ORCID Profile
0000-0001-8369-6653
Current Organisations
Pondicherry University
,
Periyar University
,
University of Madras
,
Murdoch University
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Publisher: Elsevier BV
Date: 12-2020
Publisher: Wiley
Date: 03-02-2021
Abstract: This paper focuses on the earnings management and the culture of China Time‐honoured Brand. It shows that the accrual earnings management and real earnings management of China Time‐honoured Brand are significantly lower than other enterprises. The transmission mechanism between culture and corporate earnings management comes from the executives' culture infiltration. Property rights and incentive compatibility have significant moderating effect on the relationship between China Time‐honoured Brand and earnings management. From the quantitative point of view, this paper supplements the function of China Time‐honoured Brand culture in overcoming the problem of corporate information distortion and points out also the transmission mechanism and adjustment factors. On the one hand, it helps to deepen the understanding of the cultural factor and corporate financial behaviour, and on the other hand, it provides the direct evidence about the influence of Chinese excellent traditional culture to the small companies. The article helps to understand the relationship between traditional culture, corporate culture and corporate financial behaviour and its mechanism of action, which has an important practical significance.
Publisher: Elsevier BV
Date: 03-2021
Publisher: Elsevier BV
Date: 10-2011
Publisher: Wiley
Date: 05-07-2018
Publisher: Elsevier BV
Date: 2008
Publisher: Elsevier BV
Date: 05-2019
Publisher: University of Wollongong Library
Date: 2015
Publisher: Elsevier BV
Date: 11-2016
Publisher: Wiley
Date: 09-2015
Publisher: Emerald
Date: 21-09-2012
DOI: 10.1108/17439131211261279
Abstract: The purpose of this paper is to introduce a model to measure foreign exchange (FX) rate volatility accurately. The FX rate volatility forecasting is a crucial endeavour in financial markets and has gained the attention of researchers and practitioners over the last several decades. The implied volatility (IV) measure is widely believed to be the best measure of exchange rate volatility. Despite its widespread usage, the IV approach suffers from an obvious chicken‐egg problem: obtaining an unbiased IV requires the options to be priced correctly and calculating option prices accurately requires an unbiased IV. The authors contribute to the literature by developing a new model for FX rate volatility – the “moneyness volatility (MV)”. This approach is based on measuring the variability of forward‐looking “moneyness” rather than use of options price. To assess volatility forecasting performance of MV against IV, the in‐s le and out‐of‐s le tests are involved using the F‐test, Granger‐Newbold test and Diebold‐Mariano framework. The MV model outperforms the IV in FX rate volatility forecasting ability in both in‐s le and out‐of‐s le tests. The F‐test, Granger‐Newbold test and Diebold‐Mariano test results consistently reveal that MV outperforms IV in estimating as well as forecasting exchange rate volatility for six major currency options. Furthermore, in Mincer‐Zarnowitz regressions, MV outperforms IV and time‐series models in predicting future volatility. The authors’ pioneering approach in modeling exchange rate volatility has far‐reaching implications for academicians, professional traders, and financial risk analysts and managers.
Publisher: MDPI AG
Date: 19-07-2023
Abstract: At present, with the rise of information technology revolution, such as mobile internet, cloud computing, big data, machine learning, artificial intelligence, and the Internet of Things, the banking industry is ushering in new opportunities and encountering severe challenges. This inspired us to develop the following research concepts to study how data innovation impacts banking. We used qualitative research methods (systematic and bibliometric reviews) to examine research articles obtained from the Web of Science and SCOPUS databases to achieve our research goals. The findings show that data innovation creates opportunities for a well-developed banking supply chain, effective risk management and financial fraud detection, banking customer analytics, and bank decision-making. Also, data-driven banking faces some challenges, such as the availability of more data increasing the complexity of service management and creating fierce competition, the lack of professional data analysts, and data costs. This study also finds that banking security is one of the most important issues thus, banks need to respond to external and internal cyberattacks and manage vulnerabilities.
Publisher: Wiley
Date: 12-2016
Publisher: LLC CPC Business Perspectives
Date: 23-09-2020
DOI: 10.21511/IMFI.17(3).2020.17
Abstract: This study examines the predictive power of implied volatility smirk to forecast foreign exchange (FX) return. The volatility smirk contains critical information, especially when the market experiences negative news. The Australian dollar, Canadian dollar, Swiss franc, Euro, and British pound options traded in the opening, midday and closing periods of the trading day are selected to estimate the currency smirk. Research results reveal that the currency smirk outperforms in forecasting FX returns. In addition, the steeper slope in the middle of the trading day suggests that the predictive power of currency smirk in the midday period is higher compared to the opening and closing periods. However, currency smirks’ predictability lasts for a short period, as the FX market is highly adept at incorporating the vital information embedded in the currency smirk. These findings imply that the currency smirk is distinctive for forecasting very short-term FX fluctuations, and the day- or overnight FX traders can use its uniqueness to profit from quick price swings in the 24-hour global FX market.
Publisher: IEEE
Date: 04-2011
Publisher: Springer Science and Business Media LLC
Date: 27-08-2021
DOI: 10.1038/S41467-021-25384-Y
Abstract: Obesity results from a caloric imbalance between energy intake, absorption and expenditure. In both rodents and humans, diet-induced thermogenesis contributes to energy expenditure and involves the activation of brown adipose tissue (BAT). We hypothesize that environmental toxicants commonly used as food additives or pesticides might reduce BAT thermogenesis through suppression of uncoupling protein 1 (UCP1) and this may contribute to the development of obesity. Using a step-wise screening approach, we discover that the organophosphate insecticide chlorpyrifos suppresses UCP1 and mitochondrial respiration in BAT at concentrations as low as 1 pM. In mice housed at thermoneutrality and fed a high-fat diet, chlorpyrifos impairs BAT mitochondrial function and diet-induced thermogenesis, promoting greater obesity, non-alcoholic fatty liver disease (NAFLD) and insulin resistance. This is associated with reductions in cAMP activation of p38MAPK and AMPK protein kinases critical for maintaining UCP1 and mitophagy, respectively in BAT. These data indicate that the commonly used pesticide chlorpyrifos, suppresses diet-induced thermogenesis and the activation of BAT, suggesting its use may contribute to the obesity epidemic.
Publisher: SAGE Publications
Date: 26-08-2021
DOI: 10.1177/02654075211034236
Abstract: Following the global outbreak of COVID-19 in March 2020, in iduals report psychological distress associated with the “new normal”—social distancing, financial hardships, and increased responsibilities while working from home. Given the interpersonal nature of stress and coping responses between romantic partners, based on the systemic transactional model this study posits that perceived partner dyadic coping may be an important moderator between experiences of COVID-19 psychological distress and relationship quality. To examine these associations, self-report data from 14,020 people across 27 countries were collected during the early phases of the COVID-19 pandemic (March–July, 2020). It was hypothesized that higher symptoms of psychological distress would be reported post-COVID-19 compared to pre-COVID-19 restrictions (Hypothesis 1), reports of post-COVID-19 psychological distress would be negatively associated with relationship quality (Hypothesis 2), and perceived partner DC would moderate these associations (Hypothesis 3). While hypotheses were generally supported, results also showed interesting between-country variability. Limitations and future directions are presented.
Publisher: MDPI AG
Date: 02-11-2022
Abstract: Technological innovation has changed the financial market significantly with the increasing application of high-frequency data in research and practice. This study examines the performance of intraday implied volatility (IV) in estimating currency options prices. Options quotations at a different trading time, such as the opening period, midday period and closing period of a trading day with one-month, two months’ and three months’ maturity, are employed to compute intraday IV for pricing currency options. We use the Mincer–Zarnowitz regression test to analyse the volatility forecast power of IV for three different forecast horizons (within a week, one week and one month). Intraday IV’s capability in estimating currency options price is measured by the mean squared error, mean absolute error and mean absolute percentage error measure. The empirical findings show that intraday IV is the key to accurately forecasting volatility and estimating currency options prices precisely. Moreover, IV at the closing period of the beginning of the week contains crucial information for options price estimation. Furthermore, the shorter maturity intraday IV is suitable for pricing options for a shorter horizon. In comparison, the intraday IV based on the longer maturity options subsumes appropriate information to price options with higher accuracy for the longer horizon. Our paper proposes a new approach to accurately pricing currency options using high-frequency data.
Publisher: Elsevier BV
Date: 02-2017
Publisher: University of Wollongong Library
Date: 2014
Location: Bangladesh
No related grants have been discovered for Ariful Hoque.