Journal of Asian Business and Economic Studies: Volume 29 Issue 2 , Open Access

Subject:

Table of contents

Forecasting stock price movement: new evidence from a novel hybrid deep learning model

Yang Zhao, Zhonglu Chen

This study explores whether a new machine learning method can more accurately predict the movement of stock prices.

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Do negative events really have deteriorating effects on stock performance? A comparative study on Tesla (US) and Nio (China)

Yi Xuan Lim, Consilz Tan

Both investors and the stock markets are believed to behave in a perfectly rational manner, where investors focus on utility maximization and are not subjected to cognitive biases…

5072

Do average higher moments predict aggregate returns in emerging stock markets?

Sumaira Chamadia, Mobeen Ur Rehman, Muhammad Kashif

It has been demonstrated in the US market that expected market excess returns can be predicted using the average higher-order moments of all firms. This study aims to empirically…

Motivations of guests contributing sWOM on social media: a case in Vietnam

Le Thi Thanh Ha, Vo Thanh Thu

This paper examines whether guests contribute sWOM (social word of mouth) on different SNSs (social networking sites) regarding various personal motivations. SNSs have changed the…

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Cover of Journal of Asian Business and Economic Studies

ISSN:

2515-964X

Online date, start – end:

2018

Open Access:

open access

Editors:

  • Nguyen Trong Hoai
  • Toan Luu Duc Huynh