This study employs a GARCH model to investigate the effects of interest rate and foreign exchange rate changes on Chinese banks' stock returns. The results suggest that market movement and foreign exchange rate changes are statistically significant in explaining banks' stock returns, despite...

This study employs a GARCH model to investigate the effects of interest rate and foreign exchange rate changes on Chinese banks' stock returns. The results suggest that market movement and foreign exchange rate changes are statistically significant in explaining banks' stock returns, despite...

This paper empirically investigates the financial market’s reaction to firms’ participation in developing technology standards which is coordinated by Standard Setting Organizations (SSOs). We present the first evidence on the influence of SSO membership over a firm’s implied cost of...