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A Computational Account of Investor Behaviour in Chinese and US Market
Zeyan Zhao,
Khurshid Ahmad
Issue:
Volume 3, Issue 6, December 2015
Pages:
78-84
Received:
4 December 2015
Published:
5 December 2015
Abstract: Using vector autoregressive models (VAR) and Granger causality tests, we have looked at the impact of news sentiment on Shanghai Stock Exchange Composite (SSEC) returns based on negative sentiment (words) in newspaper texts about the Chinese economy for a period of 15 years (2000-2014, 22000 news items comprising 15 million tokens). Negative sentiment words were extracted using a well-known sentiment lexicon and a computer program based on a bag-of-words model. In addition to the negative sentiment, we have analysed the impact of traded volume and S&P 500 index: S&P (lagged) returns and negative sentiment appear to have an impact on the SSEC index.
Abstract: Using vector autoregressive models (VAR) and Granger causality tests, we have looked at the impact of news sentiment on Shanghai Stock Exchange Composite (SSEC) returns based on negative sentiment (words) in newspaper texts about the Chinese economy for a period of 15 years (2000-2014, 22000 news items comprising 15 million tokens). Negative sentim...
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Research on Pricing Strategy of Port Charge Based on Market Regulation
Issue:
Volume 3, Issue 6, December 2015
Pages:
85-88
Received:
11 December 2015
Published:
11 December 2015
Abstract: Under the liberalization of port competitive service charges of China, the paper focuses on the pricing strategy of port charge in order to transform the rates from government guidance or uniform charge into market regulation, comparing the port charge as well as its throughput under the scenarios between Bertrand-competition and price-matching, then conducting the illustration and sensitivity analysis with changing of the major parameter to gain further managerial insights.
Abstract: Under the liberalization of port competitive service charges of China, the paper focuses on the pricing strategy of port charge in order to transform the rates from government guidance or uniform charge into market regulation, comparing the port charge as well as its throughput under the scenarios between Bertrand-competition and price-matching, th...
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Using the OLS Method to Analyze Indian Currency Fluctuations
Issue:
Volume 3, Issue 6, December 2015
Pages:
89-96
Received:
18 January 2016
Published:
20 January 2016
Abstract: This article mainly uses the OLS method to analyze Indian currency fluctuations in 2014. We choose the exchange rate fluctuation of the Indian rupee against the Swiss franc as our research object. In order to analyze the influence of the Indian rupee against the Swiss franc, here this article mainly considers two factors: the exchange rate of dollar against the Swiss franc and exchange rate of the euro against the Swiss franc. This article use binary regression model considering two factors affect rupees/Swiss franc. By contrast, we found that the results of 2006 in the original model are better than the 2014.
Abstract: This article mainly uses the OLS method to analyze Indian currency fluctuations in 2014. We choose the exchange rate fluctuation of the Indian rupee against the Swiss franc as our research object. In order to analyze the influence of the Indian rupee against the Swiss franc, here this article mainly considers two factors: the exchange rate of dolla...
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Competitive Gains in the Local Productive Arrangement Saffron Mara Rosa
Ernane Rosa Martins,
Solange da Silva,
Silvio de Jesus Batista
Issue:
Volume 3, Issue 6, December 2015
Pages:
97-102
Received:
18 January 2016
Published:
27 January 2016
Abstract: This work deals with the resulting cooperation of the Local Productive Arrangement gains (LPA) Saffron Mara Rosa. This research aims to identify the competitive gains of the LPA Saffron Mara Rosa. The methodology of the proposed study is theoretical, / literature, practical / case study and qualitative exploratory. As a result the Mara Rosa Saffron LPA has submitted the following competitive gains: economies of scale and market power (market forces and trade relations); Provisions solutions (shared marketing, training and credibility assurance); learning and innovation (collectively and industry spread); the reduction of costs and risks (productivity and shared activities); social relationships (family ties). It was concluded that the LPA researched shows satisfactory results despite the distance between the entities involved and accompanying policies.
Abstract: This work deals with the resulting cooperation of the Local Productive Arrangement gains (LPA) Saffron Mara Rosa. This research aims to identify the competitive gains of the LPA Saffron Mara Rosa. The methodology of the proposed study is theoretical, / literature, practical / case study and qualitative exploratory. As a result the Mara Rosa Saffron...
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