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.

Purpose Option pricing theory enables computation of the price of an option using different variables associated with the underlying security and options contract. The purpose of this study is to assess research trends that emerged in the field of option pricing. This study reviews existing literature of the option pricing domain, both qualitatively and quantitatively, and identifies potential themes for future research. Design/methodology/approach This study adopts bibliometric analysis method to explore literature published in the option pricing domain. As part of bibliometric analysis, this study considers both descriptive and network analysis to assess publication trends. For descriptive analysis, the “bibliometrix” package proposed by Aria and Cuccurullo (2017) is used and for network analysis, VOS viewer (Van Eck and Waltman, 2017) and Gephi (Bastian et al., 2009) are used. Findings This study identifies research trends, top researchers, articles, journals and contributions from institutions and countries in the option pricing domain. It identifies four clusters that show different directions and also focuses on past studies on the same subject. It explores research gaps by performing an in-depth analysis of existing literature on option pricing and suggests the way forward for research in this area. Originality/value To the best of the authors’ knowledge, no previous studies have attempted to analyze the literature published in the option pricing domain. This study fulfils this research gap by conducting a comprehensive analysis of studies in the option pricing area. This study identifies quality research work published in the domain, research trends, contribution by most relevant researchers, contributions across geographies and institutions and the connections among these aspects. This study also identifies important themes and provides directions for future research.

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