JRFM

2008 - 2025

Current editor(s): Ms. Chelthy Cheng

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Volume 12, issue 4, 2019

Impact of Readability on Corporate Bond Market pp. 1-18

Jieyan Fang-Klingler

Dynamic Responses of Major Equity Markets to the US Fear Index pp. 1-23

Bahram Adrangi, Arjun Chatrath, Joseph Macri and Kambiz Raffiee

Corporate Financial Distress of Industry Level Listings in Vietnam pp. 1-17

Duc Hong Vo, Binh Ninh Vo Pham, Chi Ho and Michael McAleer

A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets pp. 1-17

Nikolaos A. Kyriazis

Financial Development and Income Inequality in Emerging Markets: A New Approach pp. 1-14

Thang Cong Nguyen, Tan Ngoc Vu, Duc Hong Vo and Dao Thi-Thieu Ha

Corporate Social Responsibility and SMEs in Vietnam: A Study in the Textile and Garment Industry pp. 1-14

Loan Thi-Hong Van and Phuong Anh Nguyen

Encouraging Entrepreneurship and Economic Growth pp. 1-14

David Ahlstrom, Amber Y. Chang and Jessie S. T. Cheung

Internal Control and SMEs’ Sustainable Growth: The Moderating Role of Multiple Large Shareholders pp. 1-14

Liangcheng Wang, Yining Dai and Yuye Ding

How Long Does It Last to Systematically Make Bad Decisions? An Agent-Based Application for Dividend Policy pp. 1-34

Victor Dragotă and Camelia Delcea

Generalized Mean-Reverting 4/2 Factor Model pp. 1-21

Yuyang Cheng, Marcos Escobar-Anel and Zhenxian Gong

Enhancing Financial Inclusion in ASEAN: Identifying the Best Growth Markets for Fintech pp. 1-21

Mark Kam Loon Loo

Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method pp. 1-21

Pascal Létourneau and Lars Stentoft

Risk Analysis and Portfolio Modelling pp. 1-4

David Allen and Elisa Luciano

Correcting the Bias in the Practitioner Black-Scholes Method pp. 1-12

Yun Yin and Peter Moffatt

The Effects of Environmental Regulation on the Singapore Stock Market pp. 1-19

Huy Pham, Nguyen Van, Vikash Ramiah, Priyantha Mudalige and Imad Moosa

Social and Financial Inclusion through Nonbanking Institutions: A Model for Rural Romania pp. 1-15

Xiaoguang Yue, Yong Cao, Nelson Duarte, Xue-Feng Shao and Otilia Manta

Global Asset Allocation Strategy Using a Hidden Markov Model pp. 1-15

Eun-chong Kim, Han-wook Jeong and Nak-young Lee

The Dali Model in Risk-Management Practice: The Case of Financial Services Firms pp. 1-15

Rebecca Dalli Gonzi, Simon Grima, Murat Kizilkaya and Jonathan Spiteri

Dynamic Bankruptcy Prediction Models for European Enterprises pp. 1-15

Tomasz Korol

Exploring the Determinants of Financial Structure in the Technology Industry: Panel Data Evidence from the New York Stock Exchange Listed Companies pp. 1-16

Georgeta Vintila, Ştefan Gherghina and Diana Alexandra Toader

Double Taxation Treaties as a Catalyst for Trade Developments: A Comparative Study of Vietnam’s Relations with ASEAN and EU Member States pp. 1-16

Anh D. Pham, Ha Pham and Kim Cuong Ly

The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks pp. 1-26

Seema Narayan

Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange pp. 1-26

Eric Ghysels and Giang Nguyen

The Cross Section of Country Equity Returns: A Review of Empirical Literature pp. 1-26

Adam Zaremba

Nonparametric Econometric Methods and Applications pp. 1-3

Thanasis Stengos

Foreign Direct Investment and Economic Growth in the Short Run and Long Run: Empirical Evidence from Developing Countries pp. 1-11

Trang Thi-Huyen Dinh, Duc Hong Vo, Anh Vo and Thang Cong Nguyen

Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases pp. 1-11

Ihsan Badshah, Hardjo Koerniadi and James Kolari

An Exploratory Study Based on a Questionnaire Concerning Green and Sustainable Finance, Corporate Social Responsibility, and Performance: Evidence from the Romanian Business Environment pp. 1-79

Cristina Raluca Gh. Popescu and Gheorghe N. Popescu

Risk Capital and Emerging Technologies: Innovation and Investment Patterns Based on Artificial Intelligence Patent Data Analysis pp. 1-24

Roberto S. Santos and Lingling Qin

Robust Bayesian Inference in Stochastic Frontier Models pp. 1-9

Mike Tsionas

Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions pp. 1-13

Asia Aman

Tax Arrears Versus Financial Ratios in Bankruptcy Prediction pp. 1-13

Oliver Lukason and Art Andresson

Influence of Venture Capital and Knowledge Transfer on Innovation Performance in the Big Data Environment pp. 1-13

Chuanrong Wu, Xiaoming Yang, Veronika Lee and Mark E. McMurtrey

Blockchain Economical Models, Delegated Proof of Economic Value and Delegated Adaptive Byzantine Fault Tolerance and their implementation in Artificial Intelligence BlockCloud pp. 1-27

Qi Deng

An Universal, Simple, Circular Statistics-Based Estimator of ? for Symmetric Stable Family pp. 1-28

Ashis SenGupta and Moumita Roy

ISA 701 and Materiality Disclosure as Methods to Minimize the Audit Expectation Gap pp. 1-20

Tomasz Iwanowicz and Bartłomiej Iwanowicz

Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices pp. 1-20

Maria-Eleni Agoraki, Dimitris Georgoutsos and Georgios Kouretas

Volume 12, issue 3, 2019

The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications pp. 1-10

Christoph Wegener and Tobias Basse

Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market pp. 1-10

Sheng-Ping Yang and Thanh Nguyen

Sectoral Analysis of Factors Influencing Dividend Policy: Case of an Emerging Financial Market pp. 1-18

Geetanjali Pinto and Shailesh Rastogi

Analysis of a Global Futures Trend-Following Strategy pp. 1-18

Derek Nokes and Lawrence Fulton

Evidence of the Environmental Kuznets Curve: Unleashing the Opportunity of Industry 4.0 in Emerging Economies pp. 1-18

Viktoriia Koilo

Some Dynamic and Steady-State Properties of Threshold Auto-Regressions with Applications to Stationarity and Local Explosivity pp. 1-18

Muhammad Farid Ahmed and Stephen Satchell

Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models pp. 1-18

Rick Bohte and Luca Rossini

Where Will the Future Be Heading Towards? A Book Review for “The Belt and Road Strategy in International Business and Administration” pp. 1-6

Zi-Miao Gao, Xiaoguang Yue and Xiao-Jing Li

FOMC Forecasts: Are They Useful for Understanding Monetary Policy? pp. 1-17

Sarp Kalfa and Jaime Marquez

Control-Enhancing Mechanisms and Earnings Management: Empirical Evidence from Pakistan pp. 1-23

Ruqia Shaikh, Guo Fei, Muhammad Shaique and Muhammad Rizwan Nazir

Forecasting Realized Volatility Using a Nonnegative Semiparametric Model pp. 1-23

Anders Eriksson, Daniel Preve and Jun Yu

Does Fiscal Decentralization Encourage Corruption in Local Governments? Evidence from Indonesia pp. 1-14

Anisah Alfada

Regulation of the Crypto-Economy: Managing Risks, Challenges, and Regulatory Uncertainty pp. 1-14

Douglas Cumming, Sofia Johan and Anshum Pant

A Nontechnical Guide on Optimal Incentives for Islamic Insurance Operators pp. 1-14

Hayat Khan

What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models pp. 1-14

Steve Hyun, Jimin Lee, Jong-Min Kim and Chulhee Jun

The Impact of Urbanization on Income Inequality: A Study in Vietnam pp. 1-14

Minh Nguyen, Nguyen Dang Le and Pham Trung-Kien

Bank Interest Rate Margin, Portfolio Composition and Institutional Constraints pp. 1-21

Li Xian Liu and Milind Sathye

Can Higher Capital Discipline Bank Risk: Evidence from a Meta-Analysis pp. 1-21

Quang T. T. Nguyen, Son T. B. Nguyen and Quang V. Nguyen

Revenue Diversification, Risk and Bank Performance of Vietnamese Commercial Banks pp. 1-21

Khanh Ngoc Nguyen

Which Cryptocurrencies Are Mostly Traded in Distressed Times? pp. 1-12

Νikolaos A. Kyriazis and Paraskevi Prassa

Currency Crisis: Are There Signals to Read? pp. 1-4

Faridul Islam

Disentangling Civilian and Military Spending Shocks: A Bayesian DSGE Approach for the US Economy pp. 1-41

Marco Lorusso and Luca Pieroni

Editorial for the Special Issue on Financial Econometrics pp. 1-2

Yiu-Kuen Tse

The Good and Bad News about the New Liquidity Rules of Basel III in Islamic Banking of Malaysia pp. 1-15

Shazleena Mohamed Zainudin, Siti Zaleha Abdul Rasid, Rosmini Omar and Rohail Hassan

On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study pp. 1-16

Hui Xiao and Yiguo Sun

Modeling and Forecasting Realized Portfolio Diversification Benefits pp. 1-16

Vasyl Golosnoy, Benno Hildebrandt and Steffen Köhler

Competition in the Indian Banking Sector: A Panel Data Approach pp. 1-16

Zhiheng Li, Shuangzhe Liu, Fanda Meng and Milind Sathye

Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden pp. 1-16

Shahiduzzaman Quoreshi and Trudy-Ann Stone

Bank Competition, Foreign Bank Entry, and Risk-Taking Behavior: Cross Country Evidence pp. 1-26

Sichong Chen, Muhammad Imran Nazir, Shujahat Haider Hashmi and Ruqia Shaikh

The Outperformance Probability of Mutual Funds pp. 1-29

Gabriel Frahm and Ferdinand Huber

Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities pp. 1-29

Takeaki Kariya, Yoshiro Yamamura and Koji Inui

Role of Bank Regulation on Bank Performance: Evidence from Asia-Pacific Commercial Banks pp. 1-25

Zhenni Yang, Christopher Gan and Zhaohua Li

CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles pp. 1-22

Alex Golodnikov, Viktor Kuzmenko and Stan Uryasev

Cross-Border Venture Capital Investments: What Is the Role of Public Policy? pp. 1-22

Wendy A. Bradley, Gilles Duruflé, Thomas Hellmann and Karen E. Wilson

On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions pp. 1-22

Martin C. Arnold and Christoph Hanck

Contagion Effect in Cryptocurrency Market pp. 1-8

Paulo Ferreira and Eder Johnson de Area Pereira

An Empirical Test of Capital Structure Theories for the Vietnamese Listed Firms pp. 1-11

Hoang Huy Nguyen, Chi Ho and Duc Hong Vo

Internationalization, Strategic Slack Resources, and Firm Performance: The Case Study of Vietnamese Enterprises pp. 1-24

Phuong V. Nguyen, Hien Thi Ngoc Huynh, Hoa Doan Xuan Trieu and Khoa T. Tran

VIX Futures as a Market Timing Indicator pp. 1-9

Athanasios Fassas and Nikolas Hourvouliades

Safer, but Not Safe Enough pp. 1-9

John Vickers

Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach pp. 1-27

Tan Vu, Duc Hong Vo, Chi Ho and Loan Thi-Hong Van

Fiscal Decentralisation and Economic Growth across Provinces: New Evidence from Vietnam Using a Novel Measurement and Approach pp. 1-13

Phuong Duy Nguyen, Duc Hong Vo, Chi Ho and Anh Vo

Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components pp. 1-33

Alfonso Novales and Alvaro Chamizo

The Role of Governance and Bank Funding in the Determination of Cornerstone Allocations in Chinese Equity Offers pp. 1-20

Paul B. McGuinness

Dealing with Low Interest Rates in Life Insurance: An Analysis of Additional Reserves in the German Life Insurance Industry pp. 1-20

Christian Eckert

The Role of the Federal Reserve in the U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks pp. 1-20

Mahua Barari and Srikanta Kundu

The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets pp. 1-20

Yasmeen Akhtar, Ghulam Mujtaba Kayani and Tahir Yousaf

CO 2 Emissions, Energy Consumption, and Economic Growth: New Evidence in the ASEAN Countries pp. 1-20

Anh Vo, Duc Hong Vo and Quan Le

Volume 12, issue 2, 2019

What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model pp. 1-9

Michael McAleer

Optimal Cash Holding Ratio for Non-Financial Firms in Vietnam Stock Exchange Market pp. 1-13

Cuong Nguyen Thanh

Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns pp. 1-13

Arnab Bhattacharjee and Sudipto Roy

Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework pp. 1-13

Shahiduzzaman Quoreshi, Reaz Uddin and Naushad Mamode Khan

Should Vietnamese Banks Need More Equity? Evidence on Risk-Return Trade-Off in Dynamic Models of Banking pp. 1-13

Dang Van Dan

Defined Contribution Pension Plans: Who Has Seen the Risk? pp. 1-27

Peter A. Forsyth and Kenneth R. Vetzal

Credit Scoring in SME Asset-Backed Securities: An Italian Case Study pp. 1-28

Andrea Bedin, Monica Billio, Michele Costola and Loriana Pelizzon

Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices pp. 1-20

Stephanos Papadamou, Nikolaos A. Kyriazis and Panayiotis Tzeremes

Simulation of the Grondona System of Conditional Currency Convertibility Based on Primary Commodities, Considered as a Means to Resist Currency Crises pp. 1-20

Patrick Collins, Jameel Ahmed and Ahamed Kameel Meera

Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds pp. 1-26

Mpho Bosupeng, Janet Dzator and Andrew Nadolny

Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan pp. 1-26

Muhammad Haris, HongXing Yao, Gulzara Tariq, Ali Malik and Hafiz Mustansar Javaid

Efficient Numerical Pricing of American Call Options Using Symmetry Arguments pp. 1-26

Lars Stentoft

The Effect of Diversification under Different Ownership Structures and Economic Conditions: Evidence from the Great Recession pp. 1-26

Ivonne A. Liebenberg and Zhilu Lin

Book-To-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns pp. 1-29

Douglas W. Blackburn and Nusret Cakici

Positive Liquidity Spillovers from Sovereign Bond-Backed Securities pp. 1-25

Peter Dunne

Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model pp. 1-25

Yijin He and Shigeyuki Hamori

Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis pp. 1-22

Qianwei Ying, Tahir Yousaf, Qurat ul Ain, Yasmeen Akhtar and Muhammad Shahid Rasheed

Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time pp. 1-31

Vladimir Petrov, Anton Golub and Richard Olsen

The Impact of Algorithmic Trading in a Simulated Asset Market pp. 1-11

Purba Mukerji, Christine Chung, Timothy Walsh and Bo Xiong

Nonparametric Approach to Evaluation of Economic and Social Development in the EU28 Member States by DEA Efficiency pp. 1-34

Lukáš Melecký, Michaela Staníčková and Jana Hančlová

Dynamic Expectation Theory: Insights for Market Participants pp. 1-14

Bodo Herzog

Money as an Institution: Rule versus Evolved Practice? Analysis of Multiple Currencies in Argentina pp. 1-14

Georgina Gomez

Optimism in Financial Markets: Stock Market Returns and Investor Sentiments pp. 1-14

Chiara Limongi Concetto and Francesco Ravazzolo

What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model pp. 1-7

Michael McAleer

Value-at-Risk and Models of Dependence in the U.S. Federal Crop Insurance Program pp. 1-21

Austin Ramsey and Barry Goodwin

Arbitrage Free Approximations to Candidate Volatility Surface Quotations pp. 1-21

Dilip B. Madan and Wim Schoutens

Threshold Stochastic Conditional Duration Model for Financial Transaction Data pp. 1-21

Zhongxian Men, Adam W. Kolkiewicz and Tony S. Wirjanto

Sentiment-Induced Bubbles in the Cryptocurrency Market pp. 1-12

Cathy Yi-Hsuan Chen and Christian Hafner

Managerial Self-Attribution Bias and Banks’ Future Performance: Evidence from Emerging Economies pp. 1-32

Javid Iqbal

Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 pp. 1-19

Johannes Stübinger and Lucas Schneider

Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas pp. 1-19

Toan Luu Duc Huynh

Determinants of Vietnamese Listed Firm Performance: Competition, Wage, CEO, Firm Size, Age, and International Trade pp. 1-19

Thi-Hanh Vu, Nguyen Van-Duy, Tung Ho and Quan Hoang Vuong

Do Diamond Stocks Shine Brighter than Diamonds? pp. 1-19

Vera Jotanovic and Rita Laura D’Ecclesia

Financial Structure, Misery Index, and Economic Growth: Time Series Empirics from Pakistan pp. 1-15

Nianyong Wang, Muhammad Haroon Shah, Kishwar Ali, Shah Abbas and Sami Ullah

When the Poor Buy the Rich: New Evidence on Wealth Effects of Cross-Border Acquisitions pp. 1-15

Hong-Hai Ho, Thi-Hanh Vu, Ngoc-Tien Dao, Tung Ho and Quan Hoang Vuong

Next-Day Bitcoin Price Forecast pp. 1-15

Ziaul Haque Munim, Mohammad Hassan Shakil and Ilan Alon

China and Special Drawing Rights—Towards a Better International Monetary System pp. 1-15

Matthew Harrison and Geng Xiao

Multi-Period Investment Strategies under Cumulative Prospect Theory pp. 1-15

Liurui Deng and Traian A. Pirvu

Default Risk and Cross Section of Returns pp. 1-15

Nusret Cakici, Sris Chatterjee and Ren-Raw Chen

Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective pp. 1-15

Shailesh Rastogi and Chaitaly Athaley

Smoothed Maximum Score Estimation of Discrete Duration Models pp. 1-16

Sadat Reza and Paul Rilstone

Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market pp. 1-16

Dzung Phan Tran Trung and Hung Pham Quang

Investigating the Economic and Financial Damage around Currency Peg Failures pp. 1-16

Colin Ellis and Emilia Gyoerk

Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market pp. 1-30

Jian Huang and Huazhang Liu

Is Bitcoin a Relevant Predictor of Standard & Poor’s 500? pp. 1-10

Camilla Muglia, Luca Santabarbara and Stefano Grassi

Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature pp. 1-18

Ashok Chanabasangouda Patil and Shailesh Rastogi

Does Managerial Power Increase Selective Hedging? Evidence from the Oil and Gas Industry pp. 1-18

Håkan Jankensgård

Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model pp. 1-18

Shahiduzzaman Quoreshi, Reaz Uddin and Viroj Jienwatcharamongkhol

Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress? pp. 1-17

Sumaira Ashraf, Elisabete Félix and Zelia Serrasqueiro

The Effects of the Financing Facilitation Act after the Global Financial Crisis: Has the Easing of Repayment Conditions Revived Underperforming Firms? pp. 1-17

Nobuyoshi Yamori

A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets pp. 1-17

Nikolaos A. Kyriazis

Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate pp. 1-17

Marek Vochozka, Jakub Horák and Petr Šuleř

Carry Cost Rate Regimes and Futures Hedge Ratio Variation pp. 1-17

Dean Leistikow and Ren-Raw Chen

Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds pp. 1-17

Michael A. Goldstein, Edith S. Hotchkiss and David J. Pedersen

A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners pp. 1-17

Agus Salim and Kai Shi

AdTurtle: An Advanced Turtle Trading System pp. 1-52

Dimitrios Vezeris, Ioannis Karkanis and Themistoklis Kyrgos

Volume 12, issue 1, 2019

Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions pp. 1-18

Takashi Miyazaki

The Importance of the Financial Derivatives Markets to Economic Development in the World’s Four Major Economies pp. 1-18

Duc Hong Vo, Son Van Huynh, Anh Vo and Dao Thi-Thieu Ha

Geometric No-Arbitrage Analysis in the Dynamic Financial Market with Transaction Costs pp. 1-17

Wanxiao Tang, Jun Zhao and Peibiao Zhao

Predicting Micro-Enterprise Failures Using Data Mining Techniques pp. 1-17

Aneta Ptak-Chmielewska

The Impact of Corporate Diversification and Financial Structure on Firm Performance: Evidence from South Asian Countries pp. 1-17

Rashid Mehmood, Ahmed Hunjra and Muhammad Chani

Factors, Outcome, and the Solutions of Supply Chain Finance: Review and the Future Directions pp. 1-23

Zericho R Marak and Deepa Pillai

Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence pp. 1-23

Kim Liow, Xiaoxia Zhou, Qiang Li and Yuting Huang

Cash Use of the Taiwan Dollar: Is It Efficient? † pp. 1-6

Philip Hans Franses and Max Welz

Finance and Jobs: How Financial Markets and Prudential Regulation Shape Unemployment Dynamics pp. 1-30

Ekkehard Ernst

Testing Stylized Facts of Bitcoin Limit Order Books pp. 1-30

Matthias Schnaubelt, Jonas Rende and Christopher Krauss

Tax Competitiveness of the New EU Member States pp. 1-19

Askoldas Podviezko, Lyudmila Parfenova and Andrey Pugachev

Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM pp. 1-19

Nathaniel Gbenro and Richard Kouamé Moussa

Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning pp. 1-15

Takuya Shintate and Lukáš Pichl

Contribution to the Valuation of BRVM’s Assets: A Conditional CAPM Approach pp. 1-15

Mamadou Cisse, Mamadou Konte, Mohamed Toure and Smael Afolabi Assani

Statistical Arbitrage in Cryptocurrency Markets pp. 1-15

Thomas Günter Fischer, Christopher Krauss and Alexander Deinert

Is Window-Dressing around Going Public Beneficial? Evidence from Poland pp. 1-16

Joanna Lizińska and Leszek Czapiewski

The Role of Entrepreneurial Strategy, Network Ties, Human and Financial Capital in New Venture Performance pp. 1-16

Najib Ullah Khan, Shuangjie Li, Muhammad Nabeel Safdar and Zia Ullah Khan

Insomnia: An Important Antecedent Impacting Entrepreneurs’ Health pp. 1-16

Ludvig Levasseur, Jintong Tang and Masoud Karami

The Role of Economic Uncertainty in UK Stock Returns pp. 1-16

Jun Gao, Sheng Zhu, Niall O’Sullivan and Meadhbh Sherman

Limitation of Financial Health Prediction in Companies from Post-Communist Countries pp. 1-14

Adriana Csikosova, Maria Janoskova and Katarina Culkova

Valuation of Environmental Management Standard ISO 14001: Evidence from an Emerging Market pp. 1-14

Hammad Riaz, Abubakr Saeed, Muhammad Saad Baloch, Nasrullah and Zeeshan Ahmad Khan

Has ‘Too Big To Fail’ Been Solved? A Longitudinal Analysis of Major U.S. Banks pp. 1-14

Satish Thosar and Bradley Schwandt

Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach pp. 1-14

David Olayungbo

Monetary Policy, Cash Flow and Corporate Investment: Empirical Evidence from Vietnam pp. 1-14

Linh My Tran, Chi Hong Mai, Phuoc Huu Le, Chi Linh Vu Bui, Linh Viet Phuong Nguyen and Toan Luu Duc Huynh

Herding in Smart-Beta Investment Products pp. 1-14

Eduard Krkoska and Klaus Schenk-Hoppé

The Impact of Exchange Rate Volatility on Exports in Vietnam: A Bounds Testing Approach pp. 1-14

Vinh Nguyen Thi Thuy and Duong Trinh Thi Thuy

Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review pp. 1-34

Ruili Sun, Tiefeng Ma, Shuangzhe Liu and Milind Sathye

Multivariate Student versus Multivariate Gaussian Regression Models with Application to Finance pp. 1-21

Thi Huong An Nguyen, Anne Ruiz-Gazen, Christine Thomas-Agnan and Thibault Laurent

Effect of Corporate Governance on Institutional Investors’ Preferences: An Empirical Investigation in Taiwan pp. 1-21

Su-Lien Lu and Ying-Hui Li

News Co-Occurrences, Stock Return Correlations, and Portfolio Construction Implications pp. 1-21

Yi Tang, Yilu Zhou and Marshall Hong

Expectations for Statistical Arbitrage in Energy Futures Markets pp. 1-12

Tadahiro Nakajima

What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries? pp. 1-12

Duc Hong Vo, Thang Nguyen, Ngoc Phu Tran and Anh Vo

Growth and Debt: An Endogenous Smooth Coefficient Approach pp. 1-22

Mustafa Koroglu

Developments in Risk Management in Islamic Finance: A Review pp. 1-22

Naseem Al Rahahleh, Muhammad Bhatti and Faridah Najuna Misman

A Communication Theoretic Interpretation of Modern Portfolio Theory Including Short Sales, Leverage and Transaction Costs pp. 1-11

Giorgio Arici, Marco Dalai, Riccardo Leonardi and Arnaldo Spalvieri

Does the Misery Index Influence a U.S. President’s Political Re-Election Prospects? pp. 1-11

Bahram Adrangi and Joseph Macri

What Determines Utility of International Currencies? pp. 1-31

Eiji Ogawa and Makoto Muto

Systemic Risk Indicators Based on Nonlinear PolyModel pp. 1-24

Xingxing Ye and Raphael Douady

Determinants and Impacts of Financial Literacy in Cambodia and Viet Nam pp. 1-24

Peter Morgan and Trinh Long

Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country pp. 1-25

Duc Hong Vo, Anh Vo and Zhaoyong Zhang

The Global Legal Entity Identifier System: How Can It Deliver? pp. 1-29

Ka Kei Chan and Alistair Milne

The Determinants of Sovereign Risk Premium in African Countries pp. 1-20

Jane Mpapalika and Christopher Malikane

Bitcoin at High Frequency pp. 1-20

Leopoldo Catania and Mads Sandholdt

Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2018 pp. 1-5

Editorial Office Jrfm

A Divisia User Cost Interpretation of the Yield Spread Recession Prediction pp. 1-9

Ryan Mattson

Asymmetric Effects of Policy Uncertainty on the Demand for Money in the United States pp. 1-13

Mohsen Bahmani-Oskooee and Majid Maki-Nayeri

Using Unconventional Wisdom to Re-Assess and Rebuild the BRICS pp. 1-13

Bertrand Guillotin

Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks pp. 1-13

Zhaojie Luo, Xiaojing Cai, Katsuyuki Tanaka, Tetsuya Takiguchi, Takuji Kinkyo and Shigeyuki Hamori

Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas pp. 1-27

Sel Ly, Kim-Hung Pho, Sal Ly and Wing-Keung Wong