Now showing items 1-6 of 6
An empirical cross-section analysis of stock returns on the Chinese A-share stock market
(LLC “СPС “Business Perspectives”, 2013)
This study applied the Fama-French three-factor model (1993) and CAPM to examine A-shares in Chinese equity market from 1996 to 2005. The authors find a positive relation between book-to-market ratio and stock excess ...
Good coups, bad coups: Evidence from Thailand's financial markets
(LLC "CPC "Business Perspectives", 2018-05-04)
This study investigates the short-run and long-run impact on Thailand's financial markets. Using daily data from the stock and foreign exchange markets during the period 2005 - 2017, the study shows (1) both coups in 2006 ...
Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets
We employ low-frequency data to estimate historical volatility measures for Hong Kong stocks and examine the relationship between these measures and the one-month ahead stock return over thirty-five years. First, we employ ...
Determinants of share returns following repurchase announcements in China
(LLC “CPC “Business Perspectives”, 2017-06-06)
By combining the market model with the three-factor model, this study investigates firms’ share returns after the announcement of share repurchase. Employing data for China’s A-share market, this study’s sample utilizes ...
An analysis of credit scoring for agricultural loans in Thailand
(World Bank, 2015-04-01)
The following is a summary of An Analysis of Credit Scoring for Agricultural Loans in Thailand written by Visit Limsombunchai, Christopher Gan and Minsoo Lee, published by Science Publications in 2005. The purpose of the ...
Equity financing and debt-based financing: Evidence from Islamic microfinance institutions in Indonesia
(Elsevier BV, 2017-09-23)
This paper investigates the impact of Islamic microfinance on rural households' welfare in Indonesia. Using a survey questionnaire, this study explores two group of financing in Islamic microfinance, equity and debt-based ...