The aim of this study was to empirically examine the extended unified theory of acceptance and use of technology 2 (UTAUT2) model by adding “personalization” as one of the antecedents, as well as a moderator to determine the key factors for the continuous use intention of mobile news applications (apps). For this study, an online and manual sample survey of 309 respondents, who had used the news app earlier, was collected and analyzed, using quantitative methods such as explanatory and confirmatory factor analysis, structural equation modeling, and Hayes process for finding moderating effects among variables. The findings of the direct effect demonstrated that performance expectancy (PE) has the most influential effect on continuous use intention, followed by habit (HT), hedonic motivation (HM), and facilitating conditions (FC). Furthermore, the outcome of tests for the moderating effect of personalization between UTAUT2 constructs and continuous use intention (CUI) showed that personalization has a significant moderating effect on performance expectancy and habit. Therefore, this research establishes the key role of PE, HT, HM, and FC as main factors that trigger the users’ continuous use intention of news apps and provides an integrated framework to assess the moderating effect of personalization on technology acceptance. The findings of the research expand the existing literature on news applications and provide foundation for future research studies in the area of mobile news apps.

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Emerging stock markets of Asia have become a matter of interest for international financial researchers and policy-makers during the last couple of decades. Series of reforms, increasing financial transparency and decreasing restrictions on transactions have made these markets better diversification opportunities for international investors. This paper examines independently as well the linkages of stock markets across the selected Asian countries. The volatility spillover is modelled through an asymmetric multivariate generalized autoregressive conditional heteroscedastic model. In large number of empirical studies of risk return analysis, it is observed that economic stability and good perspectives have been key assets for the development of emerging markets. Diversification of funds to reduce portfolio risk is also one of the point of attraction to domestic and foreign institutional investors. In this work, risk and uncertainty is studied for selected stock markets of emerging economies of Asia. Data of daily stock prices of selected markets is collected for recent decade and detail autoregressive conditional heteroskedasticity (ARCH) and its generalised models are used to estimate conditional and asymmetric volatilities.

The present study investigates the efficiency of currency derivatives market by assessing its contribution towards price discovery process using spot and future prices of four currencies (USD/INR, EURO/INR, GBP/INR and JPY/INR) traded on the National Stock Exchange (NSE), India. As per the investigation, it can be concluded that there is a long run equilibrium relationship between spot rates and future rates, with unidirectional causality running from future rates to spot rates for all currencies under consideration. As the futures markets contribute more to the price discovery, this implies that more investors are attracted to it. This in turn leads to more rational price discovery.

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The present study tries to assess the price discovery process in BRICS economies. The price discovery is tested by assessing the long run and short run causality between the future and spot market indices of BRICS economies. The study employs daily closing prices of spot and future indices of BRICS economies. After testing the stationarity and order of integration of spot and future market series, the study employs Johansen co-integration test to assess the long run co-integrating relationship between the two markets. The long run causality is tested using error correction mechanism and Wald test is used to assess the short run causality. The results of the study suggest that the price discovery process is taking place in case of Russia and China in long run. The short run causality exists between future and spot market in case of Brazil and Russia.

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With the outbreak of COVID-19, the Chinese government implemented the “zero-COVID” policy as a measure to curb the spread of the virus. The different measures of the policy include widespread testing, contact tracing, and strict quarantine and isolation protocols. In view of recent changes in COVID-19 trends and other economic indicators, the Chinese government withdrew significant provisions of the zero-COVID policy in China. The present study investigates the sectoral performance of the Chinese stock market after the withdrawal of the zero-COVID policy. The study considers eighteen sectoral indices of the Shenzhen Stock Exchange of China as a sample and applies the event study methodology to study the impact of the policy withdrawal on the stock prices performance. The results of the study indicate that sectors such as hotel, consumer staples, the financial sector, real estate, media, and culture have reported significant positive movement after the withdrawal of the zero-COVID policy, while other sectors such as consumer discretionary, energy, healthcare, information technology, manufacturing, mining, technology, telecom, transportation, utilities, wholesale, and retail have shown insignificant reactions. These results also indicate that when the COVID-19 outbreak happened in China, different sectors of the economy reacted negatively except the retail and wholesale sectors, while with the withdrawal of the zero-COVID policy by the Chinese government, the reaction of investors is optimistic as different sectors are reporting either positive reactions in the stock price movement or no reaction.