Refine Search
Input a time range for publish date searching.
Article Types
Publication Year

Articles ( Showing 121-140 of 173 items)
Searched for: [ Keywords: "Capital Asset Pricing Model (CAPM)" ] clear all
Journal Article
Does digital village construction contribute to improving food security?
by Minmin Huang  and  Yanhu Bai
Abstract
The issue of food security has become a global challenge, and it is therefore crucial to seek measures to ensure food security. As an emerging economic model, the digital economy is regarded as the most effective tool for the modernization of agricultural development. As a large food-producing country, China faces serious problems of agricultural non-point source pollution and [...] Read more

Journal Article
Research on the Effect of Digital Economy Development on Local Financial Pressure
by Baolin Song , Xinrui Hu , Hang Zhang , Yanchen Gao  and  Yuan Guo
Abstract
The vigorous development of the digital economy provides a new research perspective for alleviating local financial pressure. Based on the provincial panel data from 2013 to 2020, the mediating effect model and threshold regression model were used to explore the effect and mechanism of the digital economy on local fiscal pressure. The research shows that the digital economy has [...] Read more

Journal Article
Return and Volatility Properties Comparison of High-ESG Rating and Low-ESG Rating Exchange-traded Funds (ETFs)
by John Francis T. Diaz , Michael N. Young  and  Yogi Tri Prasetyo
Abstract
This study compares return and volatility performance of exchange-traded funds (ETFs) with high-ESG (Environment, Social, and Governance) rating vs. low-ESG rating. The paper also examines time-series data predictability by identifying their positive dependence and volatility asymmetry properties, and examines the performance of two combinations of short-memory models i.e., aut [...] Read more

Journal Article
Sustainable development with city, industry, economic and environment: The role of city-industry integration on green economic growth
by Xiaoli Hao , Yuhong Li  and  Ume Lail
Abstract
In order to avoid the real economy development lags behind and the deterioration of ecological problems in the process of traditional urbanization, China has been promoting city-industry deep integration, but the connection between city-industry integration and green economic growth, especially the spatial effect, has not been systematically explained. Based on the panel data f [...] Read more

Journal Article
Bayesian-Nash equilibria for fuzzy value auctions
by Alexey S. Shvedov
Abstract
This paper analyses a model of private value auctions with symmetric risk-neutral bidders, where bidders' private values of an indivisible good are fuzzy. The auction is studied as a game with incomplete information. Fuzzy random variables, their quantile functions, and expressions for expectations through quantile functions are used. An explicit expression for the solution is [...] Read more

Journal Article
Globalization and innovation: Evidence from Vietnamese small and medium sized enterprises
by Ba Hoang Nguyen , Ho Hoang Gia Bao , Hoang Phong Le , Tram B.T. Tran  and  Thanh An Vu
Abstract
The purpose of this research is to investigate how globalization affects innovation in Vietnam’s small and medium sized enterprises (SMEs). Utilizing Probit model and the data from Vietnam’s SMEs Survey during the period 2005-2015, the research examines the micro and macro effects of globalization on the innovation of these businesses. The main results show that at [...] Read more

Journal Article
Probability of Achieving NDC and Implications for Climate Policy: CO-STIRPAT Approach
by Ick Jin
Abstract
This paper presents an analytical framework to assess the probability of achieving nationally determined contributions (NDC). The prediction model based on the Kaya identity is used to simulate the pathway of carbon emission until the target year. Applying the modified STIRPAT framework (named CO-STIRPAT) to data observed in South Korea shows that the probability that the predi [...] Read more

Letter
Housing and monetary policy: Fresh evidence from China
by Yun Liu
Abstract
We empirically address the effects of monetary policy on the housing market in China using a novel Time-Varying Parameter VARX model. We show that an expansionary monetary has positive effects on the housing market, while during COVID-19, the effects are approaching to zero or even negative. In addition, the effects of the LPR policy are strong and even larger than that of COVI [...] Read more

Journal Article
The impact of digital economy development on local fiscal revenue efficiency
by Haixiang Xiao  and  Jiayi Liu
Abstract
The vigorous development of the digital economy has brought new opportunities and challenges to the construction of local fiscal revenue efficiency. Based on the panel data from 2011 to 2020, this paper uses the fixed effect model, instrumental variable method and other empirical studies to investigate the impact of the development of the digital economy on the efficiency of lo [...] Read more

Journal Article
How Does Digitization Affect Sports Industry Development and Public Health?
by Ume Lailag  and  Wenxin Chen
Abstract
Speeding up digital development and building "digital China" is an important strategic deployment of the "14th Five-Year Plan" and a concrete measure to promote the high-quality development of China's sports industry and national health. Based on provincial data in China from 2011 to 2019, an empirical model is used to analyze the relationship between digital construction, spor [...] Read more

Journal Article
Corporate social responsibility and the likelihood of external financing
by Shahbaz Sheikh
Abstract
This paper empirically investigates the relation between firm performance in corporate social responsibility (CSR) and the need and likelihood of external financing to test the predictions of agency and stakeholder theories. Empirical results from Logit, Linear Probability Model, OLS and Firm fixed effects regressions indicate that CSR is negatively related to the likelihood an [...] Read more

Journal Article
Funds Flows and Returns: The Case of the Australian Equity ETFs
by Gerasimos G. Rompotis
Abstract
The relation between fund flows and returns in the Australian ETF industry is assessed in this study. Daily data from 43 equity ETFs over the period 2019-2023 are used. The main research objective is to accentuate whether past returns can predict future fund flows and in what way and vice versa. According to the results of the applied regression analysis, past flows and past re [...] Read more

Journal Article
Temporal Dynamics of Countries' Journey to Cluster-Specific GDP per Capita: A Comprehensive Survival Study
by Diego Vallarino
Abstract
This research delves into the temporal dynamics of a nation's pursuit of a targeted GDP per capita level, employing five different survival machine learning models, remarkably Deep Learning algorithm (DeepSurv) and Survival Random Forest. This nuanced perspective moves beyond static evaluations, providing a comprehensive understanding of the developmental processes shaping econ [...] Read more

Journal Article
Student loan debt and U.S. married households’ stock investment decisions
by Thomas Korankye
Abstract
This study aims to examine the effects of student loan debt on the decisions of U.S. married households to invest in stocks located in non-retirement accounts. Using longitudinal datasets from the 2011 to 2017 U.S. Panel Study of Income Dynamics and a fixed effects logit model, the results show mixed findings. The presence of student debt decreases the probability that married [...] Read more

Journal Article
In search of an optimal public policy in a pandemic: The question of lives versus livelihood
by Gopal K. Basak , Chandramauli Chakraborty  and  Pranab Kumar Das
Abstract
The paper addresses the alternative policy options available to address the question of lives versus livelihood in an SIRD model augmented with a macroeconomic structure. An important contribution of the paper lies in designing the policy of lockdown dependent on the extent of the constraint on the health facilities. The paper supplements the literature with a less stringent ve [...] Read more

Journal Article
Investigating the Influence of Factors on Attitude Towards Organic Food
by Shen Li
Abstract
The purpose of the study is to determine the relationships between the factors, attitude towards food consumption and green purchase intention in organic food markets of Pakistan. A Total of 301 sample data was analyzed by SPSS and PLS-SEM. These statistical techniques were used to test the hypotheses. The study was supported the theories include theory of Reasoned Action, Plan [...] Read more

Letter
The Driving Force of CO2 Reduction in China’s Industries
by Lu Liu  and  Chengzhao You
Abstract
We employ the joint production decomposition model to conduct a full decomposition of CO2 emission among 36 industrial sectors in China from 1998 to 2011, under the framework of growth accounting. The results show that: (1) the average CO2 emission increases at an annual rate of 3.01%, and production technology progression is the main driving force, while the transformation tow [...] Read more

Journal Article
Shred Central: Estimating the user benefits associated with large public skateparks
by Thomas Kemp
Abstract
Skateparks, often called 'wheel parks,' are becoming increasingly common within communities worldwide. Despite this growth in parks, estimates show that the development of parks needs to catch up to users. Using a count data travel cost model, we estimate the adult user benefits associated with the Lauridsen Skatepark in Des Moines, Iowa – the largest in the United States [...] Read more

Journal Article
Knowledge Sources and Manufacturing Enterprise’s Technological Innovation
by Shuang Yao , Ying Li  and  Xin Zhao
Abstract
This paper uses the questionnaire data of the World Bank’s China Enterprise Survey 2012 to establish a Logit model to empirically study the relationship between knowledge sources and technological innovation in Chinese manufacturing enterprises. The results show that although internal and external knowledge has a positive effect on enterprise technological innovation in g [...] Read more

Journal Article
Manufacturing Cost Estimation Using Piecewise Function Approaches
by Eren Sakinc  and  Alice E. Smith
Abstract
This paper describes two novel approaches to cost estimation of manufactured products where a data set of similar products have known manufactured costs. The methods use the notion of piecewise functions and are (1) clustering and (2) splines. Cost drivers are typically a mixture of categorical and numeric data which complicates cost estimation. Both clustering and splines appr [...] Read more