Using high‐frequency returns, realized volatility and correlation of the NYMEX light, sweet crude oil, and Henry‐Hub natural gas futures contracts are examined. The unconditional distributions of daily returns and daily realized variances are non‐Gaussian, whereas the distributions of the...

The effects of scheduled macroeconomic announcements on the real‐time intraday return volatilities, covariances, and correlations between the Eurodollar futures and the U.S. Treasury bond futures markets are studied. These announcements are responsible for most of the observed intraday jumps...

With the rapid development of industry and projects for ensuring the amounts of water that those industries require, the capacities and scales of hydraulic structures including reservoirs, dams, and weirs have increased sharply. Numerous dams experience some seepage, when water is held behind...

Purpose – The purpose of the paper is to investigate the relation between the value/growth anomaly and the external financing anomaly by considering an expanded value/growth indicator: free cash flow yield (free cash flows scaled by price). Design/methodology/approach – The paper utilizes...

Purpose The purpose of this paper is to identify funders’ motivations for investing in crowdfunding. It applies trust theory to propose a research model including three subject measures – fundraiser-related, project-related and platform-related factors. Trust has been categorized into...

Purpose – The purpose of this paper is to examine employees’ personal performance after mobile customer relationship management (m-CRM) use based on an updated model of information system (IS) success. The authors also investigate whether personal performance of employees varies according to...