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Finance & Economics Readings - Selected Papers from Asia-Pacific Conference on Economics & Finance, 2017
von: Lee-Ming Tan, Evan Lau Poh Hock, Chor Foon Tang
Springer-Verlag, 2018
ISBN: 9789811081477 , 181 Seiten
Format: PDF, OL
Kopierschutz: Wasserzeichen
Preis: 96,29 EUR
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Finance & Economics Readings - Selected Papers from Asia-Pacific Conference on Economics & Finance, 2017
Preface
5
APEF Advisory Board
7
Conference Chair
7
Committee Members
7
Conference Organizer
8
Conference Sponsors
8
Contents
9
1 Motivational Factors in International Nongovernmental Organizations in Vietnam
11
Abstract
11
1 Introduction
11
2 Literature Review
13
2.1 Classical Theories of Motivation
13
2.2 Contemporary Theories of Motivation
14
2.3 Conceptual Model
16
3 Methodology
18
3.1 Hypotheses
18
3.2 Data Collection Method
19
3.3 Method of Sampling for Questionnaire Survey
19
3.4 Data Analysis Method
20
4 Findings and Discussions
21
4.1 General Motivation—Findings and Discussions
21
4.2 An Overview of the Results
21
4.3 Motivation by Age—Findings and Discussions
24
4.4 Motivation by Position—Findings and Discussions
26
4.5 Motivation by INGO Length of Service—Findings and Discussions
28
5 Conclusions
30
6 Contributions of Findings and Recommendations
31
Appendix: Survey Questionnaire
33
References
33
2 The Linked Movement of House Price and Stock Price with Shocks
36
Abstract
36
1 Introduction
36
2 FIML Markov-Switching Model
37
3 Empirical Results
39
4 Conclusion
44
Acknowledgements
44
References
45
3 Bayesian Estimation of Irregular Stochastic Volatility Model for Developed and Emerging Stock Market
46
Abstract
46
1 Introduction
47
2 Literature Review
48
3 Research Methodology and Findings
49
4 Conclusions
55
References
56
4 Management of Mobile Financial Services—Review and Way Forward
57
Abstract
57
1 Introduction
58
2 MFS Terminology and State of the Industry
58
3 State-of-the-Art Theory and Related Research
60
4 The Easypaisa Case in Pakistan
62
4.1 Research Methodology
63
4.2 Growth of OTC Transactions and Mobile Wallets
63
4.3 Easypaisa—Background and Development
65
4.4 Critical Decisions and Events
67
4.5 Competitors
68
4.6 Government and Nongovernmental Organizations
70
5 Discussion and Implications
71
6 Summary
72
References
73
5 Effectiveness of Selected Knowledge-Based Determinants in Macroeconomics Development of EU 28 Economies
76
Abstract
76
1 Introduction
76
2 Theoretical Background
77
3 Research Methodology and Data
79
4 Results
82
5 Discussion and Conclusion
87
Acknowledgements
88
References
88
6 Determinants of Firms’ Innovation Activities: A Case Study of German Knowledge-Intensive Industries
91
Abstract
91
1 Introduction
92
2 Theoretical Background
93
3 Research Methodology and Data
94
4 Results
98
5 Conclusions
101
Acknowledgements
102
References
102
7 CVA for Discretely Monitored Barrier Option Under Stochastic Jump Model
105
Abstract
105
1 Introduction
105
2 Preliminary
107
2.1 EE, PFE, and CVA
107
2.2 Discretely Monitored Barrier Option
108
2.3 Stochastic Volatility Models
109
2.3.1 Heston Model
109
2.3.2 Bates Model
109
3 General Scheme for CVA Pricing for Discretely Monitored Barrier Option
110
3.1 Monte Carlo Simulation
110
3.2 Expected Exposure Estimation Based on Cosine Expansion Method
110
4 Numerical Results
112
4.1 Calibration
112
4.2 EE and PFE Profile for European Option and Barrier Option
114
4.2.1 European Option
114
4.2.2 Barrier Option
115
4.3 Impact of Parameters
117
4.3.1 Impact of Parameter \lambda_{{\rm J}}
117
4.3.2 Impact of Parameter \sigma_{{\rm J}}
118
4.3.3 Impact of Parameter \mu_{{\rm J}}
119
4.3.4 Impact of Parameter \sigma
119
4.3.5 Impact of Parameter \rho
119
5 Conclusion
120
References
120
8 Family Affair—Insider Trading and Family Firms: Evidence from Thailand
123
Abstract
123
1 Introduction
123
2 Literature Review and Hypotheses
124
3 Data Sources, Descriptive Statistics, and Methodology
126
3.1 Data
126
3.2 Family Firm in Thailand
127
3.3 Descriptive Statistics
128
3.4 Methodology
128
3.4.1 Event Study
128
3.4.2 Cross-Sectional Regression Analysis
130
4 Results
130
4.1 Abnormal Returns Around Insider Trading
130
4.2 The Effect of Family Ownership and Control
133
4.3 The Effect of Outside Blockholders and Governance Structure
134
5 Conclusion
136
References
137
9 Pattern of R&D Expenditure in the Indian Service Sector: A Firm-Level Analysis Since 1999
139
Abstract
139
1 Introduction
139
2 Literature Review on R&D and Service Firms
142
3 Pattern of R&D Expenditure and Indian Service Firms
152
4 Conclusion
158
References
159
10 The Role of Ownership Structure in Moderating the Effects of Corporate Financial Structure and Macroeconomic Condition on Financial Performance in Nigeria
161
Abstract
161
1 Introduction
161
2 Literature Review
166
2.1 Corporate Financial Performance
166
2.2 Corporate Financial Structure
167
2.3 Macroeconomic Condition
168
2.4 Corporate Ownership Structure
168
2.5 Corporate Ownership Structure as a Moderator
170
2.6 Theoretical Framework and Conceptual Model
171
3 Research Methodology
173
4 Conclusion
176
Acknowledgements
176
References
176
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