Search results

1 – 5 of 5
Per page
102050
Citations:
Loading...
Available. Open Access. Open Access
Article
Publication date: 30 November 2003

Chang Hyeon Yun and Lee Seong Gu

In this study we examine the relationships between trader-type-specific trading volumes and the price volatility of the KOSPI200 stock index futures over the period of July 1997…

11

Abstract

In this study we examine the relationships between trader-type-specific trading volumes and the price volatility of the KOSPI200 stock index futures over the period of July 1997 through December 2001. The principal findings of this study are that the changes in trading volumes by foreign investors are positively associated with the return and the volatility of the index futures market. When trading volumes are decomposed into expected and unexpected components, unexpected shocks have more persistent effect on the volatility of the market than expected component. Meanwhile, individuals and domestic commercial investor seem to follow the lead made by foreign investors.

Details

Journal of Derivatives and Quantitative Studies, vol. 11 no. 2
Type: Research Article
ISSN: 2713-6647

Keywords

Available. Open Access. Open Access
Article
Publication date: 30 November 2002

Chang Hyeon Yun, Tae Geun Jo and Sang Il Han

We analyze the dynamic behavior of the volatility of KTB futures price through GARCH models. In conducting this analysis we use two type data. Using dailly data we analyze the…

11

Abstract

We analyze the dynamic behavior of the volatility of KTB futures price through GARCH models. In conducting this analysis we use two type data. Using dailly data we analyze the return and volatility spill-over effect between KTB spot and futures. Through 15-minute and 5-minute data we analyze return and volatility spill-over effect between KTB futures and won/dollar futures. We find that ARCH and GARCH effect exists in the volatility of KTB futures, but leverage effect does not exist in this data. Volatility spill-over effect was found only in 15-minute data. Lead and lag effect was found in 15-minute data of dollar and KTB futures where dollar return leads KTB futures and KTB volatility leads dollar volatility. In the daily data we found that KTB futures return lead KTB spot return while mutual spill-over existed between spot and futures in volatility data. Since conditional heteroscedasticity exists in KTB futures we need to consider the these effects in building up systems for arbitrage, valuation and risk management.

Details

Journal of Derivatives and Quantitative Studies, vol. 10 no. 2
Type: Research Article
ISSN: 2713-6647

Keywords

Access Restricted. View access options
Article
Publication date: 14 January 2025

J. Lucy Lee, Si Hoon Choi, Suzy Jeong and Namho Ko

The purpose of the study was to investigate the effects of artificial intelligence (A.I.) awareness, advertisement models and source-message incongruence on consumer evaluations…

91

Abstract

Purpose

The purpose of the study was to investigate the effects of artificial intelligence (A.I.) awareness, advertisement models and source-message incongruence on consumer evaluations of A.I.-generated advertisements. It explores how these factors interact in shaping consumer perceptions and advertising effectiveness.

Design/methodology/approach

A 2 (source-message (in)congruence: incongruent vs. congruent) x 3 (A.I. awareness: unawareness, pre-advertisement, post-advertisement) x 3 (advertisement model: traditional human, virtual human, digital twin) between-subjects design was employed in this study. Using stratified random sampling, a total of 231 undergraduate students were recruited from course groups and randomly assigned to one of nine experimental treatments, each involving the viewing of a specific A.I.-generated advertisement followed by a survey. Data were analyzed using two-way ANCOVA and regression analyses, controlling for participants' involvement in sports and brand.

Findings

The results indicated that A.I. awareness timing, advertisement model types and source-message incongruence significantly affected consumer evaluations of advertisements. A.I. awareness generally had a positive impact on evaluations, with the most favorable outcomes when awareness of the A.I.-generated nature occurred after viewing the advertisement. Virtual human models were rated the lowest, while digital twin and traditional human models received similarly positive evaluations. Source-message incongruence negatively influenced evaluations. An interaction effect was observed between A.I. awareness timing and advertisement model types under high source-message incongruence, where virtual human models showed the highest effectiveness when A.I. awareness occurred after viewing.

Originality/value

Given that sports are characterized by the transcendence of human limitations and the emphasis on physical and emotional challenges – elements that A.I. cannot replicate – it is essential to examine how sports consumers perceive A.I., which, despite offering efficiency and personalization advantages, contrasts with the fundamentally human nature of athletic performance. This research contributes to the literature on A.I.-generated advertising by uniquely investigating the interaction between A.I. awareness timing and advertisement model types within the context of source-message incongruence. It offers critical insights for practitioners and researchers on strategically timing A.I.-generated ad disclosures and selecting appropriate advertisement models to optimize their effectiveness. By addressing these underexplored variables, the study enhances understanding of consumer perceptions and provides a foundation for more effective A.I. integration in advertising practices.

Details

International Journal of Sports Marketing and Sponsorship, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1464-6668

Keywords

Access Restricted. View access options
Article
Publication date: 20 August 2024

Yong Ju Jung, Soo Hyeon Kim and Gi Woong Choi

The purpose of this paper is to revisit previous design principles and guidelines for online makerspaces in public libraries (Kim et al., 2020) and expand the design principles…

80

Abstract

Purpose

The purpose of this paper is to revisit previous design principles and guidelines for online makerspaces in public libraries (Kim et al., 2020) and expand the design principles with more updated implications and examples from the literature published during and after the COVID-19 pandemic.

Design/methodology/approach

The authors reviewed recently published papers about online transitions of makerspaces, especially during and after the COVID-19 pandemic, summarized their implications and deduced applicable design principles and guidelines.

Findings

This paper proposes updated design principles and guidelines based on four key areas: Program and service design; Tools and materials; Facilitation; and Logistic support. These updated design principles considered a wider range of patrons that public library makerspaces may serve, the digital divide issues and logistic concerns that should be addressed beyond the scope of a single makerspace.

Originality/value

This paper compiles various lessons learned and strategies regarding online makerspaces and maker programming for public libraries and provides helpful design principles and guidelines for the continued use of online components for makerspace services and programs.

Details

Information and Learning Sciences, vol. 125 no. 11/12
Type: Research Article
ISSN: 2398-5348

Keywords

Access Restricted. View access options
Article
Publication date: 30 April 2024

Abhishek Barwar, Prateek Kala and Rupinder Singh

Some studies have been reported in the past on diaphragmatic hernia (DH) surgery techniques using additive manufacturing (AM) technologies, symptoms of a hernia and post-surgery…

89

Abstract

Purpose

Some studies have been reported in the past on diaphragmatic hernia (DH) surgery techniques using additive manufacturing (AM) technologies, symptoms of a hernia and post-surgery complications. But hitherto little has been reported on bibliographic analysis (BA) for health monitoring of bovine post-DH surgery for long-term management. Based on BA, this study aims to explore the sensor fabrication integrated with innovative AM technologies for health monitoring assistance of bovines post-DH surgery.

Design/methodology/approach

A BA based on the data extracted through the Web of Science database was performed using bibliometric tools (R-Studio and Biblioshiny).

Findings

After going through the BA and a case study, this review provides information on various 3D-printed meshes used over the sutured site and available Internet of Things-based solutions to prevent the recurrence of DH.

Originality/value

Research gaps exist for 3D-printed conformal sensors for health monitoring of bovine post-DH surgery.

Details

Rapid Prototyping Journal, vol. 30 no. 5
Type: Research Article
ISSN: 1355-2546

Keywords

1 – 5 of 5
Per page
102050