and short-run predictability of the black and official exchange markets of Dominican Republic-Central American Free Trade Agreement (DR-CAFTA) nations. Applying a battery of nonparametric as well as time series models, this study finds...

Traditional capital budgeting models price only systemic risk. However, insurers and banks seek to manage their total risk. With the help of modern information systems and information technology, bankers and insurers are able to get timely information on the risk exposures of their multiple...

This study examines the effect of ownership structure on corporate performance of Thai non-financial firms between 1993 and 1996. The ownership structure is considered as: 1. concentrated ownership, 2. different types of concentrated ownership and 3. managerial ownership. It adopted Market...

This paper proposes a genetic-based hybrid approach to predict the possibility of corporate failure. We use Genetic Algorithm (GA) to select the critical variables set and optimise the weight of each classifier for integrating the best features of several classification approaches (such as...

Self-Service Banking (SSB) is one instance of the Self-Service Technologies (SSTs) in e-banking. This study examines consumer satisfaction and the long-term usage intention of SSB. In the proposed model, four dimensions of Technology Readiness (TR) (including optimism, innovativeness, discomfort...

Today's uncertain and volatile market conditions require investors to utilise Information Technology (IT) to drive future investment decisions through correct analysis and judgement. Based upon this setting, this study investigates the effectiveness of the portfolio selection model by...

Companies in the S&P 500 produce quarterly financial statements that are closely studied by investors who forecast the stock market performance of those companies. This paper describes a Neural Logic Network (NLN) for predicting stock market returns based on financial ratios from financial...

Using a Switching Regime ARCH (SWARCH) model and other time series models, this paper sets out to investigate the volatility of Taiwan's monthly stock market returns, with the empirical results demonstrating that our SWARCH-L specification offers a better statistical fit to this leading stock...

Recently, applying the novel data mining techniques for financial time-series forecasting has received much research attention. However, most researches are for the US and European markets, with only a few for Asian markets. This research applies Support-Vector Machines (SVMs) and Back...