{"title":"Customer Satisfaction towards Online Shopping at Electronics Shopping Malls in Vietnam- A Conceptual Model to Enhance Business Success through Efficient Websites and Logistics Services","authors":"Lai-Wang Wang, Quoc Liem Le","doi":"10.4172/2168-9458.1000164","DOIUrl":"https://doi.org/10.4172/2168-9458.1000164","url":null,"abstract":"Along with the development of electronic commerce, e-consumers have become more important than ever before, requiring retailing marketers to appeal to this target group. In this study, the authors aim to measure customer satisfaction towards online shopping process and home delivery service, and seek to empirically establish a practical online service model for shopping malls selling electronics devices in Vietnam. The theoretical framework is drawn out, and questionnaire items are designed based on the factors chosen. The data are carried out by using multiple statistical analyses, including exploratory factor analysis, reliability analysis, mean point value, and multiple linear regressions. The regression analysis results show that the most significant factors affecting customer satisfaction towards online shopping activities are product feature satisfaction, tangibility, empathy, effectiveness and understandability. This study provides significant suggestions for Vietnamese mall owners to relieve consumers’ security concerns about online shopping and to raise their belief in the trustworthiness of e-service provided.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125386168","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Comparing RMB Exchange Rate Forecasting Accuracy based on Dynamic BP Neural Network Model and the ARMA Model","authors":"Zhiqiang Ye, Xiang Ren, Yaling Shan","doi":"10.4172/2168-9458.1000161","DOIUrl":"https://doi.org/10.4172/2168-9458.1000161","url":null,"abstract":"This paper uses the dynamic back propagation (BP) neural network model and the autoregressive moving average (ARMA) model to forecast the RMB exchange rate based on the data from January 1, 2011 to October 10, 2012. The results show that the dynamic BP neural network model works better than the ARMA model in evaluating both the trend and the deviation of RMB exchange rate.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"66 6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128671181","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An Impact of Macroeconomic Variables on the functioning of Indian Stock Market: A Study of Manufacturing Firms of BSE 500","authors":"K. Gurloveleen, Bhatia Bs","doi":"10.4172/2168-9458.1000160","DOIUrl":"https://doi.org/10.4172/2168-9458.1000160","url":null,"abstract":"The study investigated the impact of macroeconomic variables on the functioning of Indian Stock Market., The monthly data of ten macroeconomic variables, namely Broad Money, Call Money Rate, Crude Oil Price, Exchange Rate, Foreign Exchange Reserve, Foreign Institutional Investors, Gross Fiscal Deficit, Index of Industrial Production, Inflation Rate and Trade Balance and one stock market index i.e. BSE 500 have been used to attain the objectives of the research. The Augmented Dickey Fuller (ADF) Test, Multiple Regression and Granger Causality Tests were employed to find out the results. It was found that Foreign Institutional Investors became stationary at level, Call Money Rate, Crude Oil Price, Exchange Rate, Foreign Exchange Reserve, Gross Fiscal Deficit, Inflation Rate and Trade Balance at Ist difference and Broad Money and Index of Industrial Production at IInd difference. This stationary data has been applied to find out the significant macroeconomic variables through multiple regression technique. The two macroeconomic variables Foreign Institutional Investors and Exchange Rate were found significant. Granger causality test was used to check the causality relationship between these two significant variables and average closing prices of manufacturing firms of BSE 500. It has been observed that these variables have no relationship with closing prices of BSE 500 manufacturing firms. The study also revealed that the Indian Stock Market was a weak form efficient because no relationship was found amongst the variables during the study period.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"95 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123761949","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Investor sentiment and idiosyncratic volatility puzzle: evidence from the Chinese stock market","authors":"Cuong N Ishaq Bm","doi":"10.4172/2168-9458.1000158","DOIUrl":"https://doi.org/10.4172/2168-9458.1000158","url":null,"abstract":"This paper examines the idiosyncratic volatility puzzle and whether investor sentiment influences the relation between idiosyncratic volatility and stock returns in the Chinese stock market. The findings indicate the existence of a negative idiosyncratic volatility effect. In addition, the results show that the relation between idiosyncratic volatility and returns significantly depends on investor sentiment. Thus, investor sentiment plays a very important role in reconciling the relation between idiosyncratic volatility and stock returns in the Chinese stock market. This implies that investor sentiment may be one of the major risk factors that should be considered in the Chinese stock market. In terms of predictive ability of investor sentiment, idiosyncratic volatility and market volatility, the findings indicate that idiosyncratic volatility positively predicts future excess market returns in the Chinese stock market.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127791763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Corporate Investment: Accounting for Alternative Propensities","authors":"Joseph Po, Shanhong Wu","doi":"10.4172/2168-9458.1000157","DOIUrl":"https://doi.org/10.4172/2168-9458.1000157","url":null,"abstract":"We investigate whether previous evidence of the weakness of Tobin’s q ratio to explain variation in capital expenditure investment stems from ignoring R&D as an alternative investment. We develop and test modified q models that account for individual firms’ ex ante propensities to make these alternative types of investment. The structure of these models leads naturally to our use of propensity regression methodology in empirical tests. Using data on U.S. firms for 1974-2008, our approach yields strong and robust support for q theory. We also find evidence of the influence of financial constraints on investment.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115388579","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Risk Management Technique Adopted by Farmers of North India to Mixes a Wide Variety of Crops within a Portfolio","authors":"Vishal Dagar","doi":"10.4172/2168-9458.1000156","DOIUrl":"https://doi.org/10.4172/2168-9458.1000156","url":null,"abstract":"India has made tremendous progress in agriculture over the past decades. Technological change with the introduction of short duration high yielding varieties of wheat and rice in the sixties increased productivity of these crops manifold. The effective price policy coupled with relatively better technology has resulted in the emergence of paddy in kharif and wheat in rabi as the most secured and profitable crops in several states. Consequently, production of wheat and rice in India has increased from 23.8 and 42.2 million tonnes in 1970-71 to 95.8 and 106.3 million tonnes in 2013- 14. This translates into a growth rate of 2.82 and 1.86 per cent per annum for wheat and rice during this period. The output of wheat and rice in the country has reached a saturation point. But, farmers in agriculturally advanced states like Punjab and Haryana two landlocked states in northern India.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"196 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121392518","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exchange Rate Forecasting using ARIMA, Neural Network and FuzzyNeuron","authors":"Babu As, Reddy Sk","doi":"10.4172/2168-9458.1000155","DOIUrl":"https://doi.org/10.4172/2168-9458.1000155","url":null,"abstract":"Prediction of Exchange rates has been a challenging task for traders and practitioners in modern financial markets. Statistical and econometric models are extensively used in the analysis and prediction of foreign exchange rates. This paper investigates the behavior of daily exchange rates of the Indian Rupee (INR) against the United States Dollar (USD), British Pound (GBP), Euro (EUR) and Japanese Yen (JPY). This paper attempts to examine the performance of ARIMA, Neural Network and Fuzzy neuron models in forecasting the currencies traded in Indian foreign exchange markets. Daily RBI reference exchange rates from January 2010-April 2015 were used for the analysis.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123865271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Macroeconomic Variables impact on Stock Prices in a BRIC Stock Markets: An Empirical Analysis","authors":"Krishna Reddy Chittedi","doi":"10.4172/2168-9458.1000153","DOIUrl":"https://doi.org/10.4172/2168-9458.1000153","url":null,"abstract":"The study investigates the nature of the causal relationships between stock prices and the key macro economic variables in BRIC countries. The empirical evidence shows that long-run and short-run relationship exists between macro economic variables and stock prices, but this relationship was not consistent for all of the BRIC countries. The policy implication of the above is that the BRIC stock markets are not responsive to changes in a majority of macroeconomic factors in spite of the sizable proportion of stock market capitalization as a share of the country’s GDP.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"154 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122502145","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Discretionary Fiscal Policy Measures and Growth in the Selected Eurozone Countries","authors":"R. R. Canale, G. Liotti","doi":"10.4172/2168-9458.1000152","DOIUrl":"https://doi.org/10.4172/2168-9458.1000152","url":null,"abstract":"The aim of the paper is to evaluate the effects on growth of discretionary fiscal policy measures in selected Eurozone countries in the period ranging from 2001 to 2013. The analysis suggests a positive effect of discretionary fiscal policy measures on GDP and support the conclusion that structural public balance adjustments have negative effects on growth irrespective of macroeconomic conditions. These results show that, if the reduction of the structural balance has to be considered as an objective to be achieved per se, such a goal should not be pursued in times of deteriorating macroeconomic conditions.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129049656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Cloud-Based Knowledge Service for Global Enterprise Collaboration","authors":"Hsiao-Kang Lin, Chun-i Chen","doi":"10.4172/2168-9458.1000150","DOIUrl":"https://doi.org/10.4172/2168-9458.1000150","url":null,"abstract":"With the growing popularity of cloud computing, enterprises are turning their collaborative platforms towards Software as a Service (SaaS) via the Internet. Cloud technology paradigms are being considered for digital data intensive science, business transactions, open source data, discussion forums, social networks, wikis, tweets and other unstructured data to connect people and share knowledge on a global level. This paper aim to introduce and develop the concept of a knowledge service, which is a combination of cloud computing, knowledge community, self-learning knowledge for Global Enterprise Collaboration (GEC). The cloud-based infrastructure must facilitate the effective and efficiency transmission of knowledge with the right expertise and those that enable connections with the right information for GEC and share knowledge at the international level.","PeriodicalId":315937,"journal":{"name":"Journal of Stock & Forex Trading","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-04-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132642148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}