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In this paper, the role of the reference-dependent preference in the relationship between idiosyncratic volatility and future return was investigated in the Korean stock market from July 1990 to June 2018. The capital gains overhang was... more
In this paper, the role of the reference-dependent preference in the relationship between idiosyncratic volatility and future return was investigated in the Korean stock market from July 1990 to June 2018. The capital gains overhang was used as a reference point for a definition of the loss and gains domain. As a consequence, the negative idiosyncratic volatility-return relationship is driven by unrealized capital losses. In addition, this negative relation disappears in the unrealized capital gains domain, suggesting the important role of the reference-dependent preference in the idiosyncratic volatility puzzle interpretation. These findings are robust to control for several factors, such as market beta, return reversal variable, momentum, and liquidity.
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Core banking system (CBS) is an information system which provides basic functionalities such as banking transactions for banks, and is often considered the heart of the banks. Today CBS is recognized as having a key role in creating... more
Core banking system (CBS) is an information system which provides basic functionalities such as banking transactions for banks, and is often considered the heart of the banks. Today CBS is recognized as having a key role in creating competitive edges for the banking industry. Now CBS has been more widely adopted by banks in Vietnam. It is still unclear, however, that the staff members of the banks, as the primary internal users of CBS, see this system. The purpose of this study, therefore, is to examine the factors that may have effect on user satisfaction toward CBS in the Vietnamese banking industry by applying information system (IS) success model. By surveying the staff members who work for Techcombank and have experiences in using CBS in Vietnam, this study collects data for empirical validation. The results show that all the three main constructs in the IS success model; i.e., information quality, system quality, and service quality, have positive and significant effect on use...
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This paper presents the outputs of a Ministry of Science and Technology-funded national research project on fisheries value chain entitled “Developing Feasible and Comprehensive Policies for Sustainable Fisheries Development in Vietnam”... more
This paper presents the outputs of a Ministry of Science and Technology-funded national research project on fisheries value chain entitled “Developing Feasible and Comprehensive Policies for Sustainable Fisheries Development in Vietnam” completed in 2019. It was carried out to map the Vietnamese tuna value chain in terms of value chain description, including actors, material flows, volume, knowledge and information, relationships, linkages and trust, and values at different levels of the chain. The point of entry for undertaking this analysis was to identify specific income increasing interventions for fishers to achieve the project objective of better management of tuna fisheries and to improve socio-economic conditions of tuna fishing communities in Vietnam. Three South Central provinces of Binh Dinh, Phu Yen, Khanh Hoa were chosen for the investigation of the tuna value chain. This study was completed in four main phases, which consist of interview surveys, focus group discussion...
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This study aims to identify the gender disparities between men and women as purchasing actors in the tuna value chain in South Central provinces, thereby suggesting gender-sensitive policies towards gender equity, women’s empowerment, and... more
This study aims to identify the gender disparities between men and women as purchasing actors in the tuna value chain in South Central provinces, thereby suggesting gender-sensitive policies towards gender equity, women’s empowerment, and sustainable tuna fisheries management. The study was conducted with the aid of a set of structured questionnaires executed through personal interview surveys. Tam Quan and Quy Nhon fishing ports in Binh Dinh province were chosen as study sites for conducting gender analysis at the tuna value chain's purchasing stage in the South Central provinces of Vietnam. Forty respondents were directly interviewed at their home or at the fishing ports in Binh Dinh province in May 2020, of which are ten middlemen and nine middlewomen purchasing yellowfin and bigeye tunas at Tam Quan fishing port; and twelve middlewomen and nine female traders purchasing skipjack tuna at Quy Nhon fishing port. This study used gender analysis tools such as the Harvard, Moser, ...