Purpose: Based on the literature on disruptive innovation, this research explores how disruptive innovation directly and indirectly (via innovation speed and innovation quality) influences firm performance in relation to the contingency of market-supporting institutions....

Purpose: The purpose of this paper is to employ a quantitative approach to explore the intellectual structure of the market orientation (MO) field over the course of its development. Design/methodology/approach: This research was conducted by using the bibliometric techniques of citation and...

This study investigates to what extent the pricing efficiency of the SSE 50 ETF, the first exchange traded fund in China. The empirical results demonstrate that the ETF market price and its net asset value (NAV) are cointegrated and there is unidirectional causality from the price to NAV. The...

We develop a model that investigates the relation between insurance premiums and macroeconomic variables, including oil price, interest rate, aggregate supply, and aggregate demand. We then use a multivariate structural vector error correction model to distinguish the effects arising from...

The audits of most clients involve consideration of trade credit risk. However, little is known about how suppliers' trade credit risks affect their auditors' decisions that determine audit pricing and audit quality. Data capturing trade credit risk generated by suppliers' clients is quite...

Data breaches are becoming increasingly pervasive and costly to firms. Prior and recent studies on the consequences of disclosed data breaches primarily focus on the direct effects on the breached firms. We undertake a different approach by studying the spillover effects from breached customer...

This paper examines the extent of asymmetric effects and the hypothesis of Japanese dominance in East Asian financial integration by analyzing the transmission mechanism to local interest rates originating in both Japan and the US. The results support a weak version of the hypothesis in the...