Advances in Pacific Basin Business, Economics and Finance

Dr. Cheng-Few Lee is Distinguished Professor of Finance at Rutgers Business School, Rutgers University, USA, where he was chairperson of the Department of Finance from 1988-1995. Professor Lee is also the founder of the Review of Quantitative Finance and Accounting in 1990 and the Review of Pacific Basin Financial Markets and Policies in 1998.Dr. Min-Teh Yu is Chair Professor at Providence University and National Tsing Hua University. He was President of Providence University and China University of Technology, and Dean of College of Management at Yuan Ze University and National Chiao Tung University. He has been associate editor and guest editor for Pacific Basin Finance Journal, Review of Pacific Basin Financial Markets and Policies, International Review of Economic and Fiance, etc.

• Chapter 1. Market Competition, Managerial Overconfidence, and Corporate Social Responsibility; James Juichia Lin, Edward M. Werner, and Ya-Chi HuangChapter 2. Static Hedging Methods for Pricing Double Barrier Options; Yi-Ling Chen, Hong-Yu Luo, Wei-Che Tsai, and Hang ZhangChapter 3. Does the P2P Credit Spread Predict Economic Activity? Evidence from Lending Club; Amy Yueh-Fang Ho, Wen-Chang Lin, and Hung-Yuan YuChapter 4. ESG Momentum Strategies: A comparison between Taiwanese and Japanese Markets; Hong-Yi Chen, Chun-Huei Hsu, and Sharon S. YangChapter 5. A Direct Test of Attention Theory through an Examination of Retail Investor Behavior: Evidence from Taiwanese IPO Subscriptions; Lanfeng Kao, Anlin Chen, and Chih-Hsiang ChenChapter 6. Impact of the Federal Reserve’s Corporate Credit Facility on S&P 500 during Covid-19 Pandemic; Yaxing Li, Wee-Yeap Lau, and Lim-Thye GohChapter 7. Market Sentiments and Artificial Intelligence Neural Network Algorithms in Taiwan Derivatives Markets; Chung-Gee Lin, Min-Teh Yu, Chien-Yu Chen, and Pei-Hsuan HsuChapter 8. The Effect of Cyber Risk Management Services in Insurance Policies; Yen-Chih Chen and Yin-Yee LeongChapter 9. The Role of Real Exchange Rates in the Relationship between Tourist Arrival and Economic Growth: An Asymmetric Perspective from Malaysia; You-How Go and Cheong-Fatt NgChapter 10. Measuring Yield Curve Movements: A Principal Component Analysis of Spot Rate Changes in the JPY, USD, GBP, and CHF Interest Rate Swap Markets; Toyoharu TakahashiChapter 11. Effect of Fair Value Accounting and Corporate Governance on Stock Prices: Evidence of Information Efficiency in Thailand; Wonlop Writthym Buachoom