IJFS

2012 - 2025

Current editor(s): Ms. Hannah Lu

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Volume 6, issue 4, 2018

Editorial for Special Issue “Finance, Financial Risk Management and their Applications” pp. 1-3

Leunglung Chan

Estimating Major Risk Factor Relativities in Rate Filings Using Generalized Linear Models pp. 1-14

Shengkun Xie and Anna T. Lawniczak

Determinants of Dividend Payout Decisions: A Dynamic Panel Data Analysis of Turkish Stock Market pp. 1-16

Faruk Bostanci, Eyup Kadioglu and Guven Sayilgan

The Effect of Exchange Rate Volatility on International Trade and Foreign Direct Investment (FDI) in Developing Countries along “One Belt and One Road” pp. 1-22

Rashid Latief and Lin Lefen

The Relationship between Technology Life Cycle and Korean Stock Market Performance pp. 1-22

BokHyun Lee

The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review pp. 1-22

Miroslava Zavadska, Lucía Morales and Joseph Coughlan

Financial and Sporting Performance in French Football Ligue 1: Influence on the Players’ Market pp. 1-17

Wladimir Andreff

Risk Management for the Optimal Order Quantity by Risk-Averse Suppliers of Food Raw Materials pp. 1-17

Tyrone Lin and Shu-Yen Hsu

Analysis of Bankruptcy Threat for Risk Management Purposes: A Model Approach pp. 1-17

Monika Wieczorek-Kosmala, Joanna Błach and Joanna Trzęsiok

“After End-2008 Structural Changes in Containership Market” and Their Impact on Industry’s Policy pp. 1-21

Alexandros M. Goulielmos

Does Credit Composition have Asymmetric Effects on Income Inequality? New Evidence from Panel Data pp. 1-15

Ünal Seven, Dilara Kilinc and Yener Coskun

Valuation of Digital Platforms: Experimental Evidence for Google and Facebook pp. 1-13

Bodo Herzog

Many Are Never Too Many: An Analysis of Crowdfunding Projects in Brazil pp. 1-13

Paulo Mourão, Marco António Pinheiro Silveira and Rodrigo Santos De Melo

European Club Football after “Five Treatments” with Financial Fair Play—Time for an Assessment pp. 1-19

Egon Franck

The Impact of Union of European Football Associations (UEFA) Financial Fair Play Regulation on Audit Fees: Evidence from Spanish Football pp. 1-20

Mercedes Mareque, Angel Barajas and Francisco Lopez-Corrales

The Effect of Alternative Measures of Distance on the Correlation of Real Effective Exchange Rate Returns: An Approach to Contagion Analysis pp. 1-18

Jean Coulom and Vijay Shenai

Corporate Social Responsibility and Rule 144A Debt Offerings: Empirical Evidence pp. 1-18

Wassim Dbouk, Dawei Jin, Haizhi Wang and Jianrong Wang

The Behaviour of the Equity Yield and Its Relation with the Bond Yield: The Role of Inflation pp. 1-18

David G. McMillan

Volume 6, issue 3, 2018

Financial Innovation, Stock Market Development, and Economic Growth: An Application of ARDL Model pp. 1-30

Md. Qamruzzaman and Jianguo Wei

Performance of Exchange Traded Funds during the Brexit Referendum: An Event Study pp. 1-12

Akram Alkhatib and Murad Harasheh

Are These Shocks for Real? Sensitivity Analysis of the Significance of the Wavelet Response to Some CKLS Processes pp. 1-12

Somayeh Kokabisaghi, Eric J. Pauwels, Katrien Van Meulder and André B. Dorsman

Buy and Hold in the New Age of Stock Market Volatility: A Story about ETFs pp. 1-14

Rohnn Sanderson and Nancy L. Lumpkin-Sowers

British-European Trade Relations and Brexit: An Empirical Analysis of the Impact of Economic and Financial Uncertainty on Exports pp. 1-22

Ansgar Belke and Sebastian Ptok

A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union pp. 1-16

Guglielmo D’Amico, Philippe Regnault, Stefania Scocchera and Loriano Storchi

Revenue Sharing in Major League Baseball: The Moments That Meant so Much pp. 1-16

Duane Rockerbie and Stephen Easton

Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators pp. 1-13

Jia Liao, Yu Shi and Xiangyun Xu

Review of Research into Enterprise Bankruptcy Prediction in Selected Central and Eastern European Countries pp. 1-28

Błażej Prusak

The Value Effect of Financial Reform on U.K. Banks and Insurance Companies pp. 1-28

Teresa Valeria Parise and Vijay Shenai

Modeling and Predictability of Exchange Rate Changes by the Extended Relative Nelson–Siegel Class of Models pp. 1-15

Hokuto Ishii

Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? pp. 1-15

Edward Altman

Development Initiatives, Micro-Enterprise Performance and Sustainability pp. 1-15

Wan Nurulasiah binti Wan Mustapa, Abdullah Al Mamun and Mohamed Dahlan Ibrahim

Bank-Specific and Macroeconomic Determinants of Bank Profitability: Evidence from an Oil-Dependent Economy pp. 1-21

Fakhri J. Hasanov, Nigar Bayramli and Nayef Al-Musehel

Does Banking Management Affect Credit Risk? Evidence from the Indian Banking System pp. 1-11

Laxmi Koju, Ram Koju and Shouyang Wang

Technical Efficiency of Banks in Central and Eastern Europe pp. 1-25

Eva Horvatova

The Impact of Brexit on Financial Markets—Taking Stock pp. 1-9

Michaela Hohlmeier and Christian Fahrholz

Bank Interest Margin, Multiple Shadow Banking Activities, and Capital Regulation pp. 1-20

Jyh-Horng Lin, Shi Chen and Fu-Wei Huang

How Do Investment Banks Price Initial Public Offerings? An Empirical Analysis of Emerging Market pp. 1-19

Abdul Rasheed, Muhammad Khalid Sohail, Shahab-Ud Din and Muhammad Ijaz

Municipal Bond Pricing: A Data Driven Method pp. 1-19

Natraj Raman and Jochen L. Leidner

Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility pp. 1-18

Nader Naifar

Optimal Timing to Trade along a Randomized Brownian Bridge pp. 1-23

Tim Leung, Jiao Li and Xin Li

Volume 6, issue 2, 2018

Hidden Markov Model for Stock Trading pp. 1-17

Nguyet Nguyen

Cross Hedging Stock Sector Risk with Index Futures by Considering the Global Equity Systematic Risk pp. 1-17

Wen-Chung Hsu and Hsiang-Tai Lee

The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission pp. 1-17

Fabio Mattos and Rodrigo Silveira

BREXIT and Foreign Direct Investment: Key Issues and New Empirical Findings pp. 1-21

Paul Welfens and Fabian J. Baier

Wealth Effects on Household Final Consumption: Stock and Housing Market Channels pp. 1-32

Yener Coskun, Burak Atasoy, Giacomo Morri and Esra Alp Coşkun

Measuring the Efficiency in the Lithuanian Banking Sector: The DEA Application pp. 1-15

Lina Novickytė and Jolanta Droždz

Earnings Persistence of European Football Clubs under UEFA’s FFP pp. 1-15

Panagiotis E. Dimitropoulos and Konstantinos Koronios

Lifting the Lid on Financial Inclusion: Evidence from Emerging Economies pp. 1-8

Tasawar Nawaz

Foreign Direct Investment Inflows and Financial Development in Central and Eastern European Union Countries: A Panel Cointegration and Causality pp. 1-13

Yilmaz Bayar and Marius Dan Gavriletea

The Impact of Capital Structure on Risk and Firm Performance: Empirical Evidence for the Bucharest Stock Exchange Listed Companies pp. 1-29

Elena Alexandra Nenu, Georgeta Vintila and Ştefan Gherghina

Alpha Momentum and Price Momentum pp. 1-28

Hannah Lea Hühn and Hendrik Scholz

Profitability Determinants of Financial Institutions: Evidence from Banks in Pakistan pp. 1-28

Hongxing Yao, Muhammad Haris and Gulzara Tariq

How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables pp. 1-19

Victor Olkhov

The Impact of Brexit on the Stock Markets of the Greater China Region pp. 1-19

Lucía Morales and Bernadette Andreosso-O’Callaghan

Multi-Factor Asset-Pricing Models under Markov Regime Switches: Evidence from the Chinese Stock Market pp. 1-19

Jieting Chen and Yuichiro Kawaguchi

Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing pp. 1-20

Colin Turfus

Housing, Housing Finance and Credit Risk pp. 1-23

Alessandra Canepa and Fawaz Khaled

The Impact of Revenue Diversification on Bank Profitability and Stability: Empirical Evidence from South Asian Countries pp. 1-25

Shoaib Nisar, Ke Peng, Susheng Wang and Badar Nadeem Ashraf

The Empirical Analysis of the Impact of Bank Capital Regulations on Operating Efficiency pp. 1-11

Josephat Lotto

Sovereign Adaptive Risk Modeling and Implications for the Eurozone GREXIT Case pp. 1-11

Morgan Escalera and Wayne Tarrant

Risk-Based Portfolios with Large Dynamic Covariance Matrices pp. 1-14

Kei Nakagawa, Mitsuyoshi Imamura and Kenichi Yoshida

A Closer Look at the Halloween Effect: The Case of the Dow Jones Industrial Average pp. 1-12

Peter Arendas, Viera Malacka and Maria Schwarzova

Vulnerability to Natural Disasters and Insurance: Insights from the Italian Case pp. 1-12

Francesco De Masi and Donatella Porrini

Topological Network Analysis Based on Dissimilarity Measure of Multivariate Time Series Evolution in the Subprime Crisis pp. 1-16

Mansooreh Kazemilari and Ali Mohamadi

An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data pp. 1-22

Thomas C. Chiang and Yuanqing Zhang

Do Big Four Auditors Always Provide Higher Audit Quality? Evidence from Pakistan pp. 1-22

Ammar Abid, Muhammad Shaique and Muhammad Anwar ul Haq

Volume 6, issue 1, 2018

Acknowledgement to Reviewers of International Journal of Financial Studies in 2017 pp. 1-2

International Journal of Financial Studies Editorial Office

On the Impact of Policy Uncertainty on Oil Prices: An Asymmetry Analysis pp. 1-11

Mohsen Bahmani-Oskooee, Hanafiah Harvey and Farhang Niroomand

Macroeconomic Stability in a Model with Bond Transaction Services pp. 1-27

Massimiliano Marzo and Paolo Zagaglia

Gas Storage Valuation and Hedging: A Quantification of Model Risk pp. 1-27

Patrick Hénaff, Ismail Laachir and Francesco Russo

The Influence of Industry Characteristics and Dynamic Capabilities on Firms’ Profitability pp. 1-19

Maja Pervan, Marijana Curak and Tomislava Pavic Kramaric

A Critical Review of the Literature on Firm-Level Theories on Ship Investment pp. 1-19

Sinem Celik Girgin, Thanasis Karlis and Hong-Oanh Nguyen

Financial Crisis and Corporate Social Responsible Mutual Fund Flows pp. 1-19

Sitikantha Parida and Zhihong Wang

Microfinance and the Decision to Invest in Children’s Education pp. 1-20

Viswanath Pv

Noise Reduction in a Reputation Index pp. 1-18

Peter Mitic

Microcredit and Survival Microenterprises: The Role of Market Structure pp. 1-25

P. V. Viswanath

Value Investing and Size Effect in the South Korean Stock Market pp. 1-25

Gerardo “Gerry” Alfonso Perez

Enhanced Portfolio Performance Using a Momentum Approach to Annual Rebalancing pp. 1-9

Michael D. Mattei

Brexit and Uncertainty in Financial Markets pp. 1-9

Guglielmo Maria Caporale, Luis Gil-Alana and Tommaso Trani

Finite Difference Methods for the BSDEs in Finance pp. 1-15

Guangbao Guo

Tests of Racial Discrimination in a Simple Financial Market: Managers in Major League Baseball pp. 1-10

Rodney Paul, Andrew Weinbach and Justin Mattingly

Testing Efficiency of the London Metal Exchange: New Evidence pp. 1-10

Jaehwan Park and Byungkwon Lim

The Emerging International Taxation Problems pp. 1-10

James G. S. Yang and Victor N. A. Metallo

Operational Efficiency of Bank Loans and Deposits: A Case Study of Vietnamese Banking System pp. 1-13

Tram Nguyen, David Tripe and Thanh Ngo

Foreign Exchange Speculation: An Event Study pp. 1-13

Rob Hayward

Real Estate Risk Analysis: The Case of Caserma Garibaldi in Milan pp. 1-13

Leopoldo Sdino, Paolo Rosasco and Sara Magoni

Integrated Supervision of the Financial Market without the UK? pp. 1-17

Michal Janovec

The Inconsistent Effects of Plain English Disclosures on Nonprofessional Investors’ Risk Judgments pp. 1-17

Jennifer Riley and Eileen Taylor

Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks pp. 1-17

Kim Liow and Sherry Yeo

Announcing the 2018 IJFS Travel Awards for Ph.D Students pp. 1-1

Nicholas Apergis

Value Creation in M&A Transactions, Conference Calls, and Shareholder Protection pp. 1-21

Robert Fraunhoffer, Ho Young Kim and Dirk Schiereck

An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors pp. 1-24

Chia-Lin Chang, Michael McAleer and Chien-Hsun Wang

Numerical Simulation of the Heston Model under Stochastic Correlation pp. 1-16

Long Teng, Matthias Ehrhardt and Michael Günther

A Logistic Regression Based Auto Insurance Rate-Making Model Designed for the Insurance Rate Reform pp. 1-16

Zhengmin Duan, Yonglian Chang, Qi Wang, Tianyao Chen and Qing Zhao

Bank Ownership, Board Characteristics and Performance: Evidence from Commercial Banks in India pp. 1-30

Jayati Sarkar and Subrata Sarkar

Asymptotic Expansion of Risk-Neutral Pricing Density pp. 1-26

Thomas Mazzoni

Credit Rating as a Mechanism for Capital Structure Optimization: Empirical Evidence from Panel Data Analysis pp. 1-14

Faiza Sajjad and Muhammad Zakaria

Revisiting M&M with Taxes: An Alternative Equilibrating Process pp. 1-12

Kenneth J. Kopecky, Zhichuan (Frank) Li, Timothy F. Sugrue and Alan L. Tucker

Impact of Competition on Mutual Fund Marketing Expenses pp. 1-12

Sitikantha Parida